92 Publikationen
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2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2987106Dianetti, Jodi, Riedel, Frank, and Stanza, Lorenzo. 2024. Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility. Vol. 685. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967585Simo-Kengne, Beatrice D., Riedel, Frank, and Demeze-Jouatsa, Ghislain-Herman. 2022. Demographic Changes and Asset Prices in an Overlapping Generations Model . Vol. 672. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967056Li, Hanwu, Riedel, Frank, and Yang, Shuzhen. 2022. Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty. Vol. 670. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2966203Hara, Chiaki, Mukerji, Sujoy, Riedel, Frank, and Tallon, Jean Marc. 2022. Efficient Allocations under Ambiguous Model Uncertainty. Vol. 669. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2955362Burzoni, Matteo, Riedel, Frank, and Soner, H. Mete. 2021. “Viability and Arbitrage Under Knightian Uncertainty”. Econometrica 89 (3): 1207-1234.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081Nendel, Max, Schmeck, Maren Diane, and Riedel, Frank. 2020. Decomposition of General Premium Principles into Risk and Deviation. aktual. Version July 2020. Vol. 638. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2948952Ferrari, Giorgio, Li, Hanwu, and Riedel, Frank. 2020. Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty. Vol. 641. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374Federico, Salvatore, Ferrari, Giorgio, Riedel, Frank, and Röckner, Michael. 2019. On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Vol. 614. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2910581Riedel, Frank, Tallon, Jean-Marc, and Vergopoulos, Vassili. 2017. Dynamically consistent preferences under imprecise probabilistic information. Vol. 573. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2015 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901450Ferrari, Giorgio, Riedel, Frank, and Steg, Jan-Henrik. 2015. Continuous-Time Public Good Contribution under Uncertainty. Version February 2015. Vol. 485. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901673Riedel, Frank, and Beißner, Patrick. 2014. Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty. Vol. 527. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693721Chiarolla, Maria B., Ferrari, Giorgio, and Riedel, Frank. 2013. “Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources”. SIAM Journal on Control and Optimization 51 (5): 3863-3885.
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2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671727Chiarolla, Maria B., Ferrari, Giorgio, and Riedel, Frank. 2012. Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources. Vol. 463. Working Papers. Institute of Mathematical Economics. Bielefeld: Center for Mathematical Economics.
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2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909312Riedel, Frank, and Herzberg, Frederik. 2010. Existence of financial equilibria in continuous time with potentially complete markets. Vol. 443. Working Papers. Institute of Mathematical Economics. Bielefeld: Center for Mathematical Economics.
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2008 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316258Jäger, Gerhard, Koch-Metzger, Lars, and Riedel, Frank. 2008. Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals. Vol. 420. Working Papers. Institute of Mathematical Economics. Bielefeld: Universität Bielefeld.
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944838Cressman, R., Hofbauer, J., and Riedel, Frank. 2006. “Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space”. Journal of Theoretical Biology 239 (2): 273-288.
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2002 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944850Grimm, V., Riedel, Frank, and Wolfstetter, E. 2002. “The Third Generation (UMTS) Spectrum License Auction in Germany”. ifo Studien 48: 123-143.
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2002 | Report | Veröffentlicht | PUB-ID: 1943797Bank, P., and Riedel, Frank. 2002. Optimal Dynamic Choice of Durable and Perishable Goods. Humboldt University Berlin.
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2002 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944865Oechssler, J., and Riedel, Frank. 2002. “On the Dynamic Foundation of Evolutionary Stability in Continuous Models”. Journal of Economic Theory 107: 223-252.
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2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944829Bank, P., and Riedel, Frank. 2001. “Existence and Structure of Stochastic Equilibria with Intertemporal Substitution”. Finance and Stochastics 5: 487-509.
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2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944877Riedel, Frank. 2001. “Existence of Arrow–Radner Equilibrium with Endogenously Complete Markets under Incomplete Information”. Journal of Economic Theory 97: 109-122.
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2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944832Bank, P., and Riedel, Frank. 2001. “Optimal Consumption Choice Under Uncertainty with Intertemporal Substitution”. Annals of Applied Probability 11: 750-788.
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2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944868Oechssler, J., and Riedel, Frank. 2001. “Evolutionary Dynamics on Infinite Strategy Spaces”. Economic Theory 7: 141-162.
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2000 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944835Bank, P., and Riedel, Frank. 2000. “Non-Time Additive Utility Optimization –- the Case of Certainty”. Journal of Mathematical Economics 33: 271-290.
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2000 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944879Riedel, Frank. 2000. “Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate”. European Finance Review 4: 51-67.
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2000 | Monographie | Veröffentlicht | PUB-ID: 1944881Riedel, Frank. 2000. Imperfect Information and Investor Heterogeneity in the Bond Market. Heidelberg: Physica.