PUB - Publikationen an der Universität Bielefeld

Alle markieren

• [98]
  

  2025 | Diskussionspapier | Veröffentlicht | PUB-ID: 3001086

  Beißner, Patrick, and Riedel, Frank. Belief-neutral efficiency in financial markets. Bielefeld: Center for Mathematical Economics, 2025. Center for Mathematical Economics Working Papers. 702.

  PUB | PDF
   
• [97]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2999543

  Dawid, Herbert, Riedel, Frank, Steg, Jan-Henrik, and Wen, Xingang. Cash-constrained R&D Investment. Bielefeld: Center for Mathematical Economics, 2024. Center for Mathematical Economics Working Papers. 699.

  PUB | PDF
   
• [96]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2993333

  Lécuyer, Emy, Riedel, Frank, and Stanca, Lorenzo. Arbitrage Pricing in Convex, Cash-Additive Markets. Bielefeld: Center for Mathematical Economics, 2024. Center for Mathematical Economics Working Papers. 694.

  PUB | PDF
   
• [95]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2992835

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

  PUB | PDF
   
• [94]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2990761

  Bauch, Gerrit, and Riedel, Frank. “The Texas Shoot-Out under Knightian uncertainty”. Games and Economic Behaviour 146 (2024): 35-50.

  PUB | DOI | WoS
   
• [93]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2990509

  Federico, Salvatore, Ferrari, Giorgio, Riedel, Frank, and Röckner, Michael. Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces. Bielefeld: Center for Mathematical Economics, 2024. Center for Mathematical Economics Working Papers. 692.

  PUB | PDF
   
• [92]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2987106

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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

  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: 2316111

  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
   
• [23]
  

  2008 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316258

  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
   
• [22]
  

  2007 | Diskussionspapier | Veröffentlicht | PUB-ID: 2315664

  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

  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

  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