92 Publikationen

Alle markieren

  • [92]
    2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2987106 OA
    Dianetti, Jodi, Riedel, Frank, and Stanza, Lorenzo. Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility. Bielefeld: Center for Mathematical Economics, 2024. Center for Mathematical Economics Working Papers. 685.
    PUB | PDF
     
  • [91]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2985925
    Li, Hanwu, Riedel, Frank, and Yang, Shuzhen. “Optimal consumption for recursive preferences with local substitution - the case of certainty”. Elsevier Journal of Mathematical Economics 110 (2024): 102932.
    PUB | DOI | WoS
     
  • [90]
    2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2979039
    Ferrari, Giorgio, Li, Hanwu, and Riedel, Frank. “Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations”. Advances in Applied Probability 54.4 (2022): 1222-1251.
    PUB | DOI | WoS
     
  • [89]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967585 OA
    Simo-Kengne, Beatrice D., Riedel, Frank, and Demeze-Jouatsa, Ghislain-Herman. Demographic Changes and Asset Prices in an Overlapping Generations Model . Bielefeld: Center for Mathematical Economics, 2022. Center for Mathematical Economics Working Papers. 672.
    PUB | PDF
     
  • [88]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967056 OA
    Li, Hanwu, Riedel, Frank, and Yang, Shuzhen. Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty. Bielefeld: Center for Mathematical Economics, 2022. Center for Mathematical Economics Working Papers. 670.
    PUB | PDF
     
  • [87]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2966203 OA
    Hara, Chiaki, Mukerji, Sujoy, Riedel, Frank, and Tallon, Jean Marc. Efficient Allocations under Ambiguous Model Uncertainty. Bielefeld: Center for Mathematical Economics, 2022. Center for Mathematical Economics Working Papers. 669.
    PUB | PDF
     
  • [86]
    2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2962409 OA
    Bauch, Gerrit, and Riedel, Frank. The Texas Shoot-Out under Knightian Uncertainty. Bielefeld: Center for Mathematical Economics, 2022. Center for Mathematical Economics Working Papers. 664.
    PUB | PDF
     
  • [85]
    2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958433
    Ferrari, Giorgio, Li, Hanwu, and Riedel, Frank. “A Knightian irreversible investment problem”. Journal of Mathematical Analysis and Applications 507.1 (2022): 125744.
    PUB | DOI | WoS
     
  • [84]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2955362 OA
    Burzoni, Matteo, Riedel, Frank, and Soner, H. Mete. “Viability and Arbitrage Under Knightian Uncertainty”. Econometrica 89.3 (2021): 1207-1234.
    PUB | PDF | DOI | Download (ext.) | WoS
     
  • [83]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957012
    Nendel, Max, Riedel, Frank, and Schmeck, Maren Diane. “A decomposition of general premium principles into risk and deviation”. Insurance: Mathematics and Economics 100 (2021): 193-209.
    PUB | DOI | WoS
     
  • [82]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2955128
    Federico, Salvatore, Ferrari, Giorgio, Riedel, Frank, and Röckner, Michael. “On a Class of Infinite-Dimensional Singular Stochastic Control Problems ”. SIAM Journal on Control and Optimization 59.2 (2021): 1680-1704.
    PUB | DOI | WoS
     
  • [81]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081 OA
    Nendel, Max, Schmeck, Maren Diane, and Riedel, Frank. Decomposition of General Premium Principles into Risk and Deviation. aktual. Version July 2020. Bielefeld: Center for Mathematical Economics, 2020. Center for Mathematical Economics Working Papers. 638.
    PUB | PDF
     
  • [80]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252 OA
    Ferrari, Giorgio, Li, Hanwu, and Riedel, Frank. A Knightian Irreversible Investment Problem. Bielefeld: Center for Mathematical Economics, 2020. Center for Mathematical Economics Working Papers. 634.
    PUB | PDF
     
  • [79]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2948952 OA
    Ferrari, Giorgio, Li, Hanwu, and Riedel, Frank. Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty. Bielefeld: Center for Mathematical Economics, 2020. Center for Mathematical Economics Working Papers. 641.
    PUB | PDF
     
  • [78]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939436
    Beißner, Patrick, Lin, Qian, and Riedel, Frank. “Dynamically Consistent α-Maxmin Expected Utility”. Mathematical Finance 30.3 (2020): 1073-1102.
    PUB | DOI | WoS
     
  • [77]
    2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2946111
    Lin, Qian, and Riedel, Frank. “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, Benoit, and Riedel, Frank. “Purification and disambiguation of Ellsberg equilibria”. ECONOMIC THEORY 69.3 (2020): 595-636.
    PUB | DOI | WoS
     
  • [75]
    2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
    Federico, Salvatore, Ferrari, Giorgio, Riedel, Frank, and Röckner, Michael. On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 614.
    PUB | PDF
     
  • [74]
    2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2933919
    Beißner, Patrick, and Riedel, Frank. “Equilibria Under Knightian Price Uncertainty”. Econometrica 87.1 (2019): 37-64.
    PUB | DOI | WoS
     
  • [73]
    2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930443 OA
    Beißner, Patrick, and Riedel, Frank. Equilibria under Knightian Price Uncertainty . Bielefeld: Center for Mathematical Economics, 2018. Center for Mathematical Economics Working Papers. 597.
    PUB | PDF
     
  • [72]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2921223
    Beißner, Patrick, and Riedel, Frank. “Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty”. Finance and Stochastics 22.3 (2018): 603-620.
    PUB | DOI | WoS
     
  • [71]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2932975
    Riedel, Frank, Tallon, Jean-Marc, and Vergopoulos, Vassili. “Dynamically consistent preferences under imprecise probabilistic information”. JOURNAL OF MATHEMATICAL ECONOMICS 79 (2018): 117-124.
    PUB | DOI | WoS
     
  • [70]
    2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930436 OA
    Beißner, Patrick, Lin, Qian, and Riedel, Frank. Dynamically Consistent α-Maxmin Expected Utility. Bielefeld: Center for Mathematical Economics, 2017. Center for Mathematical Economics Working Papers. 593.
    PUB | PDF
     
  • [69]
    2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909171 OA
    Riedel, Frank. Uncertain acts in games. Bielefeld: Center for Mathematical Economics, 2017. Center for Mathematical Economics Working Papers. 571.
    PUB | PDF
     
  • [68]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2930636
    Riedel, Frank. “Uncertain Acts in Games”. Homo Oeconomicus 34.4 (2017): 275-292.
    PUB | DOI
     
  • [67]
    2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2912963 OA
    Burzoni, Matteo, Riedel, Frank, and Soner, Halil Mete. Viability and arbitrage under Knightian Uncertainty. Bielefeld: Center for Mathematical Economics, 2017. Center for Mathematical Economics Working Papers. 575.
    PUB | PDF
     
  • [66]
    2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2910581 OA
    Riedel, Frank, Tallon, Jean-Marc, and Vergopoulos, Vassili. Dynamically consistent preferences under imprecise probabilistic information. Bielefeld: Center for Mathematical Economics, 2017. Center for Mathematical Economics Working Papers. 573.
    PUB | PDF
     
  • [65]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2912499
    Riedel, Frank, and Steg, Jan-Henrik. “Subgame-perfect equilibria in stochastic timing games”. Journal of Mathematical Economics 72 (2017): 36-50.
    PUB | DOI | WoS
     
  • [64]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2908533
    Muraviev, Igor, Riedel, Frank, and Sass, Linda. “Kuhn's Theorem for extensive form Ellsberg games”. JOURNAL OF MATHEMATICAL ECONOMICS 68 (2017): 26-41.
    PUB | DOI | WoS
     
  • [63]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901747
    Ferrari, Giorgio, Riedel, Frank, and Steg, Jan-Henrik. “Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach”. Applied Mathematics & Optimization 75.3 (2017): 429-470.
    PUB | DOI | WoS
     
  • [62]
    2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2903538 OA
    Beißner, Patrick, and Riedel, Frank. Knight-Walras equilibria. Bielefeld: Center for Mathematical Economics, 2016. Center for Mathematical Economics Working Papers. 558.
    PUB | PDF
     
  • [61]
    2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901361 OA
    Decerf, Benoit, and Riedel, Frank. Disambiguation of Ellsberg equilibria in 2x2 normal form games. Bielefeld: Center for Mathematical Economics, 2016. Center for Mathematical Economics Working Papers. 554.
    PUB | PDF
     
  • [60]
    2015 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901450 OA
    Ferrari, Giorgio, Riedel, Frank, and Steg, Jan-Henrik. Continuous-Time Public Good Contribution under Uncertainty. Version February 2015. Bielefeld: Center for Mathematical Economics, 2015. Center for Mathematical Economics Working Papers. 485.
    PUB | PDF
     
  • [59]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2764377
    Lahkar, Ratul, and Riedel, Frank. “The logit dynamic for games with continuous strategy sets”. Games and Economic Behavior 91 (2015): 268-282.
    PUB | DOI | WoS
     
  • [58]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2718243
    Riedel, Frank, and Hellmann, Tobias. “The Foster-Hart measure of riskiness for general gambles”. Theoretical Economics 10.1 (2015): 1-9.
    PUB | DOI | WoS
     
  • [57]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2775531
    Hellmann, Tobias, and Riedel, Frank. “A Dynamic Extension of the Foster-Hart Measure of Riskiness”. Journal of Mathematical Economics 59 (2015): 66-70.
    PUB | DOI | WoS
     
  • [56]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901565 OA
    Mouraviev, Igor, Riedel, Frank, and Sass, Linda. Kuhn's Theorem for Extensive Form Ellsberg Games. Bielefeld: Center for Mathematical Economics, 2014. Center for Mathematical Economics Working Papers. 510.
    PUB | PDF
     
  • [55]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901645 OA
    Lahkar, Ratul, and Riedel, Frank. The Continuous Logit Dynamic and Price Dispersion. Bielefeld: Center for Mathematical Economics, 2014. Center for Mathematical Economics Working Papers. 521.
    PUB | PDF
     
  • [54]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901673 OA
    Riedel, Frank, and Beißner, Patrick. Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty. Bielefeld: Center for Mathematical Economics, 2014. Center for Mathematical Economics Working Papers. 527.
    PUB | PDF
     
  • [53]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2698773 OA
    Riedel, Frank, and Steg, Jan-Henrik. Subgame-Perfect Equilibria in Stochastic Timing Games. Bielefeld: Center for Mathematical Economics, 2014. Center for Mathematical Economics Working Papers. 524.
    PUB | PDF
     
  • [52]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2699987 OA
    Hellmann, Tobias, and Riedel, Frank. A Dynamic Extension of the Foster-Hart Measure of Riskiness. Bielefeld: Center for Mathematical Economics, 2014. Center for Mathematical Economics Working Papers. 528.
    PUB | PDF
     
  • [51]
    2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2675321 OA
    Lin, Qian, and Riedel, Frank. Optimal consumption and portfolio choice with ambiguity. Bielefeld: Center for Mathematical Economics, 2014. Center for Mathematical Economics Working Papers. 497.
    PUB | PDF
     
  • [50]
    2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693718
    Riedel, Frank. “Financial economics without probabilistic prior assumptions”. Decisions in Economics and Finance 38.1 (2014): 75-91.
    PUB | DOI | WoS
     
  • [49]
    2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2677397
    Riedel, Frank, and Sass, Linda. “Ellsberg games”. Theory and Decision 76.4 (2014): 469-509.
    PUB | DOI | WoS
     
  • [48]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693721
    Chiarolla, Maria B., Ferrari, Giorgio, and Riedel, Frank. “Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources”. SIAM Journal on Control and Optimization 51.5 (2013): 3863-3885.
    PUB | DOI | WoS
     
  • [47]
    2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674036 OA
    Riedel, Frank, and Hellmann, Tobias. The Foster-Hart measure of riskiness for general gambles. Bielefeld: Center for Mathematical Economics, 2013. Working Papers. Institute of Mathematical Economics. 474.
    PUB | PDF
     
  • [46]
    2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674160 OA
    Ferrari, Giorgio, Riedel, Frank, and Steg, Jan-Henrik. Continuous-Time Public Good Contribution under Uncertainty. Bielefeld: Center for Mathematical Economics, 2013. Center for Mathematical Economics Working Papers. 485.
    PUB | PDF
     
  • [45]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2612791
    Dana, Rose-Anne, and Riedel, Frank. “Intertemporal equilibria with Knightian uncertainty”. Journal Of Economic Theory 148.4 (2013): 1582-1605.
    PUB | DOI | WoS
     
  • [44]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682885
    Chudjakow, Tatjana, and Riedel, Frank. “The best choice problem under ambiguity”. Economic Theory 54.1 (2013): 77-97.
    PUB | DOI | WoS
     
  • [43]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2635874
    Riedel, Frank, and Herzberg, Frederik. “Existence of financial equilibria in continuous time with potentially complete markets”. Journal Of Mathematical Economics 49.5 (2013): 398-404.
    PUB | DOI | WoS
     
  • [42]
    2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682901
    Louge, Fernando, and Riedel, Frank. “Evolutionary Stability in First Price Auctions”. Dynamic Games and Applications 2.1 (2012): 110-128.
    PUB | DOI | WoS
     
  • [41]
    2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671727 OA
    Chiarolla, Maria B., Ferrari, Giorgio, and Riedel, Frank. Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources. Bielefeld: Center for Mathematical Economics, 2012. Working Papers. Institute of Mathematical Economics. 463.
    PUB | PDF
     
  • [40]
    2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2682881
    Cheng, Xue, and Riedel, Frank. “Optimal stopping under ambiguity in continuous time”. Mathematics and Financial Economics 7.1 (2012): 29-68.
    PUB | DOI | WoS
     
  • [39]
    2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900954 OA
    Riedel, Frank, and Sass, Linda. The strategic use of ambiguity. Bielefeld: Center for Mathematical Economics, 2011. Working Papers. Institute of Mathematical Economics. 452.
    PUB | PDF
     
  • [38]
    2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900982 OA
    Förster, Manuel, and Riedel, Frank. Distorted Voronoi languages. Bielefeld: Center for Mathematical Economics, 2011. Working Papers. Institute of Mathematical Economics. 458.
    PUB | PDF
     
  • [37]
    2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900949 OA
    Riedel, Frank. Finance without probabilistic prior assumptions. Bielefeld: Center for Mathematical Economics, 2011. Working Papers. Institute of Mathematical Economics. 450.
    PUB | PDF
     
  • [36]
    2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2440603
    Jaeger, Gerhard, Metzger, Lars P., and Riedel, Frank. “Voronoi languages Equilibria in cheap-talk games with high-dimensional types and few signals”. Games and Economic Behavior 73.2 (2011): 517-537.
    PUB | DOI | WoS
     
  • [35]
    2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944883
    Riedel, Frank, and Su, Xia. “On Irreversible Investment”. Finance and Stochastics 15.4 (2011): 607-633.
    PUB | DOI | WoS
     
  • [34]
    2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909312 OA
    Riedel, Frank, and Herzberg, Frederik. Existence of financial equilibria in continuous time with potentially complete markets. Bielefeld: Center for Mathematical Economics, 2010. Working Papers. Institute of Mathematical Economics. 443.
    PUB | PDF
     
  • [33]
    2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909314 OA
    Dana, Rose-Anne, and Riedel, Frank. Intertemporal equilibria with Knightian uncertainty. Bielefeld: Center for Mathematical Economics, 2010. Working Papers. Institute of Mathematical Economics. 440.
    PUB | PDF
     
  • [32]
    2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316471 OA
    Louge, Fernando, and Riedel, Frank. Evolutionary stability of first price auctions. Bielefeld: Universität Bielefeld, 2010. Working Papers. Institute of Mathematical Economics. 435.
    PUB | PDF
     
  • [31]
    2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 1943934 OA
    Riedel, Frank. Optimal Stopping under Ambiguity in Continuous Time. Bielefeld: Universität Bielefeld, 2010. Working Papers. Institute of Mathematical Economics. 429.
    PUB | PDF
     
  • [30]
    2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944970
    Dufwenberg, Martin, Heidhues, Paul, Kirchsteiger, Georg, and Riedel, Frank. “Other-Regarding Preferences in General Equilibrium”. Review of Economic Studies 78.2 (2010): 613-639.
    PUB | DOI | WoS
     
  • [29]
    2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1795893
    Martins-da-Rocha, V. Filipe, and Riedel, Frank. “On equilibrium prices in continuous time”. JOURNAL OF ECONOMIC THEORY 145.3 (2010): 1086-1112.
    PUB | DOI | WoS | arXiv
     
  • [28]
    2009 | Diskussionspapier | Veröffentlicht | PUB-ID: 1943958 OA
    Chudjakow, Tatjana, and Riedel, Frank. The Best Choice Problem under Ambiguity. Bielefeld: Universität Bielefeld, 2009. Working Papers. Institute of Mathematical Economics. 413.
    PUB | PDF
     
  • [27]
    2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944377
    Hofbauer, J., Oechssler, J., and Riedel, Frank. “Brown–von Neumann–Nash Dynamics: The Continuous Strategy Case”. Games and Economic Behavior 65.2 (2009): 406-429.
    PUB | DOI | WoS
     
  • [26]
    2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1633775
    Riedel, Frank. “Optimal Stopping With Multiple Priors”. ECONOMETRICA 77.3 (2009): 857-908.
    PUB | DOI | WoS
     
  • [25]
    2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1633307
    Riedel, Frank. “Optimal consumption choice with intolerance for declining standard of living”. Journal of Mathematical Economics 45.7-8 (2009): 449-464.
    PUB | DOI | WoS
     
  • [24]
    2008 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316258 OA
    Jäger, Gerhard, Koch-Metzger, Lars, and Riedel, Frank. Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals. Bielefeld: Universität Bielefeld, 2008. Working Papers. Institute of Mathematical Economics. 420.
    PUB | PDF
     
  • [23]
    2008 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316111 OA
    Martins-da-Rocha, Victor Filipe, and Riedel, Frank. On equilibrium prices in continuous time. Bielefeld: Universität Bielefeld, 2008. Working Papers. Institute of Mathematical Economics. 397.
    PUB | PDF
     
  • [22]
    2007 | Diskussionspapier | Veröffentlicht | PUB-ID: 2315664 OA
    Riedel, Frank. Optimal consumption choice with intolerance for declining standard of living. Bielefeld: Universität Bielefeld, 2007. Working Papers. Institute of Mathematical Economics. 394.
    PUB | PDF
     
  • [21]
    2007 | Diskussionspapier | Veröffentlicht | PUB-ID: 2315688 OA
    Heidhues, Paul, and Riedel, Frank. Do social preferences matter in competitive markets?. Bielefeld: Universität Bielefeld, 2007. Working Papers. Institute of Mathematical Economics. 392.
    PUB | PDF
     
  • [20]
    2007 | Diskussionspapier | Veröffentlicht | PUB-ID: 1944648 OA
    Riedel, Frank. Optimal Stopping under Ambiguity. Bielefeld: Universität Bielefeld, 2007. Working Papers. Institute of Mathematical Economics. 390.
    PUB | PDF
     
  • [19]
    2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944862
    Martins--da--Rocha, F., and Riedel, Frank. “Stochastic Equilibria For Economies Under Uncertainty With Intertemporal Substitution”. Annals of Finance 2.1 (2006): 101-122.
    PUB | DOI
     
  • [18]
    2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944886
    Riedel, Frank, and Wolfstetter, E. “Immediate Demand Reduction in Simultaneous Ascending Bid Auctions: A Uniqueness Result”. Economic Theory 29.3 (2006): 721-726.
    PUB | DOI | WoS
     
  • [17]
    2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944838
    Cressman, R., Hofbauer, J., and Riedel, Frank. “Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space”. Journal of Theoretical Biology 239.2 (2006): 273-288.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [16]
    2005 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944873
    Riedel, Frank. “Generic Determinacy of Equilibria with Local Substitution”. Journal of Mathematical Economics 41.4-5 (2005): 603-616.
    PUB | DOI | WoS
     
  • [15]
    2004 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1945039
    Riedel, Frank. “Heterogeneous Time Preferences and Humps in the Yield Curve: The Preferred Habitat Theory Revisited”. European Journal of Finance 10.1 (2004): 3-22.
    PUB | DOI
     
  • [14]
    2004 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944875
    Riedel, Frank. “Dynamic Coherent Risk Measures”. Stochastic Processes and Their Applications 112.2 (2004): 185-200.
    PUB | DOI | WoS
     
  • [13]
    2003 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944842
    Grimm, Veronika, Riedel, Frank, and Wolfstetter, Elmar. “Low Price Equilibrium in Multi–Unit Auctions: The GSM Spectrum Auction in Germany”. International Journal of Industrial Organization 21.10 (2003): 1557-1569.
    PUB | DOI | WoS
     
  • [12]
    2003 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944846
    Grimm, Veronika, Riedel, Frank, and Wolfstetter, Elmar. “Implementing Efficient Market Structure: Optimal Licensing in Natural Oligopoly When Tax Revenue Matters”. Review of Economic Design 7.4 (2003): 443-463.
    PUB | DOI
     
  • [11]
    2003 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1945040
    Riedel, Frank. “Arrow-Debreu Equilibria with Asymptotically Heterogeneous Expectations Exist”. Economic Theory 21.4 (2003): 929-934.
    PUB | DOI | WoS
     
  • [10]
    2002 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944850
    Grimm, V., Riedel, Frank, and Wolfstetter, E. “The Third Generation (UMTS) Spectrum License Auction in Germany”. ifo Studien 48 (2002): 123-143.
    PUB
     
  • [9]
    2002 | Report | Veröffentlicht | PUB-ID: 1943797
    Bank, P., and Riedel, Frank. Optimal Dynamic Choice of Durable and Perishable Goods. Humboldt University Berlin, 2002.
    PUB
     
  • [8]
    2002 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944865
    Oechssler, J., and Riedel, Frank. “On the Dynamic Foundation of Evolutionary Stability in Continuous Models”. Journal of Economic Theory 107 (2002): 223-252.
    PUB
     
  • [7]
    2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944829
    Bank, P., and Riedel, Frank. “Existence and Structure of Stochastic Equilibria with Intertemporal Substitution”. Finance and Stochastics 5 (2001): 487-509.
    PUB
     
  • [6]
    2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944877
    Riedel, Frank. “Existence of Arrow–Radner Equilibrium with Endogenously Complete Markets under Incomplete Information”. Journal of Economic Theory 97 (2001): 109-122.
    PUB
     
  • [5]
    2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944832
    Bank, P., and Riedel, Frank. “Optimal Consumption Choice Under Uncertainty with Intertemporal Substitution”. Annals of Applied Probability 11 (2001): 750-788.
    PUB
     
  • [4]
    2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944868
    Oechssler, J., and Riedel, Frank. “Evolutionary Dynamics on Infinite Strategy Spaces”. Economic Theory 7 (2001): 141-162.
    PUB
     
  • [3]
    2000 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944835
    Bank, P., and Riedel, Frank. “Non-Time Additive Utility Optimization –- the Case of Certainty”. Journal of Mathematical Economics 33 (2000): 271-290.
    PUB
     
  • [2]
    2000 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944879
    Riedel, Frank. “Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate”. European Finance Review 4 (2000): 51-67.
    PUB
     
  • [1]
    2000 | Monographie | Veröffentlicht | PUB-ID: 1944881
    Riedel, Frank. Imperfect Information and Investor Heterogeneity in the Bond Market. Heidelberg: Physica, 2000.
    PUB
     

Suche

Publikationen filtern

Darstellung / Sortierung

Export / Einbettung