Frank Riedel

frank.riedel@uni-bielefeld.de
PEVZ-ID
4244291

92 Publikationen

Alle markieren

  • [92]
    2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2987106 OA
    Dianetti, J., Riedel, F., Stanza, L.: Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility. Center for Mathematical Economics Working Papers, 685. Center for Mathematical Economics, Bielefeld (2024).
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  • [91]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2985925
    Li, H., Riedel, F., Yang, S.: Optimal consumption for recursive preferences with local substitution - the case of certainty. Elsevier Journal of Mathematical Economics. 110, : 102932 (2024).
    PUB | DOI | WoS
     
  • [90]
    2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2979039
    Ferrari, G., Li, H., Riedel, F.: Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations. Advances in Applied Probability . 54, 1222-1251 (2022).
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  • [89]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967585 OA
    Simo-Kengne, B.D., Riedel, F., Demeze-Jouatsa, G.-H.: Demographic Changes and Asset Prices in an Overlapping Generations Model . Center for Mathematical Economics Working Papers, 672. Center for Mathematical Economics, Bielefeld (2022).
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  • [88]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967056 OA
    Li, H., Riedel, F., Yang, S.: Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty. Center for Mathematical Economics Working Papers, 670. Center for Mathematical Economics, Bielefeld (2022).
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  • [87]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2966203 OA
    Hara, C., Mukerji, S., Riedel, F., Tallon, J.M.: Efficient Allocations under Ambiguous Model Uncertainty. Center for Mathematical Economics Working Papers, 669. Center for Mathematical Economics, Bielefeld (2022).
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  • [86]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2962409 OA
    Bauch, G., Riedel, F.: The Texas Shoot-Out under Knightian Uncertainty. Center for Mathematical Economics Working Papers, 664. Center for Mathematical Economics, Bielefeld (2022).
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  • [85]
    2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958433
    Ferrari, G., Li, H., Riedel, F.: A Knightian irreversible investment problem. Journal of Mathematical Analysis and Applications. 507, : 125744 (2022).
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  • [84]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2955362 OA
    Burzoni, M., Riedel, F., Soner, H.M.: Viability and Arbitrage Under Knightian Uncertainty. Econometrica. 89, 1207-1234 (2021).
    PUB | PDF | DOI | Download (ext.) | WoS
     
  • [83]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957012
    Nendel, M., Riedel, F., Schmeck, M.D.: A decomposition of general premium principles into risk and deviation. Insurance: Mathematics and Economics. 100, 193-209 (2021).
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  • [82]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2955128
    Federico, S., Ferrari, G., Riedel, F., Röckner, M.: On a Class of Infinite-Dimensional Singular Stochastic Control Problems . SIAM Journal on Control and Optimization. 59, 1680-1704 (2021).
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  • [81]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081 OA
    Nendel, M., Schmeck, M.D., Riedel, F.: Decomposition of General Premium Principles into Risk and Deviation. Center for Mathematical Economics Working Papers, 638, aktual. Version July 2020. Center for Mathematical Economics, Bielefeld (2020).
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  • [80]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252 OA
    Ferrari, G., Li, H., Riedel, F.: A Knightian Irreversible Investment Problem. Center for Mathematical Economics Working Papers, 634. Center for Mathematical Economics, Bielefeld (2020).
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  • [79]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2948952 OA
    Ferrari, G., Li, H., Riedel, F.: Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty. Center for Mathematical Economics Working Papers, 641. Center for Mathematical Economics, Bielefeld (2020).
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  • [78]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939436
    Beißner, P., Lin, Q., Riedel, F.: Dynamically Consistent α-Maxmin Expected Utility. Mathematical Finance. 30, 1073-1102 (2020).
    PUB | DOI | WoS
     
  • [77]
    2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2946111
    Lin, Q., Riedel, F.: Optimal consumption and portfolio choice with ambiguous interest rates and volatility. Economic Theory. (2020).
    PUB | DOI | WoS
     
  • [76]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2942717
    Decerf, B., Riedel, F.: Purification and disambiguation of Ellsberg equilibria. ECONOMIC THEORY. 69, 595-636 (2020).
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  • [75]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
    Federico, S., Ferrari, G., Riedel, F., Röckner, M.: On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Center for Mathematical Economics Working Papers, 614. Center for Mathematical Economics, Bielefeld (2019).
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  • [74]
    2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2933919
    Beißner, P., Riedel, F.: Equilibria Under Knightian Price Uncertainty. Econometrica. 87, 37-64 (2019).
    PUB | DOI | WoS
     
  • [73]
    2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930443 OA
    Beißner, P., Riedel, F.: Equilibria under Knightian Price Uncertainty . Center for Mathematical Economics Working Papers, 597. Center for Mathematical Economics, Bielefeld (2018).
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  • [72]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2921223
    Beißner, P., Riedel, F.: Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty. Finance and Stochastics. 22, 603-620 (2018).
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  • [71]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2932975
    Riedel, F., Tallon, J.-M., Vergopoulos, V.: Dynamically consistent preferences under imprecise probabilistic information. JOURNAL OF MATHEMATICAL ECONOMICS. 79, 117-124 (2018).
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  • [70]
    2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436 OA
    Beißner, P., Lin, Q., Riedel, F.: Dynamically Consistent α-Maxmin Expected Utility. Center for Mathematical Economics Working Papers, 593. Center for Mathematical Economics, Bielefeld (2017).
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  • [69]
    2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909171 OA
    Riedel, F.: Uncertain acts in games. Center for Mathematical Economics Working Papers, 571. Center for Mathematical Economics, Bielefeld (2017).
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  • [68]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2930636
    Riedel, F.: Uncertain Acts in Games. Homo Oeconomicus. 34, 275-292 (2017).
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  • [67]
    2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2912963 OA
    Burzoni, M., Riedel, F., Soner, H.M.: Viability and arbitrage under Knightian Uncertainty. Center for Mathematical Economics Working Papers, 575. Center for Mathematical Economics, Bielefeld (2017).
    PUB | PDF
     
  • [66]
    2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2910581 OA
    Riedel, F., Tallon, J.-M., Vergopoulos, V.: Dynamically consistent preferences under imprecise probabilistic information. Center for Mathematical Economics Working Papers, 573. Center for Mathematical Economics, Bielefeld (2017).
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  • [65]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2912499
    Riedel, F., Steg, J.-H.: Subgame-perfect equilibria in stochastic timing games. Journal of Mathematical Economics. 72, 36-50 (2017).
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  • [64]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2908533
    Muraviev, I., Riedel, F., Sass, L.: Kuhn's Theorem for extensive form Ellsberg games. JOURNAL OF MATHEMATICAL ECONOMICS. 68, 26-41 (2017).
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  • [63]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901747
    Ferrari, G., Riedel, F., Steg, J.-H.: Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach. Applied Mathematics & Optimization. 75, 429-470 (2017).
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  • [62]
    2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2903538 OA
    Beißner, P., Riedel, F.: Knight-Walras equilibria. Center for Mathematical Economics Working Papers, 558. Center for Mathematical Economics, Bielefeld (2016).
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  • [61]
    2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901361 OA
    Decerf, B., Riedel, F.: Disambiguation of Ellsberg equilibria in 2x2 normal form games. Center for Mathematical Economics Working Papers, 554. Center for Mathematical Economics, Bielefeld (2016).
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  • [60]
    2015 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901450 OA
    Ferrari, G., Riedel, F., Steg, J.-H.: Continuous-Time Public Good Contribution under Uncertainty. Center for Mathematical Economics Working Papers, 485, Version February 2015. Center for Mathematical Economics, Bielefeld (2015).
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  • [59]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2764377
    Lahkar, R., Riedel, F.: The logit dynamic for games with continuous strategy sets. Games and Economic Behavior. 91, 268-282 (2015).
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  • [58]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2718243
    Riedel, F., Hellmann, T.: The Foster-Hart measure of riskiness for general gambles. Theoretical Economics. 10, 1-9 (2015).
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  • [57]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2775531
    Hellmann, T., Riedel, F.: A Dynamic Extension of the Foster-Hart Measure of Riskiness. Journal of Mathematical Economics. 59, 66-70 (2015).
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  • [56]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901565 OA
    Mouraviev, I., Riedel, F., Sass, L.: Kuhn's Theorem for Extensive Form Ellsberg Games. Center for Mathematical Economics Working Papers, 510. Center for Mathematical Economics, Bielefeld (2014).
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  • [55]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901645 OA
    Lahkar, R., Riedel, F.: The Continuous Logit Dynamic and Price Dispersion. Center for Mathematical Economics Working Papers, 521. Center for Mathematical Economics, Bielefeld (2014).
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  • [54]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901673 OA
    Riedel, F., Beißner, P.: Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty. Center for Mathematical Economics Working Papers, 527. Center for Mathematical Economics, Bielefeld (2014).
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  • [53]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2698773 OA
    Riedel, F., Steg, J.-H.: Subgame-Perfect Equilibria in Stochastic Timing Games. Center for Mathematical Economics Working Papers, 524. Center for Mathematical Economics, Bielefeld (2014).
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  • [52]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2699987 OA
    Hellmann, T., Riedel, F.: A Dynamic Extension of the Foster-Hart Measure of Riskiness. Center for Mathematical Economics Working Papers, 528. Center for Mathematical Economics, Bielefeld (2014).
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  • [51]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2675321 OA
    Lin, Q., Riedel, F.: Optimal consumption and portfolio choice with ambiguity. Center for Mathematical Economics Working Papers, 497. Center for Mathematical Economics, Bielefeld (2014).
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  • [50]
    2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693718
    Riedel, F.: Financial economics without probabilistic prior assumptions. Decisions in Economics and Finance. 38, 75-91 (2014).
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  • [49]
    2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2677397
    Riedel, F., Sass, L.: Ellsberg games. Theory and Decision. 76, 469-509 (2014).
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  • [48]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693721
    Chiarolla, M.B., Ferrari, G., Riedel, F.: Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources. SIAM Journal on Control and Optimization. 51, 3863-3885 (2013).
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  • [47]
    2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674036 OA
    Riedel, F., Hellmann, T.: The Foster-Hart measure of riskiness for general gambles. Working Papers. Institute of Mathematical Economics, 474. Center for Mathematical Economics, Bielefeld (2013).
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  • [46]
    2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674160 OA
    Ferrari, G., Riedel, F., Steg, J.-H.: Continuous-Time Public Good Contribution under Uncertainty. Center for Mathematical Economics Working Papers, 485. Center for Mathematical Economics, Bielefeld (2013).
    PUB | PDF
     
  • [45]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2612791
    Dana, R.-A., Riedel, F.: Intertemporal equilibria with Knightian uncertainty. Journal Of Economic Theory. 148, 1582-1605 (2013).
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  • [44]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682885
    Chudjakow, T., Riedel, F.: The best choice problem under ambiguity. Economic Theory. 54, 77-97 (2013).
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  • [43]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2635874
    Riedel, F., Herzberg, F.: Existence of financial equilibria in continuous time with potentially complete markets. Journal Of Mathematical Economics. 49, 398-404 (2013).
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  • [42]
    2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682901
    Louge, F., Riedel, F.: Evolutionary Stability in First Price Auctions. Dynamic Games and Applications. 2, 110-128 (2012).
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  • [41]
    2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671727 OA
    Chiarolla, M.B., Ferrari, G., Riedel, F.: Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources. Working Papers. Institute of Mathematical Economics, 463. Center for Mathematical Economics, Bielefeld (2012).
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  • [40]
    2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682881
    Cheng, X., Riedel, F.: Optimal stopping under ambiguity in continuous time. Mathematics and Financial Economics. 7, 29-68 (2012).
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  • [39]
    2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900954 OA
    Riedel, F., Sass, L.: The strategic use of ambiguity. Working Papers. Institute of Mathematical Economics, 452. Center for Mathematical Economics, Bielefeld (2011).
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  • [38]
    2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900982 OA
    Förster, M., Riedel, F.: Distorted Voronoi languages. Working Papers. Institute of Mathematical Economics, 458. Center for Mathematical Economics, Bielefeld (2011).
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  • [37]
    2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900949 OA
    Riedel, F.: Finance without probabilistic prior assumptions. Working Papers. Institute of Mathematical Economics, 450. Center for Mathematical Economics, Bielefeld (2011).
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  • [36]
    2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2440603
    Jaeger, G., Metzger, L.P., Riedel, F.: Voronoi languages Equilibria in cheap-talk games with high-dimensional types and few signals. Games and Economic Behavior. 73, 517-537 (2011).
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  • [35]
    2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944883
    Riedel, F., Su, X.: On Irreversible Investment. Finance and Stochastics. 15, 607-633 (2011).
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  • [34]
    2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909312 OA
    Riedel, F., Herzberg, F.: Existence of financial equilibria in continuous time with potentially complete markets. Working Papers. Institute of Mathematical Economics, 443. Center for Mathematical Economics, Bielefeld (2010).
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  • [33]
    2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909314 OA
    Dana, R.-A., Riedel, F.: Intertemporal equilibria with Knightian uncertainty. Working Papers. Institute of Mathematical Economics, 440. Center for Mathematical Economics, Bielefeld (2010).
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  • [32]
    2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316471 OA
    Louge, F., Riedel, F.: Evolutionary stability of first price auctions. Working Papers. Institute of Mathematical Economics, 435. Universität Bielefeld, Bielefeld (2010).
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  • [31]
    2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 1943934 OA
    Riedel, F.: Optimal Stopping under Ambiguity in Continuous Time. Working Papers. Institute of Mathematical Economics, 429. Universität Bielefeld, Bielefeld (2010).
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  • [30]
    2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944970
    Dufwenberg, M., Heidhues, P., Kirchsteiger, G., Riedel, F.: Other-Regarding Preferences in General Equilibrium. Review of Economic Studies. 78, 613-639 (2010).
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  • [29]
    2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1795893
    Martins-da-Rocha, V.F., Riedel, F.: On equilibrium prices in continuous time. JOURNAL OF ECONOMIC THEORY. 145, 1086-1112 (2010).
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  • [28]
    2009 | Diskussionspapier | Veröffentlicht | PUB-ID: 1943958 OA
    Chudjakow, T., Riedel, F.: The Best Choice Problem under Ambiguity. Working Papers. Institute of Mathematical Economics, 413. Universität Bielefeld, Bielefeld (2009).
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  • [27]
    2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944377
    Hofbauer, J., Oechssler, J., Riedel, F.: Brown–von Neumann–Nash Dynamics: The Continuous Strategy Case. Games and Economic Behavior. 65, 406-429 (2009).
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  • [26]
    2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1633775
    Riedel, F.: Optimal Stopping With Multiple Priors. ECONOMETRICA. 77, 857-908 (2009).
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  • [25]
    2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1633307
    Riedel, F.: Optimal consumption choice with intolerance for declining standard of living. Journal of Mathematical Economics. 45, 449-464 (2009).
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  • [24]
    2008 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316258 OA
    Jäger, G., Koch-Metzger, L., Riedel, F.: Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals. Working Papers. Institute of Mathematical Economics, 420. Universität Bielefeld, Bielefeld (2008).
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  • [23]
    2008 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316111 OA
    Martins-da-Rocha, V.F., Riedel, F.: On equilibrium prices in continuous time. Working Papers. Institute of Mathematical Economics, 397. Universität Bielefeld, Bielefeld (2008).
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  • [22]
    2007 | Diskussionspapier | Veröffentlicht | PUB-ID: 2315664 OA
    Riedel, F.: Optimal consumption choice with intolerance for declining standard of living. Working Papers. Institute of Mathematical Economics, 394. Universität Bielefeld, Bielefeld (2007).
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  • [21]
    2007 | Diskussionspapier | Veröffentlicht | PUB-ID: 2315688 OA
    Heidhues, P., Riedel, F.: Do social preferences matter in competitive markets? Working Papers. Institute of Mathematical Economics, 392. Universität Bielefeld, Bielefeld (2007).
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  • [20]
    2007 | Diskussionspapier | Veröffentlicht | PUB-ID: 1944648 OA
    Riedel, F.: Optimal Stopping under Ambiguity. Working Papers. Institute of Mathematical Economics, 390. Universität Bielefeld, Bielefeld (2007).
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  • [19]
    2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944862
    Martins--da--Rocha, F., Riedel, F.: Stochastic Equilibria For Economies Under Uncertainty With Intertemporal Substitution. Annals of Finance. 2, 101-122 (2006).
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  • [18]
    2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944886
    Riedel, F., Wolfstetter, E.: Immediate Demand Reduction in Simultaneous Ascending Bid Auctions: A Uniqueness Result. Economic Theory. 29, 721-726 (2006).
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  • [17]
    2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944838
    Cressman, R., Hofbauer, J., Riedel, F.: Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space. Journal of Theoretical Biology. 239, 273-288 (2006).
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  • [16]
    2005 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944873
    Riedel, F.: Generic Determinacy of Equilibria with Local Substitution. Journal of Mathematical Economics. 41, 603-616 (2005).
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  • [15]
    2004 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1945039
    Riedel, F.: Heterogeneous Time Preferences and Humps in the Yield Curve: The Preferred Habitat Theory Revisited. European Journal of Finance. 10, 3-22 (2004).
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  • [14]
    2004 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944875
    Riedel, F.: Dynamic Coherent Risk Measures. Stochastic Processes and Their Applications. 112, 185-200 (2004).
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  • [13]
    2003 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944842
    Grimm, V., Riedel, F., Wolfstetter, E.: Low Price Equilibrium in Multi–Unit Auctions: The GSM Spectrum Auction in Germany. International Journal of Industrial Organization. 21, 1557-1569 (2003).
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  • [12]
    2003 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944846
    Grimm, V., Riedel, F., Wolfstetter, E.: Implementing Efficient Market Structure: Optimal Licensing in Natural Oligopoly When Tax Revenue Matters. Review of Economic Design. 7, 443-463 (2003).
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  • [11]
    2003 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1945040
    Riedel, F.: Arrow-Debreu Equilibria with Asymptotically Heterogeneous Expectations Exist. Economic Theory. 21, 929-934 (2003).
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  • [10]
    2002 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944850
    Grimm, V., Riedel, F., Wolfstetter, E.: The Third Generation (UMTS) Spectrum License Auction in Germany. ifo Studien. 48, 123-143 (2002).
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  • [9]
    2002 | Report | Veröffentlicht | PUB-ID: 1943797
    Bank, P., Riedel, F.: Optimal Dynamic Choice of Durable and Perishable Goods. Humboldt University Berlin (2002).
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  • [8]
    2002 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944865
    Oechssler, J., Riedel, F.: On the Dynamic Foundation of Evolutionary Stability in Continuous Models. Journal of Economic Theory. 107, 223-252 (2002).
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  • [7]
    2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944829
    Bank, P., Riedel, F.: Existence and Structure of Stochastic Equilibria with Intertemporal Substitution. Finance and Stochastics. 5, 487-509 (2001).
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  • [6]
    2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944877
    Riedel, F.: Existence of Arrow–Radner Equilibrium with Endogenously Complete Markets under Incomplete Information. Journal of Economic Theory. 97, 109-122 (2001).
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  • [5]
    2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944832
    Bank, P., Riedel, F.: Optimal Consumption Choice Under Uncertainty with Intertemporal Substitution. Annals of Applied Probability. 11, 750-788 (2001).
    PUB
     
  • [4]
    2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944868
    Oechssler, J., Riedel, F.: Evolutionary Dynamics on Infinite Strategy Spaces. Economic Theory. 7, 141-162 (2001).
    PUB
     
  • [3]
    2000 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944835
    Bank, P., Riedel, F.: Non-Time Additive Utility Optimization –- the Case of Certainty. Journal of Mathematical Economics. 33, 271-290 (2000).
    PUB
     
  • [2]
    2000 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944879
    Riedel, F.: Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate. European Finance Review. 4, 51-67 (2000).
    PUB
     
  • [1]
    2000 | Monographie | Veröffentlicht | PUB-ID: 1944881
    Riedel, F.: Imperfect Information and Investor Heterogeneity in the Bond Market. Physica, Heidelberg (2000).
    PUB
     
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