12 Publikationen

Alle markieren

[12]
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939436
Beißner, P., Lin, Q., & Riedel, F., 2020. Dynamically Consistent α-Maxmin Expected Utility. Mathematical Finance, 30(3), p 1073-1102.
PUB | DOI | WoS
 
[11]
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2933919
Beißner, P., & Riedel, F., 2019. Equilibria Under Knightian Price Uncertainty. Econometrica, 87(1), p 37-64.
PUB | DOI | WoS
 
[10]
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2921223
Beißner, P., & Riedel, F., 2018. Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty. Finance and Stochastics, 22(3), p 603-620.
PUB | DOI | WoS
 
[9]
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930443 OA
Beißner, P., & Riedel, F., 2018. Equilibria under Knightian Price Uncertainty , Center for Mathematical Economics Working Papers, no.597, Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[8]
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436 OA
Beißner, P., Lin, Q., & Riedel, F., 2017. Dynamically Consistent α-Maxmin Expected Utility, Center for Mathematical Economics Working Papers, no.593, Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[7]
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2903538 OA
Beißner, P., & Riedel, F., 2016. Knight-Walras equilibria, Center for Mathematical Economics Working Papers, no.558, Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[6]
2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2917108
Beißner, P., 2015. Brownian equilibria under Knightian uncertainty. MATHEMATICS AND FINANCIAL ECONOMICS, 9(1), p 39-56.
PUB | DOI | WoS
 
[5]
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901673 OA
Riedel, F., & Beißner, P., 2014. Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty, Center for Mathematical Economics Working Papers, no.527, Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[4]
2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901463 OA
Beißner, P., 2013. Radner Equilibria under Ambiguous Volatility, Center for Mathematical Economics Working Papers, no.493, Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[3]
2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671731 OA
Beißner, P., 2013. Coherent price systems and uncertainty-neutral valuation, Working Papers. Center for Mathematical Economics, no.464, Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[2]
2013 | Bielefelder E-Dissertation | PUB-ID: 2681903 OA
Beißner, P., 2013. Microeconomic theory of financial markets under volatility uncertainty, Bielefeld: Bielefeld University.
PUB | PDF
 
[1]
2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900053 OA
Beißner, P., 2011. Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility, Working Papers. Institute of Mathematical Economics., no.447, Bielefeld: Center for Mathematical Economics.
PUB | PDF
 

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Zitationsstil: harvard1

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12 Publikationen

Alle markieren

[12]
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939436
Beißner, P., Lin, Q., & Riedel, F., 2020. Dynamically Consistent α-Maxmin Expected Utility. Mathematical Finance, 30(3), p 1073-1102.
PUB | DOI | WoS
 
[11]
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2933919
Beißner, P., & Riedel, F., 2019. Equilibria Under Knightian Price Uncertainty. Econometrica, 87(1), p 37-64.
PUB | DOI | WoS
 
[10]
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2921223
Beißner, P., & Riedel, F., 2018. Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty. Finance and Stochastics, 22(3), p 603-620.
PUB | DOI | WoS
 
[9]
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930443 OA
Beißner, P., & Riedel, F., 2018. Equilibria under Knightian Price Uncertainty , Center for Mathematical Economics Working Papers, no.597, Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[8]
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436 OA
Beißner, P., Lin, Q., & Riedel, F., 2017. Dynamically Consistent α-Maxmin Expected Utility, Center for Mathematical Economics Working Papers, no.593, Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[7]
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2903538 OA
Beißner, P., & Riedel, F., 2016. Knight-Walras equilibria, Center for Mathematical Economics Working Papers, no.558, Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[6]
2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2917108
Beißner, P., 2015. Brownian equilibria under Knightian uncertainty. MATHEMATICS AND FINANCIAL ECONOMICS, 9(1), p 39-56.
PUB | DOI | WoS
 
[5]
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901673 OA
Riedel, F., & Beißner, P., 2014. Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty, Center for Mathematical Economics Working Papers, no.527, Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[4]
2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901463 OA
Beißner, P., 2013. Radner Equilibria under Ambiguous Volatility, Center for Mathematical Economics Working Papers, no.493, Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[3]
2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671731 OA
Beißner, P., 2013. Coherent price systems and uncertainty-neutral valuation, Working Papers. Center for Mathematical Economics, no.464, Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[2]
2013 | Bielefelder E-Dissertation | PUB-ID: 2681903 OA
Beißner, P., 2013. Microeconomic theory of financial markets under volatility uncertainty, Bielefeld: Bielefeld University.
PUB | PDF
 
[1]
2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900053 OA
Beißner, P., 2011. Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility, Working Papers. Institute of Mathematical Economics., no.447, Bielefeld: Center for Mathematical Economics.
PUB | PDF
 

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Zitationsstil: harvard1

Export / Einbettung