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• [98]
  

  2025 | Diskussionspapier | Veröffentlicht | PUB-ID: 3001086

  Beißner, P., & Riedel, F., 2025. Belief-neutral efficiency in financial markets, Center for Mathematical Economics Working Papers, no.702, Bielefeld: Center for Mathematical Economics.

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• [97]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2999543

  Dawid, H., et al., 2024. Cash-constrained R&D Investment, Center for Mathematical Economics Working Papers, no.699, Bielefeld: Center for Mathematical Economics.

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• [96]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2993333

  Lécuyer, E., Riedel, F., & Stanca, L., 2024. Arbitrage Pricing in Convex, Cash-Additive Markets, Center for Mathematical Economics Working Papers, no.694, Bielefeld: Center for Mathematical Economics.

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• [95]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2992835

  Li, H., & Riedel, F., 2024. Optimal Consumption for Recursive Preferences with Local Substitution under Risk, Center for Mathematical Economics Working Papers, no.693, Bielefeld: Center for Mathematical Economics.

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• [94]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2990761

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

  PUB | DOI | WoS
   
• [93]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2990509

  Federico, S., et al., 2024. Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces, Center for Mathematical Economics Working Papers, no.692, Bielefeld: Center for Mathematical Economics.

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• [92]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2987106

  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.

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• [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

  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.

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• [88]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967056

  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.

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• [87]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2966203

  Hara, C., et al., 2022. Efficient Allocations under Ambiguous Model Uncertainty, Center for Mathematical Economics Working Papers, no.669, Bielefeld: Center for Mathematical Economics.

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• [86]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2962409

  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.

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• [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

  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

  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.

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• [80]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2948952

  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.

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• [79]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252

  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.

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• [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

  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.

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• [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

  Beißner, P., & Riedel, F., 2018. Equilibria under Knightian Price Uncertainty , Center for Mathematical Economics Working Papers, no.597, Bielefeld: Center for Mathematical Economics.

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• [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

  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.

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• [69]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909171

  Riedel, F., 2017. Uncertain acts in games, Center for Mathematical Economics Working Papers, no.571, Bielefeld: Center for Mathematical Economics.

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• [68]
  

  2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2930636

  Riedel, F., 2017. Uncertain Acts in Games. Homo Oeconomicus, 34(4), p 275-292.

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• [67]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2912963

  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.

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• [66]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2910581

  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.

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• [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

  Beißner, P., & Riedel, F., 2016. Knight-Walras equilibria, Center for Mathematical Economics Working Papers, no.558, Bielefeld: Center for Mathematical Economics.

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• [61]
  

  2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901361

  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.

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• [60]
  

  2015 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901450

  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.

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• [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

  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.

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• [55]
  

  2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901645

  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.

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• [54]
  

  2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901673

  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.

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• [53]
  

  2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2698773

  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.

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• [52]
  

  2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2699987

  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.

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• [51]
  

  2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2675321

  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.

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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(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

  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.

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• [46]
  

  2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674160

  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

  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.

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• [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

  Riedel, F., & Sass, L., 2011. The strategic use of ambiguity, Working Papers. Institute of Mathematical Economics, no.452, Bielefeld: Center for Mathematical Economics.

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• [38]
  

  2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900982

  Förster, M., & Riedel, F., 2011. Distorted Voronoi languages, Working Papers. Institute of Mathematical Economics, no.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, no.450, Bielefeld: Center for Mathematical Economics.

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• [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

  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.

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• [33]
  

  2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909314

  Dana, R.-A., & Riedel, F., 2010. Intertemporal equilibria with Knightian uncertainty, Working Papers. Institute of Mathematical Economics, no.440, Bielefeld: Center for Mathematical Economics.

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• [32]
  

  2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316471

  Louge, F., & Riedel, F., 2010. Evolutionary stability of first price auctions, Working Papers. Institute of Mathematical Economics, no.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, no.429, Bielefeld: Universität Bielefeld.

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• [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

  Chudjakow, T., & Riedel, F., 2009. The Best Choice Problem under Ambiguity, Working Papers. Institute of Mathematical Economics, no.413, Bielefeld: Universität Bielefeld.

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• [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: 2316111

  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.

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• [23]
  

  2008 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316258

  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.

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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, no.394, Bielefeld: Universität Bielefeld.

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• [21]
  

  2007 | Diskussionspapier | Veröffentlicht | PUB-ID: 2315688

  Heidhues, P., & Riedel, F., 2007. Do social preferences matter in competitive markets?, Working Papers. Institute of Mathematical Economics, no.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, no.390, Bielefeld: Universität Bielefeld.

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• [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.

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• [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.

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• [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