92 Publikationen

Alle markieren

  • [92]
    2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2987106 OA
    Dianetti, J., Riedel, F., & Stanza, L., 2024. Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility, Center for Mathematical Economics Working Papers, no.685, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [91]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2985925
    Li, H., Riedel, F., & Yang, S., 2024. Optimal consumption for recursive preferences with local substitution - the case of certainty. Elsevier Journal of Mathematical Economics, 110: 102932.
    PUB | DOI | WoS
     
  • [90]
    2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2979039
    Ferrari, G., Li, H., & Riedel, F., 2022. Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations. Advances in Applied Probability , 54(4), p 1222-1251.
    PUB | DOI | WoS
     
  • [89]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967585 OA
    Simo-Kengne, B.D., Riedel, F., & Demeze-Jouatsa, G.-H., 2022. Demographic Changes and Asset Prices in an Overlapping Generations Model , Center for Mathematical Economics Working Papers, no.672, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [88]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967056 OA
    Li, H., Riedel, F., & Yang, S., 2022. Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty, Center for Mathematical Economics Working Papers, no.670, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [87]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2966203 OA
    Hara, C., et al., 2022. Efficient Allocations under Ambiguous Model Uncertainty, Center for Mathematical Economics Working Papers, no.669, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [86]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2962409 OA
    Bauch, G., & Riedel, F., 2022. The Texas Shoot-Out under Knightian Uncertainty, Center for Mathematical Economics Working Papers, no.664, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [85]
    2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958433
    Ferrari, G., Li, H., & Riedel, F., 2022. A Knightian irreversible investment problem. Journal of Mathematical Analysis and Applications, 507(1): 125744.
    PUB | DOI | WoS
     
  • [84]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2955362 OA
    Burzoni, M., Riedel, F., & Soner, H.M., 2021. Viability and Arbitrage Under Knightian Uncertainty. Econometrica, 89(3), p 1207-1234.
    PUB | PDF | DOI | Download (ext.) | WoS
     
  • [83]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957012
    Nendel, M., Riedel, F., & Schmeck, M.D., 2021. A decomposition of general premium principles into risk and deviation. Insurance: Mathematics and Economics, 100, p 193-209.
    PUB | DOI | WoS
     
  • [82]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2955128
    Federico, S., et al., 2021. On a Class of Infinite-Dimensional Singular Stochastic Control Problems . SIAM Journal on Control and Optimization, 59(2), p 1680-1704.
    PUB | DOI | WoS
     
  • [81]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081 OA
    Nendel, M., Schmeck, M.D., & Riedel, F., 2020. Decomposition of General Premium Principles into Risk and Deviation, Center for Mathematical Economics Working Papers, no.638, aktual. Version July 2020., Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [80]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252 OA
    Ferrari, G., Li, H., & Riedel, F., 2020. A Knightian Irreversible Investment Problem, Center for Mathematical Economics Working Papers, no.634, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [79]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2948952 OA
    Ferrari, G., Li, H., & Riedel, F., 2020. Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty, Center for Mathematical Economics Working Papers, no.641, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [78]
    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
     
  • [77]
    2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2946111
    Lin, Q., & Riedel, F., 2020. Optimal consumption and portfolio choice with ambiguous interest rates and volatility. Economic Theory.
    PUB | DOI | WoS
     
  • [76]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2942717
    Decerf, B., & Riedel, F., 2020. Purification and disambiguation of Ellsberg equilibria. ECONOMIC THEORY, 69(3), p 595-636.
    PUB | DOI | WoS
     
  • [75]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
    Federico, S., et al., 2019. On a Class of Infinite-Dimensional Singular Stochastic Control Problems, Center for Mathematical Economics Working Papers, no.614, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [74]
    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
     
  • [73]
    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
     
  • [72]
    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
     
  • [71]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2932975
    Riedel, F., Tallon, J.-M., & Vergopoulos, V., 2018. Dynamically consistent preferences under imprecise probabilistic information. JOURNAL OF MATHEMATICAL ECONOMICS, 79, p 117-124.
    PUB | DOI | WoS
     
  • [70]
    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
     
  • [69]
    2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909171 OA
    Riedel, F., 2017. Uncertain acts in games, Center for Mathematical Economics Working Papers, no.571, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [68]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2930636
    Riedel, F., 2017. Uncertain Acts in Games. Homo Oeconomicus, 34(4), p 275-292.
    PUB | DOI
     
  • [67]
    2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2912963 OA
    Burzoni, M., Riedel, F., & Soner, H.M., 2017. Viability and arbitrage under Knightian Uncertainty, Center for Mathematical Economics Working Papers, no.575, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [66]
    2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2910581 OA
    Riedel, F., Tallon, J.-M., & Vergopoulos, V., 2017. Dynamically consistent preferences under imprecise probabilistic information, Center for Mathematical Economics Working Papers, no.573, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [65]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2912499
    Riedel, F., & Steg, J.-H., 2017. Subgame-perfect equilibria in stochastic timing games. Journal of Mathematical Economics, 72, p 36-50.
    PUB | DOI | WoS
     
  • [64]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2908533
    Muraviev, I., Riedel, F., & Sass, L., 2017. Kuhn's Theorem for extensive form Ellsberg games. JOURNAL OF MATHEMATICAL ECONOMICS, 68, p 26-41.
    PUB | DOI | WoS
     
  • [63]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901747
    Ferrari, G., Riedel, F., & Steg, J.-H., 2017. Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach. Applied Mathematics & Optimization, 75(3), p 429-470.
    PUB | DOI | WoS
     
  • [62]
    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
     
  • [61]
    2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901361 OA
    Decerf, B., & Riedel, F., 2016. Disambiguation of Ellsberg equilibria in 2x2 normal form games, Center for Mathematical Economics Working Papers, no.554, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [60]
    2015 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901450 OA
    Ferrari, G., Riedel, F., & Steg, J.-H., 2015. Continuous-Time Public Good Contribution under Uncertainty, Center for Mathematical Economics Working Papers, no.485, Version February 2015., Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [59]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2764377
    Lahkar, R., & Riedel, F., 2015. The logit dynamic for games with continuous strategy sets. Games and Economic Behavior, 91, p 268-282.
    PUB | DOI | WoS
     
  • [58]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2718243
    Riedel, F., & Hellmann, T., 2015. The Foster-Hart measure of riskiness for general gambles. Theoretical Economics, 10(1), p 1-9.
    PUB | DOI | WoS
     
  • [57]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2775531
    Hellmann, T., & Riedel, F., 2015. A Dynamic Extension of the Foster-Hart Measure of Riskiness. Journal of Mathematical Economics, 59, p 66-70.
    PUB | DOI | WoS
     
  • [56]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901565 OA
    Mouraviev, I., Riedel, F., & Sass, L., 2014. Kuhn's Theorem for Extensive Form Ellsberg Games, Center for Mathematical Economics Working Papers, no.510, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [55]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901645 OA
    Lahkar, R., & Riedel, F., 2014. The Continuous Logit Dynamic and Price Dispersion, Center for Mathematical Economics Working Papers, no.521, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [54]
    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
     
  • [53]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2698773 OA
    Riedel, F., & Steg, J.-H., 2014. Subgame-Perfect Equilibria in Stochastic Timing Games, Center for Mathematical Economics Working Papers, no.524, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [52]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2699987 OA
    Hellmann, T., & Riedel, F., 2014. A Dynamic Extension of the Foster-Hart Measure of Riskiness, Center for Mathematical Economics Working Papers, no.528, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [51]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2675321 OA
    Lin, Q., & Riedel, F., 2014. Optimal consumption and portfolio choice with ambiguity, Center for Mathematical Economics Working Papers, no.497, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [50]
    2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693718
    Riedel, F., 2014. Financial economics without probabilistic prior assumptions. Decisions in Economics and Finance, 38(1), p 75-91.
    PUB | DOI | WoS
     
  • [49]
    2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2677397
    Riedel, F., & Sass, L., 2014. Ellsberg games. Theory and Decision, 76(4), p 469-509.
    PUB | DOI | WoS
     
  • [48]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693721
    Chiarolla, M.B., Ferrari, G., & Riedel, F., 2013. Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources. SIAM Journal on Control and Optimization, 51(5), p 3863-3885.
    PUB | DOI | WoS
     
  • [47]
    2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674036 OA
    Riedel, F., & Hellmann, T., 2013. The Foster-Hart measure of riskiness for general gambles, Working Papers. Institute of Mathematical Economics, no.474, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [46]
    2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674160 OA
    Ferrari, G., Riedel, F., & Steg, J.-H., 2013. Continuous-Time Public Good Contribution under Uncertainty, Center for Mathematical Economics Working Papers, no.485, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [45]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2612791
    Dana, R.-A., & Riedel, F., 2013. Intertemporal equilibria with Knightian uncertainty. Journal Of Economic Theory, 148(4), p 1582-1605.
    PUB | DOI | WoS
     
  • [44]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682885
    Chudjakow, T., & Riedel, F., 2013. The best choice problem under ambiguity. Economic Theory, 54(1), p 77-97.
    PUB | DOI | WoS
     
  • [43]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2635874
    Riedel, F., & Herzberg, F., 2013. Existence of financial equilibria in continuous time with potentially complete markets. Journal Of Mathematical Economics, 49(5), p 398-404.
    PUB | DOI | WoS
     
  • [42]
    2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682901
    Louge, F., & Riedel, F., 2012. Evolutionary Stability in First Price Auctions. Dynamic Games and Applications, 2(1), p 110-128.
    PUB | DOI | WoS
     
  • [41]
    2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671727 OA
    Chiarolla, M.B., Ferrari, G., & Riedel, F., 2012. Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources, Working Papers. Institute of Mathematical Economics, no.463, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [40]
    2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682881
    Cheng, X., & Riedel, F., 2012. Optimal stopping under ambiguity in continuous time. Mathematics and Financial Economics, 7(1), p 29-68.
    PUB | DOI | WoS
     
  • [39]
    2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900954 OA
    Riedel, F., & Sass, L., 2011. The strategic use of ambiguity, Working Papers. Institute of Mathematical Economics, no.452, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [38]
    2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900982 OA
    Förster, M., & Riedel, F., 2011. Distorted Voronoi languages, Working Papers. Institute of Mathematical Economics, no.458, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [37]
    2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900949 OA
    Riedel, F., 2011. Finance without probabilistic prior assumptions, Working Papers. Institute of Mathematical Economics, no.450, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [36]
    2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2440603
    Jaeger, G., Metzger, L.P., & Riedel, F., 2011. Voronoi languages Equilibria in cheap-talk games with high-dimensional types and few signals. Games and Economic Behavior, 73(2), p 517-537.
    PUB | DOI | WoS
     
  • [35]
    2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944883
    Riedel, F., & Su, X., 2011. On Irreversible Investment. Finance and Stochastics, 15(4), p 607-633.
    PUB | DOI | WoS
     
  • [34]
    2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909312 OA
    Riedel, F., & Herzberg, F., 2010. Existence of financial equilibria in continuous time with potentially complete markets, Working Papers. Institute of Mathematical Economics, no.443, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [33]
    2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909314 OA
    Dana, R.-A., & Riedel, F., 2010. Intertemporal equilibria with Knightian uncertainty, Working Papers. Institute of Mathematical Economics, no.440, Bielefeld: Center for Mathematical Economics.
    PUB | PDF
     
  • [32]
    2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316471 OA
    Louge, F., & Riedel, F., 2010. Evolutionary stability of first price auctions, Working Papers. Institute of Mathematical Economics, no.435, Bielefeld: Universität Bielefeld.
    PUB | PDF
     
  • [31]
    2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 1943934 OA
    Riedel, F., 2010. Optimal Stopping under Ambiguity in Continuous Time, Working Papers. Institute of Mathematical Economics, no.429, Bielefeld: Universität Bielefeld.
    PUB | PDF
     
  • [30]
    2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944970
    Dufwenberg, M., et al., 2010. Other-Regarding Preferences in General Equilibrium. Review of Economic Studies, 78(2), p 613-639.
    PUB | DOI | WoS
     
  • [29]
    2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1795893
    Martins-da-Rocha, V.F., & Riedel, F., 2010. On equilibrium prices in continuous time. JOURNAL OF ECONOMIC THEORY, 145(3), p 1086-1112.
    PUB | DOI | WoS | arXiv
     
  • [28]
    2009 | Diskussionspapier | Veröffentlicht | PUB-ID: 1943958 OA
    Chudjakow, T., & Riedel, F., 2009. The Best Choice Problem under Ambiguity, Working Papers. Institute of Mathematical Economics, no.413, Bielefeld: Universität Bielefeld.
    PUB | PDF
     
  • [27]
    2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944377
    Hofbauer, J., Oechssler, J., & Riedel, F., 2009. Brown–von Neumann–Nash Dynamics: The Continuous Strategy Case. Games and Economic Behavior, 65(2), p 406-429.
    PUB | DOI | WoS
     
  • [26]
    2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1633775
    Riedel, F., 2009. Optimal Stopping With Multiple Priors. ECONOMETRICA, 77(3), p 857-908.
    PUB | DOI | WoS
     
  • [25]
    2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1633307
    Riedel, F., 2009. Optimal consumption choice with intolerance for declining standard of living. Journal of Mathematical Economics, 45(7-8), p 449-464.
    PUB | DOI | WoS
     
  • [24]
    2008 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316258 OA
    Jäger, G., Koch-Metzger, L., & Riedel, F., 2008. Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals, Working Papers. Institute of Mathematical Economics, no.420, Bielefeld: Universität Bielefeld.
    PUB | PDF
     
  • [23]
    2008 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316111 OA
    Martins-da-Rocha, V.F., & Riedel, F., 2008. On equilibrium prices in continuous time, Working Papers. Institute of Mathematical Economics, no.397, Bielefeld: Universität Bielefeld.
    PUB | PDF
     
  • [22]
    2007 | Diskussionspapier | Veröffentlicht | PUB-ID: 2315664 OA
    Riedel, F., 2007. Optimal consumption choice with intolerance for declining standard of living, Working Papers. Institute of Mathematical Economics, no.394, Bielefeld: Universität Bielefeld.
    PUB | PDF
     
  • [21]
    2007 | Diskussionspapier | Veröffentlicht | PUB-ID: 2315688 OA
    Heidhues, P., & Riedel, F., 2007. Do social preferences matter in competitive markets?, Working Papers. Institute of Mathematical Economics, no.392, Bielefeld: Universität Bielefeld.
    PUB | PDF
     
  • [20]
    2007 | Diskussionspapier | Veröffentlicht | PUB-ID: 1944648 OA
    Riedel, F., 2007. Optimal Stopping under Ambiguity, Working Papers. Institute of Mathematical Economics, no.390, Bielefeld: Universität Bielefeld.
    PUB | PDF
     
  • [19]
    2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944862
    Martins--da--Rocha, F., & Riedel, F., 2006. Stochastic Equilibria For Economies Under Uncertainty With Intertemporal Substitution. Annals of Finance, 2(1), p 101-122.
    PUB | DOI
     
  • [18]
    2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944886
    Riedel, F., & Wolfstetter, E., 2006. Immediate Demand Reduction in Simultaneous Ascending Bid Auctions: A Uniqueness Result. Economic Theory, 29(3), p 721-726.
    PUB | DOI | WoS
     
  • [17]
    2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944838
    Cressman, R., Hofbauer, J., & Riedel, F., 2006. Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space. Journal of Theoretical Biology, 239(2), p 273-288.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [16]
    2005 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944873
    Riedel, F., 2005. Generic Determinacy of Equilibria with Local Substitution. Journal of Mathematical Economics, 41(4-5), p 603-616.
    PUB | DOI | WoS
     
  • [15]
    2004 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1945039
    Riedel, F., 2004. Heterogeneous Time Preferences and Humps in the Yield Curve: The Preferred Habitat Theory Revisited. European Journal of Finance, 10(1), p 3-22.
    PUB | DOI
     
  • [14]
    2004 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944875
    Riedel, F., 2004. Dynamic Coherent Risk Measures. Stochastic Processes and Their Applications, 112(2), p 185-200.
    PUB | DOI | WoS
     
  • [13]
    2003 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944842
    Grimm, V., Riedel, F., & Wolfstetter, E., 2003. Low Price Equilibrium in Multi–Unit Auctions: The GSM Spectrum Auction in Germany. International Journal of Industrial Organization, 21(10), p 1557-1569.
    PUB | DOI | WoS
     
  • [12]
    2003 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944846
    Grimm, V., Riedel, F., & Wolfstetter, E., 2003. Implementing Efficient Market Structure: Optimal Licensing in Natural Oligopoly When Tax Revenue Matters. Review of Economic Design, 7(4), p 443-463.
    PUB | DOI
     
  • [11]
    2003 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1945040
    Riedel, F., 2003. Arrow-Debreu Equilibria with Asymptotically Heterogeneous Expectations Exist. Economic Theory, 21(4), p 929-934.
    PUB | DOI | WoS
     
  • [10]
    2002 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944850
    Grimm, V., Riedel, F., & Wolfstetter, E., 2002. The Third Generation (UMTS) Spectrum License Auction in Germany. ifo Studien, 48, p 123-143.
    PUB
     
  • [9]
    2002 | Report | Veröffentlicht | PUB-ID: 1943797
    Bank, P., & Riedel, F., 2002. Optimal Dynamic Choice of Durable and Perishable Goods, Humboldt University Berlin.
    PUB
     
  • [8]
    2002 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944865
    Oechssler, J., & Riedel, F., 2002. On the Dynamic Foundation of Evolutionary Stability in Continuous Models. Journal of Economic Theory, 107, p 223-252.
    PUB
     
  • [7]
    2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944829
    Bank, P., & Riedel, F., 2001. Existence and Structure of Stochastic Equilibria with Intertemporal Substitution. Finance and Stochastics, 5, p 487-509.
    PUB
     
  • [6]
    2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944877
    Riedel, F., 2001. Existence of Arrow–Radner Equilibrium with Endogenously Complete Markets under Incomplete Information. Journal of Economic Theory, 97, p 109-122.
    PUB
     
  • [5]
    2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944832
    Bank, P., & Riedel, F., 2001. Optimal Consumption Choice Under Uncertainty with Intertemporal Substitution. Annals of Applied Probability, 11, p 750-788.
    PUB
     
  • [4]
    2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944868
    Oechssler, J., & Riedel, F., 2001. Evolutionary Dynamics on Infinite Strategy Spaces. Economic Theory, 7, p 141-162.
    PUB
     
  • [3]
    2000 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944835
    Bank, P., & Riedel, F., 2000. Non-Time Additive Utility Optimization –- the Case of Certainty. Journal of Mathematical Economics, 33, p 271-290.
    PUB
     
  • [2]
    2000 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944879
    Riedel, F., 2000. Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate. European Finance Review, 4, p 51-67.
    PUB
     
  • [1]
    2000 | Monographie | Veröffentlicht | PUB-ID: 1944881
    Riedel, F., 2000. Imperfect Information and Investor Heterogeneity in the Bond Market, Heidelberg: Physica.
    PUB
     

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