12 Publikationen

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

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