Details about Frank Riedel

Access statistics for papers by Frank Riedel.

Last updated 2009-09-22. Update your information in the RePEc Author Service.

Short-id: pri99

Working Papers

2009

1. The Best Choice Problem under ambiguity
   Working Papers, Bielefeld University, Institute of Mathematical Economics

2008

2. On Equilibrium Prices in Continuous Time
   Quantitative Finance Papers, arXiv.org
   Also in Working Papers, Bielefeld University, Institute of Mathematical Economics (2008)
   Economics Working Papers (Ensaios Economicos da EPGE), Graduate School of Economics, Getulio Vargas Foundation (Brazil) (2008)
3. Other-Regarding Preference in General Equilibrium
   ECARES Working Papers, Université Libre de Bruxelles, Ecares
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations

2007

4. Do social preferences matter in competitive markets?
   Working Papers, Bielefeld University, Institute of Mathematical Economics View citations
5. Optimal consumption choice with intolerance for declining standard of living
   Working Papers, Bielefeld University, Institute of Mathematical Economics
   See also Journal Article in Journal of Mathematical Economics (2009)
6. Optimal stopping under ambiguity
   Working Papers, Bielefeld University, Institute of Mathematical Economics

2006

7. On Irreversible Investment
   Bonn Econ Discussion Papers, University of Bonn, Germany View citations

2005

8. Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case
   Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations
   Also in Bonn Econ Discussion Papers, University of Bonn, Germany (2005) View citations
   Game Theory and Information, EconWPA (2005)
   See also Journal Article in Games and Economic Behavior (2009)
9. Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space
   Bonn Econ Discussion Papers, University of Bonn, Germany View citations

2004

10. Immediate Demand Reduction in Simultaneous Ascending Bid Auctions
    CESifo Working Paper Series, CESifo Group Munich View citations

2003

11. Dynamic Coherent Risk Measures
    Working Papers, Stanford University, Department of Economics View citations
12. Generic Determinacy of Equilibria with Local Substitution
    GE, Growth, Math methods, EconWPA
    Also in Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2002)
    See also Journal Article in Journal of Mathematical Economics (2005)
13. Optimal Dynamic Choice of Durable and Perishable Goods
    Levine's Bibliography, UCLA Department of Economics
    Also in Bonn Econ Discussion Papers, University of Bonn, Germany (2003)

2002

14. Optimal Dynamic Choice of Durbale and Perishable Goods (joint with Peter Bank)
    Theory workshop papers, UCLA Department of Economics

2001

15. Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany
    CESifo Working Paper Series, CESifo Group Munich View citations
    Also in Working Papers, Humboldt University, Sonderforschungsbereich 373 View citations
    See also Journal Article in International Journal of Industrial Organization (2003)
16. The Third Generation (UMTS) Spectrum Auction in Germany
    CESifo Working Paper Series, CESifo Group Munich View citations
    Also in Working Papers, Humboldt University, Sonderforschungsbereich 373 View citations

2000

17. Implementing Efficient Market Structure
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations
    Also in Working Papers, Humboldt University, Sonderforschungsbereich 373 View citations
    CESifo Working Paper Series, CESifo Group Munich (2000) View citations
18. On the Dynamic Foundation of Evolutionary Stability in Continuous Models
    Bonn Econ Discussion Papers, University of Bonn, Germany View citations
    Also in Working Papers, Humboldt University, Sonderforschungsbereich 373 View citations
    Game Theory and Information, EconWPA (2000) View citations
    See also Journal Article in Journal of Economic Theory (2002)

1999

19. Evolutionary Dynamics on Infinite Strategy Spaces
    Discussion Paper Serie A, University of Bonn, Germany View citations
    Also in Game Theory and Information, EconWPA (1998)
    Working Papers, Humboldt University, Sonderforschungsbereich 373 View citations
20. Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited
    Finance, EconWPA
    Also in Working Papers, Humboldt University, Sonderforschungsbereich 373
    See also Journal Article in European Journal of Finance (2004)
21. Optimal Consumption Choice under Uncertainty with Intertemporal Substitution
    GE, Growth, Math methods, EconWPA
    Also in Working Papers, Humboldt University, Sonderforschungsbereich 373

1998

22. Imperfect Information Leads to Complete Markets if Dividends are Diffusions
    Finance, EconWPA
23. Non-Time Additive Utility Optimization - the Case of Certainty
    GE, Growth, Math methods, EconWPA View citations
    Also in Working Papers, Humboldt University, Sonderforschungsbereich 373
    See also Journal Article in Journal of Mathematical Economics (2000)

Undated

24. A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds
    Working Papers, Humboldt University, Sonderforschungsbereich 373
25. Arrow- Debreu Equilibria With Asymptotically Heterogeneous Expectations Exist
    Working Papers, Humboldt University, Sonderforschungsbereich 373
    See also Journal Article in Economic Theory (2003)
26. Existence and Structure of Stochastic Equilibria with Intertemporal Substitution
    Working Papers, Humboldt University, Sonderforschungsbereich 373
    See also Journal Article in Finance and Stochastics (2001)
27. Optimal Consumption Choice for Ratchet Investors
    Working Papers, Humboldt University, Sonderforschungsbereich 373
28. The Term Structure of Interest Rates when the Growth Rate is Unobservable
    Working Papers, Humboldt University, Sonderforschungsbereich 373

Journal Articles

2009

1. Brown-von Neumann-Nash dynamics: The continuous strategy case
   Games and Economic Behavior, 2009, 65, (2), 406-429 View citations
   See also Working Paper (2005)
2. Optimal Stopping With Multiple Priors
   Econometrica, 2009, 77, (3), 857-908 View citations
3. Optimal consumption choice with intolerance for declining standard of living
   Journal of Mathematical Economics, 2009, 45, (7-8), 449-464
   See also Working Paper (2007)

2006

4. Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result
   Economic Theory, 2006, 29, (3), 721-726
5. Stochastic equilibria for economies under uncertainty with intertemporal substitution
   Annals of Finance, 2006, 2, (1), 101-122 View citations

2005

6. Generic determinacy of equilibria with local substitution
   Journal of Mathematical Economics, 2005, 41, (4-5), 603-616
   See also Working Paper (2003)

2004

7. Heterogeneous time preferences and interest rates--the preferred habitat theory revisited
   European Journal of Finance, 2004, 10, (1), 3-22
   See also Working Paper (1999)

2003

8. Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist
   Economic Theory, 2003, 21, (4), 929-934
   See also Working Paper
9. Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany
   International Journal of Industrial Organization, 2003, 21, (10), 1557-1569 View citations
   See also Working Paper (2001)

2002

10. On the Dynamic Foundation of Evolutionary Stability in Continuous Models
    Journal of Economic Theory, 2002, 107, (2), 223-252 View citations
    See also Working Paper (2000)

2001

11. Existence and structure of stochastic equilibria with intertemporal substitution
    Finance and Stochastics, 2001, 5, (4), 487-509 View citations
    See also Working Paper
12. Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information
    Journal of Economic Theory, 2001, 97, (1), 109-122 View citations

2000

13. Non-time additive utility optimization--the case of certainty
    Journal of Mathematical Economics, 2000, 33, (3), 271-290 View citations
    See also Working Paper (1998)
14. research articles: Evolutionary dynamics on infinite strategy spaces
    Economic Theory, 2001, 17, (1), 141-162