92 Publikationen

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

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