12 Publikationen

Alle markieren

[12]
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939436
Beißner, Patrick, Lin, Qian, and Riedel, Frank. 2020. “Dynamically Consistent α-Maxmin Expected Utility”. Mathematical Finance 30 (3): 1073-1102.
PUB | DOI | WoS
 
[11]
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2933919
Beißner, Patrick, and Riedel, Frank. 2019. “Equilibria Under Knightian Price Uncertainty”. Econometrica 87 (1): 37-64.
PUB | DOI | WoS
 
[10]
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2921223
Beißner, Patrick, and Riedel, Frank. 2018. “Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty”. Finance and Stochastics 22 (3): 603-620.
PUB | DOI | WoS
 
[9]
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930443 OA
Beißner, Patrick, and Riedel, Frank. 2018. Equilibria under Knightian Price Uncertainty . Vol. 597. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[8]
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436 OA
Beißner, Patrick, Lin, Qian, and Riedel, Frank. 2017. Dynamically Consistent α-Maxmin Expected Utility. Vol. 593. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[7]
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2903538 OA
Beißner, Patrick, and Riedel, Frank. 2016. Knight-Walras equilibria. Vol. 558. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[6]
2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2917108
Beißner, Patrick. 2015. “Brownian equilibria under Knightian uncertainty”. MATHEMATICS AND FINANCIAL ECONOMICS 9 (1): 39-56.
PUB | DOI | WoS
 
[5]
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901673 OA
Riedel, Frank, and Beißner, Patrick. 2014. Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty. Vol. 527. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[4]
2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901463 OA
Beißner, Patrick. 2013. Radner Equilibria under Ambiguous Volatility. Vol. 493. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[3]
2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671731 OA
Beißner, Patrick. 2013. Coherent price systems and uncertainty-neutral valuation. Vol. 464. Working Papers. Center for Mathematical Economics. Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[2]
2013 | Bielefelder E-Dissertation | PUB-ID: 2681903 OA
Beißner, Patrick. 2013. Microeconomic theory of financial markets under volatility uncertainty. Bielefeld: Bielefeld University.
PUB | PDF
 
[1]
2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900053 OA
Beißner, Patrick. 2011. Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility. Vol. 447. Working Papers. Institute of Mathematical Economics. Bielefeld: Center for Mathematical Economics.
PUB | PDF
 

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Zitationsstil: chicago

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12 Publikationen

Alle markieren

[12]
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939436
Beißner, Patrick, Lin, Qian, and Riedel, Frank. 2020. “Dynamically Consistent α-Maxmin Expected Utility”. Mathematical Finance 30 (3): 1073-1102.
PUB | DOI | WoS
 
[11]
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2933919
Beißner, Patrick, and Riedel, Frank. 2019. “Equilibria Under Knightian Price Uncertainty”. Econometrica 87 (1): 37-64.
PUB | DOI | WoS
 
[10]
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2921223
Beißner, Patrick, and Riedel, Frank. 2018. “Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty”. Finance and Stochastics 22 (3): 603-620.
PUB | DOI | WoS
 
[9]
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930443 OA
Beißner, Patrick, and Riedel, Frank. 2018. Equilibria under Knightian Price Uncertainty . Vol. 597. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[8]
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436 OA
Beißner, Patrick, Lin, Qian, and Riedel, Frank. 2017. Dynamically Consistent α-Maxmin Expected Utility. Vol. 593. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[7]
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2903538 OA
Beißner, Patrick, and Riedel, Frank. 2016. Knight-Walras equilibria. Vol. 558. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[6]
2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2917108
Beißner, Patrick. 2015. “Brownian equilibria under Knightian uncertainty”. MATHEMATICS AND FINANCIAL ECONOMICS 9 (1): 39-56.
PUB | DOI | WoS
 
[5]
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901673 OA
Riedel, Frank, and Beißner, Patrick. 2014. Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty. Vol. 527. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[4]
2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901463 OA
Beißner, Patrick. 2013. Radner Equilibria under Ambiguous Volatility. Vol. 493. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[3]
2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671731 OA
Beißner, Patrick. 2013. Coherent price systems and uncertainty-neutral valuation. Vol. 464. Working Papers. Center for Mathematical Economics. Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[2]
2013 | Bielefelder E-Dissertation | PUB-ID: 2681903 OA
Beißner, Patrick. 2013. Microeconomic theory of financial markets under volatility uncertainty. Bielefeld: Bielefeld University.
PUB | PDF
 
[1]
2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900053 OA
Beißner, Patrick. 2011. Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility. Vol. 447. Working Papers. Institute of Mathematical Economics. Bielefeld: Center for Mathematical Economics.
PUB | PDF
 

Suche

Darstellung / Sortierung

Zitationsstil: chicago

Export / Einbettung