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33 Publikationen

2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2675321 OA
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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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2677397
Riedel, F., & Sass, L., 2014. Ellsberg games. Theory and Decision, 76(4), p 469-509.
PUB | DOI | WoS
 
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901523 OA
Bleile, J., 2014. Cautious Belief Formation, Center for Mathematical Economics Working Papers, no.507, Bielefeld: Center for Mathematical Economics.
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901673 OA
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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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901565 OA
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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2013 | Bielefelder E-Dissertation | PUB-ID: 2632479 OA
Sass, L., 2013. Ellsberg games and the strategic use of ambiguity in normal and extensive form games, Bielefeld: Universität Bielefeld.
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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.
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2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674088 OA
Sass, L., 2013. Kuhn's Theorem for Extensive Form Ellsberg Games, Center for Mathematical Economics Working Papers, no.478, Bielefeld: Center for Mathematical Economics.
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2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2675233 OA
Herzberg, F., 2013. Aggregation of Monotonic Bernoullian Archimedean preferences: Arrovian impossibility results, Center for Mathematical Economics Working Papers, no.488, Bielefeld: Center for Mathematical Economics.
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2013 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 2901275
Löwes, B., & Giegerich, R., 2013. Avoiding Ambiguity and Assessing Uniqueness in Minisatellite Alignment. In T. Beißbarth, et al., eds. German Conference on Bioinformatics 2013. OpenAccess Series in Informatics (OASIcs). no.34 Dagstuhl, Germany: Schloss Dagstuhl - Leibniz-Zentrum für Informatik, pp. 110-124.
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2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671725 OA
Kuzmics, C., 2012. Inferring preferences from choices under uncertainty, Working Papers. Institute of Mathematical Economics, no.462, Bielefeld: Universität Bielefeld.
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2011 | Diskussionspapier | Veröffentlicht | PUB-ID: 2900046 OA
Chudjakow, T., 2011. A Note on Equity Premia in Markets with Heterogeneous Agents, Working Papers. Institute of Mathematical Economics., no.444, Bielefeld: Center for Mathematical Economics.
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2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2003355
Giegerich, R., & Hoener Zu Siederdissen, C., 2011. Semantics and Ambiguity of Stochastic RNA Family Models. IEEE/ACM Transactions on Computational Biology and Bioinformatics, 8(2), p 499-516.
PUB | DOI | WoS | PubMed | Europe PMC
 
2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2909314 OA
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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2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316474 OA
Bier, M., 2010. Characterization of time-consistent sets of measures in finite trees, Working Papers. Institute of Mathematical Economics, no.434, Bielefeld: Universität Bielefeld.
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2010 | Diskussionspapier | Veröffentlicht | PUB-ID: 1943934 OA
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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2010 | Bielefelder E-Dissertation | PUB-ID: 2302541 OA
Chudjakow, T., 01T00:00:00Z.01.1970 On Knightian uncertainty models : optimal behavior in presence of model uncertainty, Bielefeld (Germany): Bielefeld University.
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2009 | Bielefelder E-Dissertation | PUB-ID: 2305085 OA
Bier, M., 01T00:00:00Z.01.1970 On dynamic Knightian uncertainty models : time-consistency and optimal behavior, Bielefeld (Germany): Bielefeld University.
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2009 | Diskussionspapier | Veröffentlicht | PUB-ID: 2316418 OA
Chudjakow, T., & Vorbrink, J., 2009. Exercise strategies for American exotic options under ambiguity, Working Papers. Institute of Mathematical Economics, no.421, Bielefeld: Universität Bielefeld.
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2009 | Diskussionspapier | Veröffentlicht | PUB-ID: 1943958 OA
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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2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1636039
Labudda, K., et al., 2009. Decision making in patients with temporal lobe epilepsy. NEUROPSYCHOLOGIA, 47(1), p 50-58.
PUB | DOI | WoS | PubMed | Europe PMC
 
2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1633775
Riedel, F., 2009. Optimal Stopping With Multiple Priors. ECONOMETRICA, 77(3), p 857-908.
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2007 | Diskussionspapier | Veröffentlicht | PUB-ID: 1944648 OA
Riedel, F., 2007. Optimal Stopping under Ambiguity, Working Papers. Institute of Mathematical Economics, no.390, Bielefeld: Universität Bielefeld.
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