Details about Frank Riedel
Access statistics for papers by Frank Riedel.
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Shortid: pri99
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Working Papers
2022
 Demographic Changes and Asset Prices in an Overlapping Generations Model
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
 Efficient Allocations under Ambiguous Model Uncertainty
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
Also in PSE Working Papers, HAL (2022) Working Papers, HAL (2022)
 Optimal Consumption for Recursive Preferences with Local Substitution  the Case of Certainty
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
 The Texas ShootOut under Knightian Uncertainty
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
 The Texas Shootout under Uncertainty
Papers, arXiv.org
2021
 Viability and Arbitrage under Knightian Uncertainty
Papers, arXiv.org View citations (6)
Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2017) View citations (8)
See also Journal Article in Econometrica (2021)
2020
 A Decompostion of General Premium Principles into Risk and Deviation
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
Also in Papers, arXiv.org (2020)
See also Journal Article in Insurance: Mathematics and Economics (2021)
 A Knightian Irreversible Investment Problem
Papers, arXiv.org View citations (1)
Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2020) View citations (1)
 Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
2019
 Equilibria Under Knightian Price Uncertainty
Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition View citations (12)
Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2018)
See also Journal Article in Econometrica (2019)
 On a Class of InfiniteDimensional Singular Stochastic Control Problems
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
2018
 Dynamically Consistent αMaxmin Expected Utility
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
 Dynamically consistent preferences under imprecise probabilistic information
PSEEcole d'économie de Paris (Postprint), HAL View citations (11)
Also in PSE Working Papers, HAL (2017) Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2017) Working Papers, HAL (2017) Université Paris1 PanthéonSorbonne (PostPrint and Working Papers), HAL (2017) PostPrint, HAL (2018) View citations (11) Université Paris1 PanthéonSorbonne (PostPrint and Working Papers), HAL (2018) View citations (11)
See also Journal Article in Journal of Mathematical Economics (2018)
2017
 Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
 Existence of financial equilibria in continuous time with potentially complete markets
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (14)
Also in Papers, arXiv.org (2012) View citations (1)
See also Journal Article in Journal of Mathematical Economics (2013)
 Intertemporal equilibria with Knightian uncertainty
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
Also in Working Papers, Department of Research, Ipag Business School (2013) View citations (34) PostPrint, HAL (2013) View citations (34)
See also Journal Article in Journal of Economic Theory (2013)
 Uncertain acts in games
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (3)
See also Journal Article in Homo Oeconomicus: Journal of Behavioral and Institutional Economics (2017)
2016
 Disambiguation of Ellsberg equilibria in 2x2 normal form games
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (1)
 Distorted Voronoi languages
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
 Finance without probabilistic prior assumptions
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (5)
Also in Papers, arXiv.org (2011) View citations (9)
 KnightWalras Equilibria
Papers, arXiv.org
Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2016)
 Kuhn's Theorem for Extensive Form Ellsberg Games
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (9)
See also Journal Article in Journal of Mathematical Economics (2017)
 NonImplementability of ArrowDebreu Equilibria by Continuous Trading under Knightian Uncertainty
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (2)
Also in Papers, arXiv.org (2014) View citations (2)
 The Continuous Logit Dynamic and Price Dispersion
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (2)
 The strategic use of ambiguity
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (3)
2015
 ContinuousTime Public Good Contribution under Uncertainty: A Stochastic Control Approach
Papers, arXiv.org View citations (6)
2014
 A Dynamic Extension of the FosterHart Measure of Riskiness
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (3)
See also Journal Article in Journal of Mathematical Economics (2015)
 Generalized Kuhn–Tucker conditions for NFirm stochastic irreversible investment under limited resources
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (7)
Also in Papers, arXiv.org (2013) View citations (8)
 Optimal consumption and portfolio choice with ambiguity
Papers, arXiv.org View citations (25)
Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2014) View citations (25)
 SubgamePerfect Equilibria in Stochastic Timing Games
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (10)
See also Journal Article in Journal of Mathematical Economics (2017)
 The FosterHart measure of riskiness for general gambles
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (2)
Also in VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013) View citations (1) Papers, arXiv.org (2013) View citations (1)
See also Journal Article in Theoretical Economics (2015)
2013
 Ellsberg Games
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association View citations (1)
See also Journal Article in Theory and Decision (2014)
2011
 Do social preferences matter in competitive markets?
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (6)
 Evolutionary stability of first price auctions
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (3)
See also Journal Article in Dynamic Games and Applications (2012)
 On equilibrium prices in continuous time
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
Also in Papers, arXiv.org (2008) View citations (1) FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance  FGV EPGE (Brazil) (2008)
See also Journal Article in Journal of Economic Theory (2010)
 Optimal consumption choice with intolerance for declining standard of living
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
See also Journal Article in Journal of Mathematical Economics (2009)
 OtherRegarding Preferences in General Equilibrium
ULB Institutional Repository, ULB  Universite Libre de Bruxelles View citations (92)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (16)
See also Journal Article in Review of Economic Studies (2011)
 Voronoi languages. Equilibria in cheaptalk games with highdimensional types and few signals
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (14)
2010
 Optimal Stopping under Ambiguity
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (4)
 Optimal Stopping under Ambiguity in Continuous Time
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (4)
 The Best Choice Problem under Ambiguity
Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (2)
See also Journal Article in Economic Theory (2013)
2006
 On Irreversible Investment
Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE)
See also Journal Article in Finance and Stochastics (2011)
2005
 Brownvon NeumannNash Dynamics: The Continuous Strategy Case
Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim View citations (5)
Also in Game Theory and Information, University Library of Munich, Germany (2005) Papers, Sonderforschungsbreich 504 (2005) View citations (1) Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) (2005) View citations (1)
See also Journal Article in Games and Economic Behavior (2009)
 Stability of the Replicator Equation for a SingleSpecies with a MultiDimensional Continuous Trait Space
Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) View citations (4)
2004
 Immediate Demand Reduction in Simultaneous Ascending Bid Auctions (new title: Immediate demand reduction in simultaneous ascendingbid auctions: a uniqueness result)
CESifo Working Paper Series, CESifo View citations (1)
2003
 Dynamic Coherent Risk Measures
Working Papers, Stanford University, Department of Economics View citations (15)
See also Journal Article in Stochastic Processes and their Applications (2004)
 Generic Determinacy of Equilibria with Local Substitution
GE, Growth, Math methods, University Library of Munich, Germany
Also in Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2002) 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)
 Optimal Dynamic Choice of Durable and Perishable Goods
Levine's Bibliography, UCLA Department of Economics View citations (6)
Also in Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) (2003) View citations (6)
2002
 Optimal Dynamic Choice of Durbale and Perishable Goods (joint with Peter Bank)
Theory workshop papers, UCLA Department of Economics
2001
 ArrowDebreu equilibria with asymptotically heterogeneous expectations exist
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
See also Journal Article in Economic Theory (2003)
 Low Price Equilibrium in MultiUnit Auctions: The GSM Spectrum Auction in Germany
CESifo Working Paper Series, CESifo View citations (11)
Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001) View citations (4)
See also Journal Article in International Journal of Industrial Organization (2003)
 Optimal consumption choice for ratchet investors
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
 The Third Generation (UMTS) Spectrum Auction in Germany
CESifo Working Paper Series, CESifo View citations (18)
Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001) View citations (12)
2000
 Existence and structure of stochastic equilibria with intertemporal substitution
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
See also Journal Article in Finance and Stochastics (2001)
 Implementing Efficient Market Structure
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (5)
Also in CESifo Working Paper Series, CESifo (2000) View citations (2) SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000) View citations (2)
 On the Dynamic Foundation of Evolutionary Stability in Continuous Models
Game Theory and Information, University Library of Munich, Germany View citations (1)
Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000) View citations (1) Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) (2000) View citations (1)
See also Journal Article in Journal of Economic Theory (2002)
1999
 Heterogeneous Time Preferences and Interest Rates  The Preferred Habitat Theory Revisited
Finance, University Library of Munich, Germany
Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1999)
See also Journal Article in The European Journal of Finance (2004)
 Optimal Consumption Choice under Uncertainty with Intertemporal Substitution
GE, Growth, Math methods, University Library of Munich, Germany View citations (3)
Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1999)
1998
 Evolutionary Dynamics on Infinite Strategy Spaces
Game Theory and Information, University Library of Munich, Germany View citations (4)
Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1998)
See also Journal Article in Economic Theory (2001)
 Imperfect Information Leads to Complete Markets if Dividends are Diffusions
Finance, University Library of Munich, Germany
 NonTime Additive Utility Optimization  the Case of Certainty
GE, Growth, Math methods, University Library of Munich, Germany View citations (3)
Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1998) View citations (2)
See also Journal Article in Journal of Mathematical Economics (2000)
1997
 A class of HealthJarrowMorton models in which the unbiased expectations hypothesis holds
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
 The term structure of interest rates when the growth rate is unobservable
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Journal Articles
2021
 A decomposition of general premium principles into risk and deviation
Insurance: Mathematics and Economics, 2021, 100, (C), 193209 View citations (1)
See also Working Paper (2020)
 Optimal consumption and portfolio choice with ambiguous interest rates and volatility
Economic Theory, 2021, 71, (3), 11891202 View citations (5)
 Viability and Arbitrage Under Knightian Uncertainty
Econometrica, 2021, 89, (3), 12071234 View citations (4)
See also Working Paper (2021)
2020
 Dynamically consistent alpha‐maxmin expected utility
Mathematical Finance, 2020, 30, (3), 10731102 View citations (4)
 Purification and disambiguation of Ellsberg equilibria
Economic Theory, 2020, 69, (3), 595636 View citations (5)
2019
 Equilibria Under Knightian Price Uncertainty
Econometrica, 2019, 87, (1), 3764 View citations (13)
See also Working Paper (2019)
2018
 Dynamically consistent preferences under imprecise probabilistic information
Journal of Mathematical Economics, 2018, 79, (C), 117124 View citations (11)
See also Working Paper (2018)
 Nonimplementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty
Finance and Stochastics, 2018, 22, (3), 603620 View citations (2)
2017
 Kuhn’s Theorem for extensive form Ellsberg games
Journal of Mathematical Economics, 2017, 68, (C), 2641 View citations (7)
See also Working Paper (2016)
 Subgameperfect equilibria in stochastic timing games
Journal of Mathematical Economics, 2017, 72, (C), 3650 View citations (17)
See also Working Paper (2014)
 Uncertain Acts in Games
Homo Oeconomicus: Journal of Behavioral and Institutional Economics, 2017, 34, (4), 275292 View citations (3)
See also Working Paper (2017)
2015
 A dynamic extension of the Foster–Hart measure of riskiness
Journal of Mathematical Economics, 2015, 59, (C), 6670 View citations (2)
See also Working Paper (2014)
 Dynamic Games and Applications: Second Special Issue on Population Games: Introduction
Dynamic Games and Applications, 2015, 5, (2), 155156
 Financial economics without probabilistic prior assumptions
Decisions in Economics and Finance, 2015, 38, (1), 7591 View citations (26)
 The FosterHart measure of riskiness for general gambles
Theoretical Economics, 2015, 10, (1) View citations (14)
See also Working Paper (2014)
 The logit dynamic for games with continuous strategy sets
Games and Economic Behavior, 2015, 91, (C), 268282 View citations (22)
2014
 Applications: Introduction to the Special Issue on Population Games
Dynamic Games and Applications, 2014, 4, (4), 377378
 Ellsberg games
Theory and Decision, 2014, 76, (4), 469509 View citations (9)
See also Working Paper (2013)
2013
 Existence of financial equilibria in continuous time with potentially complete markets
Journal of Mathematical Economics, 2013, 49, (5), 398404 View citations (19)
See also Working Paper (2017)
 Intertemporal equilibria with Knightian uncertainty
Journal of Economic Theory, 2013, 148, (4), 15821605 View citations (34)
See also Working Paper (2017)
 The best choice problem under ambiguity
Economic Theory, 2013, 54, (1), 7797 View citations (5)
See also Working Paper (2010)
2012
 Evolutionary Stability in First Price Auctions
Dynamic Games and Applications, 2012, 2, (1), 110128 View citations (4)
See also Working Paper (2011)
2011
 On irreversible investment
Finance and Stochastics, 2011, 15, (4), 607633 View citations (31)
See also Working Paper (2006)
 OtherRegarding Preferences in General Equilibrium
Review of Economic Studies, 2011, 78, (2), 613639 View citations (91)
See also Working Paper (2011)
 Voronoi languages
Games and Economic Behavior, 2011, 73, (2), 517537
2010
 On equilibrium prices in continuous time
Journal of Economic Theory, 2010, 145, (3), 10861112 View citations (7)
See also Working Paper (2011)
2009
 Brownvon NeumannNash dynamics: The continuous strategy case
Games and Economic Behavior, 2009, 65, (2), 406429 View citations (29)
See also Working Paper (2005)
 Optimal Stopping With Multiple Priors
Econometrica, 2009, 77, (3), 857908 View citations (98)
 Optimal consumption choice with intolerance for declining standard of living
Journal of Mathematical Economics, 2009, 45, (78), 449464 View citations (8)
See also Working Paper (2011)
2006
 Immediate demand reduction in simultaneous ascendingbid auctions: a uniqueness result
Economic Theory, 2006, 29, (3), 721726 View citations (11)
 Stochastic equilibria for economies under uncertainty with intertemporal substitution
Annals of Finance, 2006, 2, (1), 101122 View citations (6)
2005
 Generic determinacy of equilibria with local substitution
Journal of Mathematical Economics, 2005, 41, (45), 603616
See also Working Paper (2003)
2004
 Dynamic coherent risk measures
Stochastic Processes and their Applications, 2004, 112, (2), 185200 View citations (159)
See also Working Paper (2003)
 Heterogeneous time preferences and interest rates—the preferred habitat theory revisited
The European Journal of Finance, 2004, 10, (1), 322 View citations (1)
See also Working Paper (1999)
2003
 ArrowDebreu equilibria with asymptotically heterogeneous expectations exist
Economic Theory, 2003, 21, (4), 929934 View citations (4)
See also Working Paper (2001)
 Low price equilibrium in multiunit auctions: the GSM spectrum auction in Germany
International Journal of Industrial Organization, 2003, 21, (10), 15571569 View citations (46)
See also Working Paper (2001)
2002
 On the Dynamic Foundation of Evolutionary Stability in Continuous Models
Journal of Economic Theory, 2002, 107, (2), 223252 View citations (73)
See also Working Paper (2000)
2001
 Existence and structure of stochastic equilibria with intertemporal substitution
Finance and Stochastics, 2001, 5, (4), 487509 View citations (17)
See also Working Paper (2000)
 Existence of ArrowRadner Equilibrium with Endogenously Complete Markets under Incomplete Information
Journal of Economic Theory, 2001, 97, (1), 109122 View citations (11)
2000
 Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate
Review of Finance, 2000, 4, (1), 5167 View citations (9)
 Evolutionary dynamics on infinite strategy spaces
Economic Theory, 2001, 17, (1), 141162 View citations (20)
See also Working Paper (1998)
 Nontime additive utility optimizationthe case of certainty
Journal of Mathematical Economics, 2000, 33, (3), 271290 View citations (12)
See also Working Paper (1998)

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