12 Publikationen

Alle markieren

[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 | 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
 
[9]
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
 
[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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12 Publikationen

Alle markieren

[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 | 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
 
[9]
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
 
[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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Zitationsstil: ieee

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