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Details about Frank Riedel

E-mail:
Homepage:http://wwwhomes.uni-bielefeld.de/friedel
Phone:+49 521 106 5647
Postal address:Center for Mathematical Economics Bielefeld University Postfach 100131 33501 Bielefeld Germany
Workplace:Faculty of Economic and Financial Sciences, University of Johannesburg, (more information at EDIRC)
Institut für Mathematische Wirtschaftsforschung (Center for Mathematical Economics), Universität Bielefeld (University of Bielefeld), (more information at EDIRC)

Access statistics for papers by Frank Riedel.

Last updated 2019-04-08. Update your information in the RePEc Author Service.

Short-id: pri99


Jump to Journal Articles

Working Papers

2019

  1. Equilibria Under Knightian Price Uncertainty
    Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition Downloads View citations (1)
    Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2018) Downloads

    See also Journal Article in Econometrica (2019)
  2. Viability and Arbitrage under Knightian Uncertainty
    Papers, arXiv.org Downloads
    Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2017) Downloads

2018

  1. Dynamically Consistent α-Maxmin Expected Utility
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads
  2. Dynamically consistent preferences under imprecise probabilistic information
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2017) Downloads
    PSE Working Papers, HAL (2017) Downloads

    See also Journal Article in Journal of Mathematical Economics (2018)

2017

  1. Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
  2. Existence of financial equilibria in continuous time with potentially complete markets
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (13)
    Also in Papers, arXiv.org (2012) Downloads

    See also Journal Article in Journal of Mathematical Economics (2013)
  3. Intertemporal equilibria with Knightian uncertainty
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads
    Also in Post-Print, HAL (2013) Downloads View citations (15)
    Working Papers, Department of Research, Ipag Business School (2013) Downloads View citations (6)

    See also Journal Article in Journal of Economic Theory (2013)
  4. Uncertain acts in games
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (2)
    See also Journal Article in Homo Oeconomicus: Journal of Behavioral and Institutional Economics (2017)

2016

  1. Disambiguation of Ellsberg equilibria in 2x2 normal form games
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (1)
  2. Distorted Voronoi languages
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads
  3. Finance without probabilistic prior assumptions
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (5)
    Also in Papers, arXiv.org (2011) Downloads View citations (6)
  4. Knight--Walras Equilibria
    Papers, arXiv.org Downloads
    Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2016) Downloads
  5. Kuhn's Theorem for Extensive Form Ellsberg Games
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (9)
    See also Journal Article in Journal of Mathematical Economics (2017)
  6. Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (1)
    Also in Papers, arXiv.org (2014) Downloads View citations (2)
  7. The Continuous Logit Dynamic and Price Dispersion
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (1)
  8. The strategic use of ambiguity
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (3)

2015

  1. Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach
    Papers, arXiv.org Downloads View citations (2)

2014

  1. A Dynamic Extension of the Foster-Hart Measure of Riskiness
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (2)
    See also Journal Article in Journal of Mathematical Economics (2015)
  2. Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (6)
    Also in Papers, arXiv.org (2013) Downloads View citations (5)
  3. Optimal consumption and portfolio choice with ambiguity
    Papers, arXiv.org Downloads View citations (10)
    Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2014) Downloads View citations (10)
  4. Subgame-Perfect Equilibria in Stochastic Timing Games
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (8)
    See also Journal Article in Journal of Mathematical Economics (2017)
  5. The Foster-Hart measure of riskiness for general gambles
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (2)
    Also in Papers, arXiv.org (2013) Downloads View citations (1)
    Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013) Downloads View citations (1)

    See also Journal Article in Theoretical Economics (2015)

2013

  1. Ellsberg Games
    Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association Downloads View citations (1)
    See also Journal Article in Theory and Decision (2014)

2011

  1. Do social preferences matter in competitive markets?
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (6)
  2. Evolutionary stability of first price auctions
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (1)
    See also Journal Article in Dynamic Games and Applications (2012)
  3. On equilibrium prices in continuous time
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads
    Also in Papers, arXiv.org (2008) Downloads View citations (1)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2008) Downloads

    See also Journal Article in Journal of Economic Theory (2010)
  4. Optimal consumption choice with intolerance for declining standard of living
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads
    See also Journal Article in Journal of Mathematical Economics (2009)
  5. Other-Regarding Preferences in General Equilibrium
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (44)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (16)

    See also Journal Article in Review of Economic Studies (2011)
  6. Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (9)

2010

  1. Optimal Stopping under Ambiguity
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads
  2. Optimal Stopping under Ambiguity in Continuous Time
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (5)
  3. The Best Choice Problem under Ambiguity
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University Downloads View citations (3)
    See also Journal Article in Economic Theory (2013)

2006

  1. On Irreversible Investment
    Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) Downloads
    See also Journal Article in Finance and Stochastics (2011)

2005

  1. Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case
    Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) Downloads View citations (1)
    Also in Papers, Sonderforschungsbreich 504 (2005) Downloads View citations (1)
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim (2005) Downloads View citations (5)
    Game Theory and Information, University Library of Munich, Germany (2005) Downloads

    See also Journal Article in Games and Economic Behavior (2009)
  2. Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space
    Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) Downloads View citations (3)

2004

  1. Immediate Demand Reduction in Simultaneous Ascending Bid Auctions (new title: Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result)
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)

2003

  1. Dynamic Coherent Risk Measures
    Working Papers, Stanford University, Department of Economics Downloads View citations (15)
    See also Journal Article in Stochastic Processes and their Applications (2004)
  2. Generic Determinacy of Equilibria with Local Substitution
    GE, Growth, Math methods, University Library of Munich, Germany Downloads
    Also in Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2002) Downloads
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (2002) Downloads

    See also Journal Article in Journal of Mathematical Economics (2005)
  3. Optimal Dynamic Choice of Durable and Perishable Goods
    Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) Downloads View citations (2)

2002

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

2001

  1. Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads
    See also Journal Article in Economic Theory (2003)
  2. Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (10)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001) Downloads View citations (3)

    See also Journal Article in International Journal of Industrial Organization (2003)
  3. Optimal consumption choice for ratchet investors
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads
  4. The Third Generation (UMTS) Spectrum Auction in Germany
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (14)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001) Downloads View citations (6)

2000

  1. 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 Downloads
    See also Journal Article in Finance and Stochastics (2001)
  2. Implementing Efficient Market Structure
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (5)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000) Downloads View citations (2)
    CESifo Working Paper Series, CESifo Group Munich (2000) Downloads View citations (1)
  3. On the Dynamic Foundation of Evolutionary Stability in Continuous Models
    Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) Downloads View citations (1)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000) Downloads View citations (1)
    Game Theory and Information, University Library of Munich, Germany (2000) Downloads View citations (1)

    See also Journal Article in Journal of Economic Theory (2002)

1999

  1. Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited
    Finance, University Library of Munich, Germany Downloads
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1999) Downloads

    See also Journal Article in The European Journal of Finance (2004)
  2. Optimal Consumption Choice under Uncertainty with Intertemporal Substitution
    GE, Growth, Math methods, University Library of Munich, Germany Downloads View citations (2)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1999) Downloads

1998

  1. Evolutionary Dynamics on Infinite Strategy Spaces
    Game Theory and Information, University Library of Munich, Germany Downloads View citations (4)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1998) Downloads

    See also Journal Article in Economic Theory (2001)
  2. Imperfect Information Leads to Complete Markets if Dividends are Diffusions
    Finance, University Library of Munich, Germany Downloads
  3. Non-Time Additive Utility Optimization - the Case of Certainty
    GE, Growth, Math methods, University Library of Munich, Germany Downloads View citations (2)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1998) Downloads View citations (1)

    See also Journal Article in Journal of Mathematical Economics (2000)

1997

  1. A class of Health-Jarrow-Morton 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 Downloads
  2. 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 Downloads

Journal Articles

2019

  1. Equilibria Under Knightian Price Uncertainty
    Econometrica, 2019, 87, (1), 37-64 Downloads View citations (1)
    See also Working Paper (2019)

2018

  1. Dynamically consistent preferences under imprecise probabilistic information
    Journal of Mathematical Economics, 2018, 79, (C), 117-124 Downloads View citations (1)
    See also Working Paper (2018)
  2. Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty
    Finance and Stochastics, 2018, 22, (3), 603-620 Downloads

2017

  1. Kuhn’s Theorem for extensive form Ellsberg games
    Journal of Mathematical Economics, 2017, 68, (C), 26-41 Downloads View citations (5)
    See also Working Paper (2016)
  2. Subgame-perfect equilibria in stochastic timing games
    Journal of Mathematical Economics, 2017, 72, (C), 36-50 Downloads View citations (5)
    See also Working Paper (2014)
  3. Uncertain Acts in Games
    Homo Oeconomicus: Journal of Behavioral and Institutional Economics, 2017, 34, (4), 275-292 Downloads View citations (2)
    See also Working Paper (2017)

2015

  1. A dynamic extension of the Foster–Hart measure of riskiness
    Journal of Mathematical Economics, 2015, 59, (C), 66-70 Downloads View citations (2)
    See also Working Paper (2014)
  2. Dynamic Games and Applications: Second Special Issue on Population Games: Introduction
    Dynamic Games and Applications, 2015, 5, (2), 155-156 Downloads
  3. Financial economics without probabilistic prior assumptions
    Decisions in Economics and Finance, 2015, 38, (1), 75-91 Downloads View citations (8)
  4. The Foster-Hart measure of riskiness for general gambles
    Theoretical Economics, 2015, 10, (1) Downloads View citations (6)
    See also Working Paper (2014)
  5. The logit dynamic for games with continuous strategy sets
    Games and Economic Behavior, 2015, 91, (C), 268-282 Downloads View citations (8)

2014

  1. Applications: Introduction to the Special Issue on Population Games
    Dynamic Games and Applications, 2014, 4, (4), 377-378 Downloads
  2. Ellsberg games
    Theory and Decision, 2014, 76, (4), 469-509 Downloads View citations (9)
    See also Working Paper (2013)

2013

  1. Existence of financial equilibria in continuous time with potentially complete markets
    Journal of Mathematical Economics, 2013, 49, (5), 398-404 Downloads View citations (11)
    See also Working Paper (2017)
  2. Intertemporal equilibria with Knightian uncertainty
    Journal of Economic Theory, 2013, 148, (4), 1582-1605 Downloads View citations (15)
    See also Working Paper (2017)
  3. The best choice problem under ambiguity
    Economic Theory, 2013, 54, (1), 77-97 Downloads View citations (2)
    See also Working Paper (2010)

2012

  1. Evolutionary Stability in First Price Auctions
    Dynamic Games and Applications, 2012, 2, (1), 110-128 Downloads View citations (4)
    See also Working Paper (2011)

2011

  1. On irreversible investment
    Finance and Stochastics, 2011, 15, (4), 607-633 Downloads View citations (14)
    See also Working Paper (2006)
  2. Other-Regarding Preferences in General Equilibrium
    Review of Economic Studies, 2011, 78, (2), 613-639 Downloads View citations (44)
    See also Working Paper (2011)
  3. Voronoi languages
    Games and Economic Behavior, 2011, 73, (2), 517-537 Downloads

2010

  1. On equilibrium prices in continuous time
    Journal of Economic Theory, 2010, 145, (3), 1086-1112 Downloads View citations (6)
    See also Working Paper (2011)

2009

  1. Brown-von Neumann-Nash dynamics: The continuous strategy case
    Games and Economic Behavior, 2009, 65, (2), 406-429 Downloads View citations (20)
    See also Working Paper (2005)
  2. Optimal Stopping With Multiple Priors
    Econometrica, 2009, 77, (3), 857-908 Downloads View citations (67)
  3. Optimal consumption choice with intolerance for declining standard of living
    Journal of Mathematical Economics, 2009, 45, (7-8), 449-464 Downloads View citations (4)
    See also Working Paper (2011)

2006

  1. Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result
    Economic Theory, 2006, 29, (3), 721-726 Downloads View citations (10)
  2. Stochastic equilibria for economies under uncertainty with intertemporal substitution
    Annals of Finance, 2006, 2, (1), 101-122 Downloads View citations (6)

2005

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

2004

  1. Dynamic coherent risk measures
    Stochastic Processes and their Applications, 2004, 112, (2), 185-200 Downloads View citations (79)
    See also Working Paper (2003)
  2. Heterogeneous time preferences and interest rates—the preferred habitat theory revisited
    The European Journal of Finance, 2004, 10, (1), 3-22 Downloads View citations (1)
    See also Working Paper (1999)

2003

  1. Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist
    Economic Theory, 2003, 21, (4), 929-934 Downloads View citations (1)
    See also Working Paper (2001)
  2. Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany
    International Journal of Industrial Organization, 2003, 21, (10), 1557-1569 Downloads View citations (40)
    See also Working Paper (2001)

2002

  1. On the Dynamic Foundation of Evolutionary Stability in Continuous Models
    Journal of Economic Theory, 2002, 107, (2), 223-252 Downloads View citations (51)
    See also Working Paper (2000)

2001

  1. Existence and structure of stochastic equilibria with intertemporal substitution
    Finance and Stochastics, 2001, 5, (4), 487-509 Downloads View citations (15)
    See also Working Paper (2000)
  2. Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information
    Journal of Economic Theory, 2001, 97, (1), 109-122 Downloads View citations (7)

2000

  1. Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate
    Review of Finance, 2000, 4, (1), 51-67 Downloads View citations (4)
  2. Evolutionary dynamics on infinite strategy spaces
    Economic Theory, 2001, 17, (1), 141-162 Downloads View citations (19)
    See also Working Paper (1998)
  3. Non-time additive utility optimization--the case of certainty
    Journal of Mathematical Economics, 2000, 33, (3), 271-290 Downloads View citations (6)
    See also Working Paper (1998)
 
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