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• [98]
  

  2025 | Diskussionspapier | Veröffentlicht | PUB-ID: 3001086

  Beißner, P., and Riedel, F. (2025). Belief-neutral efficiency in financial markets. Center for Mathematical Economics Working Papers, 702, Bielefeld: Center for Mathematical Economics.

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• [97]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2999543

  Dawid, H., Riedel, F., Steg, J. - H., and Wen, X. (2024). Cash-constrained R&D Investment. Center for Mathematical Economics Working Papers, 699, Bielefeld: Center for Mathematical Economics.

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• [96]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2993333

  Lécuyer, E., Riedel, F., and Stanca, L. (2024). Arbitrage Pricing in Convex, Cash-Additive Markets. Center for Mathematical Economics Working Papers, 694, Bielefeld: Center for Mathematical Economics.

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• [95]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2992835

  Li, H., and Riedel, F. (2024). Optimal Consumption for Recursive Preferences with Local Substitution under Risk. Center for Mathematical Economics Working Papers, 693, Bielefeld: Center for Mathematical Economics.

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• [94]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2990761

  Bauch, G., and Riedel, F. (2024). The Texas Shoot-Out under Knightian uncertainty. Games and Economic Behaviour 146, 35-50.

  PUB | DOI | WoS
   
• [93]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2990509

  Federico, S., Ferrari, G., Riedel, F., and Röckner, M. (2024). Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces. Center for Mathematical Economics Working Papers, 692, Bielefeld: Center for Mathematical Economics.

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• [92]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2987106

  Dianetti, J., Riedel, F., and Stanza, L. (2024). Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility. Center for Mathematical Economics Working Papers, 685, Bielefeld: Center for Mathematical Economics.

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• [91]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2985925

  Li, H., Riedel, F., and 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., and Riedel, F. (2022). Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations. Advances in Applied Probability 54, 1222-1251.

  PUB | DOI | WoS
   
• [89]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967585

  Simo-Kengne, B. D., Riedel, F., and Demeze-Jouatsa, G. - H. (2022). Demographic Changes and Asset Prices in an Overlapping Generations Model . Center for Mathematical Economics Working Papers, 672, Bielefeld: Center for Mathematical Economics.

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• [88]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967056

  Li, H., Riedel, F., and Yang, S. (2022). Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty. Center for Mathematical Economics Working Papers, 670, Bielefeld: Center for Mathematical Economics.

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• [87]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2966203

  Hara, C., Mukerji, S., Riedel, F., and Tallon, J. M. (2022). Efficient Allocations under Ambiguous Model Uncertainty. Center for Mathematical Economics Working Papers, 669, Bielefeld: Center for Mathematical Economics.

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• [86]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2962409

  Bauch, G., and Riedel, F. (2022). The Texas Shoot-Out under Knightian Uncertainty. Center for Mathematical Economics Working Papers, 664, Bielefeld: Center for Mathematical Economics.

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• [85]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958433

  Ferrari, G., Li, H., and Riedel, F. (2022). A Knightian irreversible investment problem. Journal of Mathematical Analysis and Applications 507:125744.

  PUB | DOI | WoS
   
• [84]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2955362

  Burzoni, M., Riedel, F., and Soner, H. M. (2021). Viability and Arbitrage Under Knightian Uncertainty. Econometrica 89, 1207-1234.

  PUB | PDF | DOI | Download (ext.) | WoS
   
• [83]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957012

  Nendel, M., Riedel, F., and Schmeck, M. D. (2021). A decomposition of general premium principles into risk and deviation. Insurance: Mathematics and Economics 100, 193-209.

  PUB | DOI | WoS
   
• [82]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2955128

  Federico, S., Ferrari, G., Riedel, F., and Röckner, M. (2021). On a Class of Infinite-Dimensional Singular Stochastic Control Problems . SIAM Journal on Control and Optimization 59, 1680-1704.

  PUB | DOI | WoS
   
• [81]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081

  Nendel, M., Schmeck, M. D., and Riedel, F. (2020). Decomposition of General Premium Principles into Risk and Deviation. Center for Mathematical Economics Working Papers, 638, aktual. Version July 2020. Bielefeld: Center for Mathematical Economics.

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• [80]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2948952

  Ferrari, G., Li, H., and Riedel, F. (2020). Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty. Center for Mathematical Economics Working Papers, 641, Bielefeld: Center for Mathematical Economics.

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• [79]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252

  Ferrari, G., Li, H., and Riedel, F. (2020). A Knightian Irreversible Investment Problem. Center for Mathematical Economics Working Papers, 634, Bielefeld: Center for Mathematical Economics.

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• [78]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939436

  Beißner, P., Lin, Q., and Riedel, F. (2020). Dynamically Consistent α-Maxmin Expected Utility. Mathematical Finance 30, 1073-1102.

  PUB | DOI | WoS
   
• [77]
  

  2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2946111

  Lin, Q., and 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., and Riedel, F. (2020). Purification and disambiguation of Ellsberg equilibria. ECONOMIC THEORY 69, 595-636.

  PUB | DOI | WoS
   
• [75]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374

  Federico, S., Ferrari, G., Riedel, F., and Röckner, M. (2019). On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Center for Mathematical Economics Working Papers, 614, Bielefeld: Center for Mathematical Economics.

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• [74]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2933919

  Beißner, P., and Riedel, F. (2019). Equilibria Under Knightian Price Uncertainty. Econometrica 87, 37-64.

  PUB | DOI | WoS
   
• [73]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930443

  Beißner, P., and Riedel, F. (2018). Equilibria under Knightian Price Uncertainty . Center for Mathematical Economics Working Papers, 597, Bielefeld: Center for Mathematical Economics.

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• [72]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2921223

  Beißner, P., and Riedel, F. (2018). Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty. Finance and Stochastics 22, 603-620.

  PUB | DOI | WoS
   
• [71]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2932975

  Riedel, F., Tallon, J. - M., and Vergopoulos, V. (2018). Dynamically consistent preferences under imprecise probabilistic information. JOURNAL OF MATHEMATICAL ECONOMICS 79, 117-124.

  PUB | DOI | WoS
   
• [70]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436

  Beißner, P., Lin, Q., and Riedel, F. (2017). Dynamically Consistent α-Maxmin Expected Utility. Center for Mathematical Economics Working Papers, 593, Bielefeld: Center for Mathematical Economics.

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• [69]
  

  2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2930636

  Riedel, F. (2017). Uncertain Acts in Games. Homo Oeconomicus 34, 275-292.

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• [68]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909171

  Riedel, F. (2017). Uncertain acts in games. Center for Mathematical Economics Working Papers, 571, Bielefeld: Center for Mathematical Economics.

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• [67]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2912963

  Burzoni, M., Riedel, F., and Soner, H. M. (2017). Viability and arbitrage under Knightian Uncertainty. Center for Mathematical Economics Working Papers, 575, Bielefeld: Center for Mathematical Economics.

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• [66]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2910581

  Riedel, F., Tallon, J. - M., and Vergopoulos, V. (2017). Dynamically consistent preferences under imprecise probabilistic information. Center for Mathematical Economics Working Papers, 573, Bielefeld: Center for Mathematical Economics.

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• [65]
  

  2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2912499

  Riedel, F., and Steg, J. - H. (2017). Subgame-perfect equilibria in stochastic timing games. Journal of Mathematical Economics 72, 36-50.

  PUB | DOI | WoS
   
• [64]
  

  2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2908533

  Muraviev, I., Riedel, F., and Sass, L. (2017). Kuhn's Theorem for extensive form Ellsberg games. JOURNAL OF MATHEMATICAL ECONOMICS 68, 26-41.

  PUB | DOI | WoS
   
• [63]
  

  2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901747

  Ferrari, G., Riedel, F., and Steg, J. - H. (2017). Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach. Applied Mathematics & Optimization 75, 429-470.

  PUB | DOI | WoS
   
• [62]
  

  2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2903538

  Beißner, P., and Riedel, F. (2016). Knight-Walras equilibria. Center for Mathematical Economics Working Papers, 558, Bielefeld: Center for Mathematical Economics.

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• [61]
  

  2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901361

  Decerf, B., and Riedel, F. (2016). Disambiguation of Ellsberg equilibria in 2x2 normal form games. Center for Mathematical Economics Working Papers, 554, Bielefeld: Center for Mathematical Economics.

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• [60]
  

  2015 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901450

  Ferrari, G., Riedel, F., and Steg, J. - H. (2015). Continuous-Time Public Good Contribution under Uncertainty. Center for Mathematical Economics Working Papers, 485, Version February 2015. Bielefeld: Center for Mathematical Economics.

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• [59]
  

  2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2764377

  Lahkar, R., and Riedel, F. (2015). The logit dynamic for games with continuous strategy sets. Games and Economic Behavior 91, 268-282.

  PUB | DOI | WoS
   
• [58]
  

  2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2718243

  Riedel, F., and Hellmann, T. (2015). The Foster-Hart measure of riskiness for general gambles. Theoretical Economics 10, 1-9.

  PUB | DOI | WoS
   
• [57]
  

  2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2775531

  Hellmann, T., and Riedel, F. (2015). A Dynamic Extension of the Foster-Hart Measure of Riskiness. Journal of Mathematical Economics 59, 66-70.

  PUB | DOI | WoS
   
• [56]
  

  2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901565

  Mouraviev, I., Riedel, F., and Sass, L. (2014). Kuhn's Theorem for Extensive Form Ellsberg Games. Center for Mathematical Economics Working Papers, 510, Bielefeld: Center for Mathematical Economics.

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• [55]
  

  2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901645

  Lahkar, R., and Riedel, F. (2014). The Continuous Logit Dynamic and Price Dispersion. Center for Mathematical Economics Working Papers, 521, Bielefeld: Center for Mathematical Economics.

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• [54]
  

  2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901673

  Riedel, F., and Beißner, P. (2014). Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty. Center for Mathematical Economics Working Papers, 527, Bielefeld: Center for Mathematical Economics.

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• [53]
  

  2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2698773

  Riedel, F., and Steg, J. - H. (2014). Subgame-Perfect Equilibria in Stochastic Timing Games. Center for Mathematical Economics Working Papers, 524, Bielefeld: Center for Mathematical Economics.

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• [52]
  

  2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2699987

  Hellmann, T., and Riedel, F. (2014). A Dynamic Extension of the Foster-Hart Measure of Riskiness. Center for Mathematical Economics Working Papers, 528, Bielefeld: Center for Mathematical Economics.

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• [51]
  

  2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2675321

  Lin, Q., and Riedel, F. (2014). Optimal consumption and portfolio choice with ambiguity. Center for Mathematical Economics Working Papers, 497, Bielefeld: Center for Mathematical Economics.

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• [50]
  

  2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693718

  Riedel, F. (2014). Financial economics without probabilistic prior assumptions. Decisions in Economics and Finance 38, 75-91.

  PUB | DOI | WoS
   
• [49]
  

  2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2677397

  Riedel, F., and Sass, L. (2014). Ellsberg games. Theory and Decision 76, 469-509.

  PUB | DOI | WoS
   
• [48]
  

  2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693721

  Chiarolla, M. B., Ferrari, G., and Riedel, F. (2013). Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources. SIAM Journal on Control and Optimization 51, 3863-3885.

  PUB | DOI | WoS
   
• [47]
  

  2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674036

  Riedel, F., and Hellmann, T. (2013). The Foster-Hart measure of riskiness for general gambles. Working Papers. Institute of Mathematical Economics, 474, Bielefeld: Center for Mathematical Economics.

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• [46]
  

  2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674160

  Ferrari, G., Riedel, F., and Steg, J. - H. (2013). Continuous-Time Public Good Contribution under Uncertainty. Center for Mathematical Economics Working Papers, 485, Bielefeld: Center for Mathematical Economics.

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• [45]
  

  2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2612791

  Dana, R. - A., and Riedel, F. (2013). Intertemporal equilibria with Knightian uncertainty. Journal Of Economic Theory 148, 1582-1605.

  PUB | DOI | WoS
   
• [44]
  

  2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682885

  Chudjakow, T., and Riedel, F. (2013). The best choice problem under ambiguity. Economic Theory 54, 77-97.

  PUB | DOI | WoS
   
• [43]
  

  2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2635874

  Riedel, F., and Herzberg, F. (2013). Existence of financial equilibria in continuous time with potentially complete markets. Journal Of Mathematical Economics 49, 398-404.

  PUB | DOI | WoS
   
• [42]
  

  2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682901

  Louge, F., and Riedel, F. (2012). Evolutionary Stability in First Price Auctions. Dynamic Games and Applications 2, 110-128.

  PUB | DOI | WoS
   
• [41]
  

  2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671727

  Chiarolla, M. B., Ferrari, G., and Riedel, F. (2012). Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources. Working Papers. Institute of Mathematical Economics, 463, Bielefeld: Center for Mathematical Economics.

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• [40]
  

  2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682881

  Cheng, X., and Riedel, F. (2012). Optimal stopping under ambiguity in continuous time. Mathematics and Financial Economics 7, 29-68.

  PUB | DOI | WoS
   
• [39]
  

  2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900954

  Riedel, F., and Sass, L. (2011). The strategic use of ambiguity. Working Papers. Institute of Mathematical Economics, 452, Bielefeld: Center for Mathematical Economics.

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• [38]
  

  2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900982

  Förster, M., and Riedel, F. (2011). Distorted Voronoi languages. Working Papers. Institute of Mathematical Economics, 458, Bielefeld: Center for Mathematical Economics.

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• [37]
  

  2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900949

  Riedel, F. (2011). Finance without probabilistic prior assumptions. Working Papers. Institute of Mathematical Economics, 450, Bielefeld: Center for Mathematical Economics.

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• [36]
  

  2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2440603

  Jaeger, G., Metzger, L. P., and Riedel, F. (2011). Voronoi languages Equilibria in cheap-talk games with high-dimensional types and few signals. Games and Economic Behavior 73, 517-537.

  PUB | DOI | WoS
   
• [35]
  

  2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944883

  Riedel, F., and Su, X. (2011). On Irreversible Investment. Finance and Stochastics 15, 607-633.

  PUB | DOI | WoS
   
• [34]
  

  2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909312

  Riedel, F., and Herzberg, F. (2010). Existence of financial equilibria in continuous time with potentially complete markets. Working Papers. Institute of Mathematical Economics, 443, Bielefeld: Center for Mathematical Economics.

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• [33]
  

  2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909314

  Dana, R. - A., and Riedel, F. (2010). Intertemporal equilibria with Knightian uncertainty. Working Papers. Institute of Mathematical Economics, 440, Bielefeld: Center for Mathematical Economics.

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• [32]
  

  2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316471

  Louge, F., and Riedel, F. (2010). Evolutionary stability of first price auctions. Working Papers. Institute of Mathematical Economics, 435, Bielefeld: Universität Bielefeld.

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• [31]
  

  2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 1943934

  Riedel, F. (2010). Optimal Stopping under Ambiguity in Continuous Time. Working Papers. Institute of Mathematical Economics, 429, Bielefeld: Universität Bielefeld.

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• [30]
  

  2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944970

  Dufwenberg, M., Heidhues, P., Kirchsteiger, G., and Riedel, F. (2010). Other-Regarding Preferences in General Equilibrium. Review of Economic Studies 78, 613-639.

  PUB | DOI | WoS
   
• [29]
  

  2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1795893

  Martins-da-Rocha, V. F., and Riedel, F. (2010). On equilibrium prices in continuous time. JOURNAL OF ECONOMIC THEORY 145, 1086-1112.

  PUB | DOI | WoS | arXiv
   
• [28]
  

  2009 | Diskussionspapier | Veröffentlicht | PUB-ID: 1943958

  Chudjakow, T., and Riedel, F. (2009). The Best Choice Problem under Ambiguity. Working Papers. Institute of Mathematical Economics, 413, Bielefeld: Universität Bielefeld.

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• [27]
  

  2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944377

  Hofbauer, J., Oechssler, J., and Riedel, F. (2009). Brown–von Neumann–Nash Dynamics: The Continuous Strategy Case. Games and Economic Behavior 65, 406-429.

  PUB | DOI | WoS
   
• [26]
  

  2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1633775

  Riedel, F. (2009). Optimal Stopping With Multiple Priors. ECONOMETRICA 77, 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, 449-464.

  PUB | DOI | WoS
   
• [24]
  

  2008 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316111

  Martins-da-Rocha, V. F., and Riedel, F. (2008). On equilibrium prices in continuous time. Working Papers. Institute of Mathematical Economics, 397, Bielefeld: Universität Bielefeld.

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• [23]
  

  2008 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316258

  Jäger, G., Koch-Metzger, L., and Riedel, F. (2008). Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals. Working Papers. Institute of Mathematical Economics, 420, Bielefeld: Universität Bielefeld.

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• [22]
  

  2007 | Diskussionspapier | Veröffentlicht | PUB-ID: 2315664

  Riedel, F. (2007). Optimal consumption choice with intolerance for declining standard of living. Working Papers. Institute of Mathematical Economics, 394, Bielefeld: Universität Bielefeld.

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• [21]
  

  2007 | Diskussionspapier | Veröffentlicht | PUB-ID: 2315688

  Heidhues, P., and Riedel, F. (2007). Do social preferences matter in competitive markets? Working Papers. Institute of Mathematical Economics, 392, Bielefeld: Universität Bielefeld.

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• [20]
  

  2007 | Diskussionspapier | Veröffentlicht | PUB-ID: 1944648

  Riedel, F. (2007). Optimal Stopping under Ambiguity. Working Papers. Institute of Mathematical Economics, 390, Bielefeld: Universität Bielefeld.

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• [19]
  

  2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944862

  Martins--da--Rocha, F., and Riedel, F. (2006). Stochastic Equilibria For Economies Under Uncertainty With Intertemporal Substitution. Annals of Finance 2, 101-122.

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• [18]
  

  2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944886

  Riedel, F., and Wolfstetter, E. (2006). Immediate Demand Reduction in Simultaneous Ascending Bid Auctions: A Uniqueness Result. Economic Theory 29, 721-726.

  PUB | DOI | WoS
   
• [17]
  

  2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944838

  Cressman, R., Hofbauer, J., and Riedel, F. (2006). Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space. Journal of Theoretical Biology 239, 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, 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, 3-22.

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• [14]
  

  2004 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944875

  Riedel, F. (2004). Dynamic Coherent Risk Measures. Stochastic Processes and Their Applications 112, 185-200.

  PUB | DOI | WoS
   
• [13]
  

  2003 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944842

  Grimm, V., Riedel, F., and Wolfstetter, E. (2003). Low Price Equilibrium in Multi–Unit Auctions: The GSM Spectrum Auction in Germany. International Journal of Industrial Organization 21, 1557-1569.

  PUB | DOI | WoS
   
• [12]
  

  2003 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944846

  Grimm, V., Riedel, F., and Wolfstetter, E. (2003). Implementing Efficient Market Structure: Optimal Licensing in Natural Oligopoly When Tax Revenue Matters. Review of Economic Design 7, 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, 929-934.

  PUB | DOI | WoS
   
• [10]
  

  2002 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944850

  Grimm, V., Riedel, F., and Wolfstetter, E. (2002). The Third Generation (UMTS) Spectrum License Auction in Germany. ifo Studien 48, 123-143.

  PUB
   
• [9]
  

  2002 | Report | Veröffentlicht | PUB-ID: 1943797

  Bank, P., and Riedel, F. (2002). Optimal Dynamic Choice of Durable and Perishable Goods. Humboldt University Berlin.

  PUB
   
• [8]
  

  2002 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944865

  Oechssler, J., and Riedel, F. (2002). On the Dynamic Foundation of Evolutionary Stability in Continuous Models. Journal of Economic Theory 107, 223-252.

  PUB
   
• [7]
  

  2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944829

  Bank, P., and Riedel, F. (2001). Existence and Structure of Stochastic Equilibria with Intertemporal Substitution. Finance and Stochastics 5, 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, 109-122.

  PUB
   
• [5]
  

  2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944832

  Bank, P., and Riedel, F. (2001). Optimal Consumption Choice Under Uncertainty with Intertemporal Substitution. Annals of Applied Probability 11, 750-788.

  PUB
   
• [4]
  

  2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944868

  Oechssler, J., and Riedel, F. (2001). Evolutionary Dynamics on Infinite Strategy Spaces. Economic Theory 7, 141-162.

  PUB
   
• [3]
  

  2000 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944835

  Bank, P., and Riedel, F. (2000). Non-Time Additive Utility Optimization –- the Case of Certainty. Journal of Mathematical Economics 33, 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, 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