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:	College of Business and Economics, 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 2024-08-08. Update your information in the RePEc Author Service.

Short-id: pri99

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Working Papers

2024

1. Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility
   Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
2. Sharing Model Uncertainty
   PSE Working Papers, HAL
   Also in Working Papers, HAL (2024)
3. Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces
   Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University

2023

4. Demographic changes and asset prices in an overlapping generations model
   Working Papers, Economic Research Southern Africa
   Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2022)

2022

5. Efficient Allocations under Ambiguous Model Uncertainty
   Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (2)
   Also in PSE Working Papers, HAL (2022) View citations (1)
   Working Papers, HAL (2022) View citations (1)
6. Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty
   Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
   See also Journal Article Optimal consumption for recursive preferences with local substitution — the case of certainty, Journal of Mathematical Economics, Elsevier (2024) (2024)
7. The Texas Shoot-Out under Knightian Uncertainty
   Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
   See also Journal Article The Texas Shoot-Out under Knightian uncertainty, Games and Economic Behavior, Elsevier (2024) (2024)
8. The Texas Shootout under Uncertainty
   Papers, arXiv.org

2021

9. Viability and Arbitrage under Knightian Uncertainty
   Papers, arXiv.org View citations (12)
   Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2017) View citations (8)
   See also Journal Article Viability and Arbitrage Under Knightian Uncertainty, Econometrica, Econometric Society (2021) View citations (10) (2021)

2020

10. 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 A decomposition of general premium principles into risk and deviation, Insurance: Mathematics and Economics, Elsevier (2021) View citations (6) (2021)
11. A Knightian Irreversible Investment Problem
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (1)
    Also in Papers, arXiv.org (2020) View citations (1)
12. Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University

2019

13. Equilibria Under Knightian Price Uncertainty
    Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition View citations (22)
    Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2018)
    See also Journal Article Equilibria Under Knightian Price Uncertainty, Econometrica, Econometric Society (2019) View citations (22) (2019)
14. On a Class of Infinite-Dimensional Singular Stochastic Control Problems
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University

2018

15. Dynamically Consistent α-Maxmin Expected Utility
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
16. Dynamically consistent preferences under imprecise probabilistic information
    Post-Print, HAL View citations (13)
    Also in PSE Working Papers, HAL (2017)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2018) View citations (13)
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2017)
    Working Papers, HAL (2017)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2018) View citations (13)
    See also Journal Article Dynamically consistent preferences under imprecise probabilistic information, Journal of Mathematical Economics, Elsevier (2018) View citations (13) (2018)

2017

17. Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
18. 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 Existence of financial equilibria in continuous time with potentially complete markets, Journal of Mathematical Economics, Elsevier (2013) View citations (19) (2013)
19. Intertemporal equilibria with Knightian uncertainty
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
    Also in Post-Print, HAL (2013) View citations (36)
    Working Papers, Department of Research, Ipag Business School (2013) View citations (36)
    See also Journal Article Intertemporal equilibria with Knightian uncertainty, Journal of Economic Theory, Elsevier (2013) View citations (36) (2013)
20. Uncertain acts in games
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (3)
    See also Journal Article Uncertain Acts in Games, Homo Oeconomicus: Journal of Behavioral and Institutional Economics, Springer (2017) View citations (3) (2017)

2016

21. Disambiguation of Ellsberg equilibria in 2x2 normal form games
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (1)
22. Distorted Voronoi languages
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
23. 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)
24. Knight--Walras Equilibria
    Papers, arXiv.org
    Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2016)
25. 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 Kuhn’s Theorem for extensive form Ellsberg games, Journal of Mathematical Economics, Elsevier (2017) View citations (8) (2017)
26. Non-Implementability of Arrow-Debreu 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)
27. The Continuous Logit Dynamic and Price Dispersion
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (2)
28. The strategic use of ambiguity
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (3)

2015

29. Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach
    Papers, arXiv.org View citations (6)

2014

30. A Dynamic Extension of the Foster-Hart Measure of Riskiness
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (3)
    See also Journal Article A dynamic extension of the Foster–Hart measure of riskiness, Journal of Mathematical Economics, Elsevier (2015) View citations (2) (2015)
31. Continuous-Time Public Good Contribution under Uncertainty
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
32. 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 View citations (7)
    Also in Papers, arXiv.org (2013) View citations (8)
33. Optimal consumption and portfolio choice with ambiguity
    Papers, arXiv.org View citations (27)
    Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2014) View citations (27)
34. Subgame-Perfect Equilibria in Stochastic Timing Games
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (10)
    See also Journal Article Subgame-perfect equilibria in stochastic timing games, Journal of Mathematical Economics, Elsevier (2017) View citations (23) (2017)
35. The Foster-Hart 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 The Foster-Hart measure of riskiness for general gambles, Theoretical Economics, Econometric Society (2015) View citations (16) (2015)

2013

36. 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 Ellsberg games, Theory and Decision, Springer (2014) View citations (9) (2014)

2011

37. Do social preferences matter in competitive markets?
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (6)
38. 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 Evolutionary Stability in First Price Auctions, Dynamic Games and Applications, Springer (2012) View citations (4) (2012)
39. On equilibrium prices in continuous time
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2008)
    Papers, arXiv.org (2008) View citations (1)
    See also Journal Article On equilibrium prices in continuous time, Journal of Economic Theory, Elsevier (2010) View citations (8) (2010)
40. 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 Optimal consumption choice with intolerance for declining standard of living, Journal of Mathematical Economics, Elsevier (2009) View citations (8) (2009)
41. Other-Regarding Preferences in General Equilibrium
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (105)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (16)
    See also Journal Article Other-Regarding Preferences in General Equilibrium, The Review of Economic Studies, Review of Economic Studies Ltd (2011) View citations (104) (2011)
42. 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 View citations (21)

2010

43. Optimal Stopping under Ambiguity
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (4)
44. Optimal Stopping under Ambiguity in Continuous Time
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (4)
45. 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 The best choice problem under ambiguity, Economic Theory, Springer (2013) View citations (6) (2013)

2006

46. On Irreversible Investment
    Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE)
    See also Journal Article On irreversible investment, Finance and Stochastics, Springer (2011) View citations (35) (2011)

2005

47. Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case
    Game Theory and Information, University Library of Munich, Germany
    Also in Papers, Sonderforschungsbreich 504 (2005) View citations (1)
    Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) (2005) View citations (1)
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim (2005) View citations (5)
    See also Journal Article Brown-von Neumann-Nash dynamics: The continuous strategy case, Games and Economic Behavior, Elsevier (2009) View citations (29) (2009)
48. 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) View citations (4)

2004

49. 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 View citations (1)

2003

50. Dynamic Coherent Risk Measures
    Working Papers, Stanford University, Department of Economics View citations (15)
    See also Journal Article Dynamic coherent risk measures, Stochastic Processes and their Applications, Elsevier (2004) View citations (172) (2004)
51. 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 Generic determinacy of equilibria with local substitution, Journal of Mathematical Economics, Elsevier (2005) (2005)
52. Optimal Dynamic Choice of Durable and Perishable Goods
    Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) View citations (6)
    Also in Levine's Bibliography, UCLA Department of Economics (2003) View citations (6)

2002

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

2001

54. 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
    See also Journal Article Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist, Economic Theory, Springer (2003) View citations (5) (2003)
55. Low Price Equilibrium in Multi-Unit 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 Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany, International Journal of Industrial Organization, Elsevier (2003) View citations (48) (2003)
56. Optimal consumption choice for ratchet investors
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
57. 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

58. 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 Existence and structure of stochastic equilibria with intertemporal substitution, Finance and Stochastics, Springer (2001) View citations (17) (2001)
59. Implementing Efficient Market Structure
    CESifo Working Paper Series, CESifo View citations (2)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000) View citations (2)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (5)
60. On the Dynamic Foundation of Evolutionary Stability in Continuous Models
    Game Theory and Information, University Library of Munich, Germany View citations (1)
    Also in Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) (2000) View citations (1)
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000) View citations (1)
    See also Journal Article On the Dynamic Foundation of Evolutionary Stability in Continuous Models, Journal of Economic Theory, Elsevier (2002) View citations (76) (2002)

1999

61. 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 Heterogeneous time preferences and interest rates—the preferred habitat theory revisited, The European Journal of Finance, Taylor & Francis Journals (2004) View citations (1) (2004)
62. 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

63. 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 Evolutionary dynamics on infinite strategy spaces, Economic Theory, Springer (2001) View citations (20) (2001)
64. Imperfect Information Leads to Complete Markets if Dividends are Diffusions
    Finance, University Library of Munich, Germany
65. Non-Time 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 Non-time additive utility optimization--the case of certainty, Journal of Mathematical Economics, Elsevier (2000) View citations (13) (2000)

1997

66. 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
67. 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

2024

1. Optimal consumption for recursive preferences with local substitution — the case of certainty
   Journal of Mathematical Economics, 2024, 110, (C)
   See also Working Paper Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty, Center for Mathematical Economics Working Papers (2022) (2022)
2. The Texas Shoot-Out under Knightian uncertainty
   Games and Economic Behavior, 2024, 146, (C), 35-50
   See also Working Paper The Texas Shoot-Out under Knightian Uncertainty, Center for Mathematical Economics Working Papers (2022) (2022)

2021

3. A decomposition of general premium principles into risk and deviation
   Insurance: Mathematics and Economics, 2021, 100, (C), 193-209 View citations (6)
   See also Working Paper A Decompostion of General Premium Principles into Risk and Deviation, Center for Mathematical Economics Working Papers (2020) (2020)
4. Optimal consumption and portfolio choice with ambiguous interest rates and volatility
   Economic Theory, 2021, 71, (3), 1189-1202 View citations (13)
5. Viability and Arbitrage Under Knightian Uncertainty
   Econometrica, 2021, 89, (3), 1207-1234 View citations (10)
   See also Working Paper Viability and Arbitrage under Knightian Uncertainty, Papers (2021) View citations (12) (2021)

2020

6. Dynamically consistent alpha‐maxmin expected utility
   Mathematical Finance, 2020, 30, (3), 1073-1102 View citations (9)
7. Purification and disambiguation of Ellsberg equilibria
   Economic Theory, 2020, 69, (3), 595-636 View citations (5)

2019

8. Equilibria Under Knightian Price Uncertainty
   Econometrica, 2019, 87, (1), 37-64 View citations (22)
   See also Working Paper Equilibria Under Knightian Price Uncertainty, Rationality and Competition Discussion Paper Series (2019) View citations (22) (2019)

2018

9. Dynamically consistent preferences under imprecise probabilistic information
   Journal of Mathematical Economics, 2018, 79, (C), 117-124 View citations (13)
   See also Working Paper Dynamically consistent preferences under imprecise probabilistic information, Post-Print (2018) View citations (13) (2018)
10. Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty
    Finance and Stochastics, 2018, 22, (3), 603-620 View citations (2)

2017

11. Kuhn’s Theorem for extensive form Ellsberg games
    Journal of Mathematical Economics, 2017, 68, (C), 26-41 View citations (8)
    See also Working Paper Kuhn's Theorem for Extensive Form Ellsberg Games, Center for Mathematical Economics Working Papers (2016) View citations (9) (2016)
12. Subgame-perfect equilibria in stochastic timing games
    Journal of Mathematical Economics, 2017, 72, (C), 36-50 View citations (23)
    See also Working Paper Subgame-Perfect Equilibria in Stochastic Timing Games, Center for Mathematical Economics Working Papers (2014) View citations (10) (2014)
13. Uncertain Acts in Games
    Homo Oeconomicus: Journal of Behavioral and Institutional Economics, 2017, 34, (4), 275-292 View citations (3)
    See also Working Paper Uncertain acts in games, Center for Mathematical Economics Working Papers (2017) View citations (3) (2017)

2015

14. A dynamic extension of the Foster–Hart measure of riskiness
    Journal of Mathematical Economics, 2015, 59, (C), 66-70 View citations (2)
    See also Working Paper A Dynamic Extension of the Foster-Hart Measure of Riskiness, Center for Mathematical Economics Working Papers (2014) View citations (3) (2014)
15. Dynamic Games and Applications: Second Special Issue on Population Games: Introduction
    Dynamic Games and Applications, 2015, 5, (2), 155-156
16. Financial economics without probabilistic prior assumptions
    Decisions in Economics and Finance, 2015, 38, (1), 75-91 View citations (29)
17. The Foster-Hart measure of riskiness for general gambles
    Theoretical Economics, 2015, 10, (1) View citations (16)
    See also Working Paper The Foster-Hart measure of riskiness for general gambles, Center for Mathematical Economics Working Papers (2014) View citations (2) (2014)
18. The logit dynamic for games with continuous strategy sets
    Games and Economic Behavior, 2015, 91, (C), 268-282 View citations (25)

2014

19. Applications: Introduction to the Special Issue on Population Games
    Dynamic Games and Applications, 2014, 4, (4), 377-378
20. Ellsberg games
    Theory and Decision, 2014, 76, (4), 469-509 View citations (9)
    See also Working Paper Ellsberg Games, VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order (2013) View citations (1) (2013)

2013

21. Existence of financial equilibria in continuous time with potentially complete markets
    Journal of Mathematical Economics, 2013, 49, (5), 398-404 View citations (19)
    See also Working Paper Existence of financial equilibria in continuous time with potentially complete markets, Center for Mathematical Economics Working Papers (2017) View citations (14) (2017)
22. Intertemporal equilibria with Knightian uncertainty
    Journal of Economic Theory, 2013, 148, (4), 1582-1605 View citations (36)
    See also Working Paper Intertemporal equilibria with Knightian uncertainty, Center for Mathematical Economics Working Papers (2017) (2017)
23. The best choice problem under ambiguity
    Economic Theory, 2013, 54, (1), 77-97 View citations (6)
    See also Working Paper The Best Choice Problem under Ambiguity, Center for Mathematical Economics Working Papers (2010) View citations (2) (2010)

2012

24. Evolutionary Stability in First Price Auctions
    Dynamic Games and Applications, 2012, 2, (1), 110-128 View citations (4)
    See also Working Paper Evolutionary stability of first price auctions, Center for Mathematical Economics Working Papers (2011) View citations (3) (2011)

2011

25. On irreversible investment
    Finance and Stochastics, 2011, 15, (4), 607-633 View citations (35)
    See also Working Paper On Irreversible Investment, Bonn Econ Discussion Papers (2006) (2006)
26. Other-Regarding Preferences in General Equilibrium
    The Review of Economic Studies, 2011, 78, (2), 613-639 View citations (104)
    See also Working Paper Other-Regarding Preferences in General Equilibrium, ULB Institutional Repository (2011) View citations (105) (2011)
27. Voronoi languages
    Games and Economic Behavior, 2011, 73, (2), 517-537

2010

28. On equilibrium prices in continuous time
    Journal of Economic Theory, 2010, 145, (3), 1086-1112 View citations (8)
    See also Working Paper On equilibrium prices in continuous time, Center for Mathematical Economics Working Papers (2011) (2011)

2009

29. Brown-von Neumann-Nash dynamics: The continuous strategy case
    Games and Economic Behavior, 2009, 65, (2), 406-429 View citations (29)
    See also Working Paper Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case, Game Theory and Information (2005) (2005)
30. Optimal Stopping With Multiple Priors
    Econometrica, 2009, 77, (3), 857-908 View citations (107)
31. Optimal consumption choice with intolerance for declining standard of living
    Journal of Mathematical Economics, 2009, 45, (7-8), 449-464 View citations (8)
    See also Working Paper Optimal consumption choice with intolerance for declining standard of living, Center for Mathematical Economics Working Papers (2011) (2011)

2006

32. Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result
    Economic Theory, 2006, 29, (3), 721-726 View citations (12)
33. Stochastic equilibria for economies under uncertainty with intertemporal substitution
    Annals of Finance, 2006, 2, (1), 101-122 View citations (6)

2005

34. Generic determinacy of equilibria with local substitution
    Journal of Mathematical Economics, 2005, 41, (4-5), 603-616
    See also Working Paper Generic Determinacy of Equilibria with Local Substitution, GE, Growth, Math methods (2003) (2003)

2004

35. Dynamic coherent risk measures
    Stochastic Processes and their Applications, 2004, 112, (2), 185-200 View citations (172)
    See also Working Paper Dynamic Coherent Risk Measures, Working Papers (2003) View citations (15) (2003)
36. Heterogeneous time preferences and interest rates—the preferred habitat theory revisited
    The European Journal of Finance, 2004, 10, (1), 3-22 View citations (1)
    See also Working Paper Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited, Finance (1999) (1999)

2003

37. Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist
    Economic Theory, 2003, 21, (4), 929-934 View citations (5)
    See also Working Paper Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist, SFB 373 Discussion Papers (2001) (2001)
38. 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 (48)
    See also Working Paper Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany, CESifo Working Paper Series (2001) View citations (11) (2001)

2002

39. On the Dynamic Foundation of Evolutionary Stability in Continuous Models
    Journal of Economic Theory, 2002, 107, (2), 223-252 View citations (76)
    See also Working Paper On the Dynamic Foundation of Evolutionary Stability in Continuous Models, Game Theory and Information (2000) View citations (1) (2000)

2001

40. Existence and structure of stochastic equilibria with intertemporal substitution
    Finance and Stochastics, 2001, 5, (4), 487-509 View citations (17)
    See also Working Paper Existence and structure of stochastic equilibria with intertemporal substitution, SFB 373 Discussion Papers (2000) (2000)
41. Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information
    Journal of Economic Theory, 2001, 97, (1), 109-122 View citations (11)

2000

42. Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate
    Review of Finance, 2000, 4, (1), 51-67 View citations (9)
43. Evolutionary dynamics on infinite strategy spaces
    Economic Theory, 2001, 17, (1), 141-162 View citations (20)
    See also Working Paper Evolutionary Dynamics on Infinite Strategy Spaces, Game Theory and Information (1998) View citations (4) (1998)
44. Non-time additive utility optimization--the case of certainty
    Journal of Mathematical Economics, 2000, 33, (3), 271-290 View citations (13)
    See also Working Paper Non-Time Additive Utility Optimization - the Case of Certainty, GE, Growth, Math methods (1998) View citations (3) (1998)