12 Publikationen

Alle markieren

  • [12]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939436
    Beißner, Patrick, Lin, Qian, and Riedel, Frank. “Dynamically Consistent α-Maxmin Expected Utility”. Mathematical Finance 30.3 (2020): 1073-1102.
    PUB | DOI | WoS
     
  • [11]
    2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2933919
    Beißner, Patrick, and Riedel, Frank. “Equilibria Under Knightian Price Uncertainty”. Econometrica 87.1 (2019): 37-64.
    PUB | DOI | WoS
     
  • [10]
    2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930443 OA
    Beißner, Patrick, and Riedel, Frank. Equilibria under Knightian Price Uncertainty . Bielefeld: Center for Mathematical Economics, 2018. Center for Mathematical Economics Working Papers. 597.
    PUB | PDF
     
  • [9]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2921223
    Beißner, Patrick, and Riedel, Frank. “Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty”. Finance and Stochastics 22.3 (2018): 603-620.
    PUB | DOI | WoS
     
  • [8]
    2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436 OA
    Beißner, Patrick, Lin, Qian, and Riedel, Frank. Dynamically Consistent α-Maxmin Expected Utility. Bielefeld: Center for Mathematical Economics, 2017. Center for Mathematical Economics Working Papers. 593.
    PUB | PDF
     
  • [7]
    2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2903538 OA
    Beißner, Patrick, and Riedel, Frank. Knight-Walras equilibria. Bielefeld: Center for Mathematical Economics, 2016. Center for Mathematical Economics Working Papers. 558.
    PUB | PDF
     
  • [6]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2917108
    Beißner, Patrick. “Brownian equilibria under Knightian uncertainty”. MATHEMATICS AND FINANCIAL ECONOMICS 9.1 (2015): 39-56.
    PUB | DOI | WoS
     
  • [5]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901673 OA
    Riedel, Frank, and Beißner, Patrick. Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty. Bielefeld: Center for Mathematical Economics, 2014. Center for Mathematical Economics Working Papers. 527.
    PUB | PDF
     
  • [4]
    2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901463 OA
    Beißner, Patrick. Radner Equilibria under Ambiguous Volatility. Bielefeld: Center for Mathematical Economics, 2013. Center for Mathematical Economics Working Papers. 493.
    PUB | PDF
     
  • [3]
    2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671731 OA
    Beißner, Patrick. Coherent price systems and uncertainty-neutral valuation. Bielefeld: Center for Mathematical Economics, 2013. Working Papers. Center for Mathematical Economics. 464.
    PUB | PDF
     
  • [2]
    2013 | Bielefelder E-Dissertation | PUB-ID: 2681903 OA
    Beißner, Patrick. Microeconomic theory of financial markets under volatility uncertainty. Bielefeld: Bielefeld University, 2013.
    PUB | PDF
     
  • [1]
    2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900053 OA
    Beißner, Patrick. Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility. Bielefeld: Center for Mathematical Economics, 2011. Working Papers. Institute of Mathematical Economics. 447.
    PUB | PDF
     

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