Publications
- The Texas Shoot-Out under Knightian Uncertainty Games and Economic Behavior, 146, 2024, 35 - 50, with Gerrit Bauch
- Optimal Consumption for Recursive Preferences with Local Substitution – the Case of Certainty Journal of Mathematical Economics, 110, 2024, 102932 with Hanwu Li and Shouzhen Yang
- Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty Advances in Applied Probability, 54, 2022, 1222 - 1251, with Giorgio Ferrari and Hanwu Li
- A Knightian Irreversible Investment Problem, Journal of Mathematical Analysis and Applications, 507, 2022, with Giorgio Ferrari and Hanwu Li
- A Decomposition of General Premium Principles into Risk and Deviation, Insurance: Mathematics and Economics, 100, 2021, 193-209 with Max Nendel and Maren Schmeck
- On a Class of Infinite-Dimensional Singular Stochastic Control Problems, SIAM Journal on Control and Optimization, 59(2), 2021, 1680–1704 with Salvatore Federico, Giorgio Ferrari, Michael Röckner
- Viability and arbitrage under Knightian Uncertainty, Econometrica, 89, No. 3, 2021, 1207–1234 with Matteo Burzoni and Mete Soner
- Optimal Consumption and Portfolio Choice with Ambiguous Interest Rates and Volatility, Economic Theory, 71, 2021, 1189–1202 with Qian Lin
- Dynamically Consistent α-maxmin expected utility, Mathematical Finance, 30, 2020, 1073-1102 with Patrick Beissner and Qian Lin
- Purification and Disambiguation of Ellsberg Equilibria, Economic Theory, 69, 2020, 595-636 with Benoît Decerf
- Equilibria under Knightian Price Uncertainty, Econometrica, 87, 2019, 37-64 with Patrick Beissner
- Dynamically Consistent Preferences Under Imprecise Probabilistic Information, Journal of Mathematical Economics 79, 2018, 117-124 with Jean-Marc Tallon and Vassili Vergopoulos
- Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty, Finance and Stochastics 22, 2018, 603-620 with Patrick Beissner
- Uncertain Acts in Games, Homo Oeconomicus 34, 2017, 275-292
- Subgame-Perfect Equilibria in Stochastic Timing Games, Journal of Mathematical Economics 72, 2017, 36-50 with Jan-Henrik Steg
- Kuhn's Theorem for Extensive Form Ellsberg Games, Journal of Mathematical Economics 68, 2017, 26-41 with Igor Mouraviev and Linda Sass
- Continuous-Time Public Good Contribution under Uncertainty: a Stochastic Control Approach, Applied Mathematics and Optimization 75, 2017, 429-470 with Giorgio Ferrari and Jan-Henrik Steg
- Was ist Finanzmathematik? Erfolg und Grenzen einer wissenschaftlichen Revolution , in: Wirtschaftsphilosophische Erkundungen. Definitionen, Ansätze, Methoden, Erkenntnisse, Wirkungen, editors Wolf Dieter Enkelmann, Birger P. Priddat, metropolis 2016
- The Logit Dynamic for Games with Continuous Strategy Sets, Games and Economic Behavior 91, 2015, 268--282 with Ratul Lahkar
- A Dynamic Extension of the Foster-Hart Measure of Riskiness Journal of Mathematical Economics 2015, 59, 66-70 with Tobias Hellmann
- Financial Economics without Probabilistic Prior Assumptions, Decisions in Economics and Finance 2015, 1, 75-91
- The Foster-Hart Measure of Riskiness for
General Gambles, Theoretical Economics 2015, 10, 1-9 with Tobias Hellmann
- The Strategic Use of Ambiguity, Theory and Decision 2014, 76(4), 469-509 with Linda Sass
- Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources SIAM Journal on Control and Optimization 51, 2013, 3863-3885 with Maria Chiarolla and Giorgio Ferrari
- The Best Choice Problem under Ambiguity, Economic Theory 2013, 54 (1), 77-97 with Tatjana Chudjakow
- Intertemporal Equilibria with Knightian Uncertainty, Journal of Economic Theory 148, 2013, 1582-1605 with Rose-Anne Dana
- Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets, Journal of Mathematical Economics 49 (5), 2013, 398-404 with Frederik Herzberg
- Optimal Stopping under Ambiguity in Continuous Time, Mathematics and Financial Economics 7, No. 1, 2013, 29-68
with Xue Cheng
- Evolutionary Stability in First Price Auctions, Dynamic Games and Applications 1, No.2, 2012, 110-128 with Fernando Louge
- On
Irreversible Investment, Finance and Stochastics, 15, No. 4, 2011, 607-633, with Xia Su
- Voronoi Languages, Games and Economic Behavior, 73, No.2, 2011, 517-537 with Gerhard Jäger, Lars Metzger
- Other-Regarding Preferences in General Equilibrium, Review of Economic Studies, 78, No.2, 2011, 613-639
with Martin Dufwenberg, Georg Kirchsteiger, Paul Heidhues, Joel Sobel
- On Equilibrium Prices in Continuous Time, Journal of Economic Theory, 145, 2010, 1086-1112
with Filipe Martins-da-Rocha
- Optimal Stopping with Multiple Priors, Econometrica 77, No. 3, 2009, 857-908
- Brown-von Neumann-Nash Dynamics: The Case of Continuous
Strategy Sets, Games and Economic Behavior, 65, 2, 2009, 406-429
with Josef Hofbauer, Jörg Oechssler
- Optimal
Consumption Choice with Intolerance for Declining Standard of Living,
Journal of Mathematical Economics 45, No. 7-8, 2009, 449-464
- Stochastic Equilibria For Economies Under Uncertainty With
Intertemporal Substitution, Annals
of Finance, 2, 2006, 101-122.
with Filipe Martins-da-Rocha
- Stability of the Replicator Equation for a Single-Species with
a Multi-Dimensional Continuous Trait Space, Journal of Theoretical Biology,
239, 2006, 273-288. with Ross Cressman and
Josef Hofbauer
- Immediate Demand Reduction in Simultaneous Ascending Bid Auctions
Economic Theory,
29, 2006, 721-726 with Elmar Wolfstetter
- Generic Determinacy of Equilibria with Local Substitution,Journal
of Mathematical Economics, 41, 2005, 603-616
- Dynamic Coherent Risk Measures, Stochastic
Processes and Applications, 112, 2004, 185-200
- Heterogeneous Time Preferences and Humps in the Yield Curve: The
Preferred Habitat Theory Revisited, European
Journal of Finance, 10, 2004, 3-23
- Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction
in Germany International
Journal of Industrial Organization, 21, 2003, 1557-1569 with Veronika Grimm, Elmar Wolfstetter
- Arrow- Debreu Equilibria With Asymptotically Heterogeneous Expectations
Exist Economic Theory, 21, 2003, pp.929-934
- Implementing Efficient Market Structure Review of Economic Design,
7, 2003, 443-463 with Veronika Grimm, Elmar Wolfstetter
- On the Dynamic Foundation of Evolutionary Stability in Continuous
Models Journal of
Economic Theory, 107, 2002, pp.223-252 with Jörg Oechssler
- The Third Generation (UMTS) Spectrum Auction in Germany, ifo Studien, 48, 2002,
pp.123-143, with Veronika Grimm, Elmar Wolfstetter
- Optimal Consumption Choice under Uncertainty with Intertemporal
Substitution, Annals of Applied
Probability, 2001, vol. 11, no. 3, pp. 750-788 with Peter Bank
- Existence of Arrow--Radner Equilibrium with Endogenously Complete
Markets under Incomplete Information, Journal
of Economic Theory, 97, 2001, pp. 109-122
- Evolutionary Dynamics on Infinite Strategy Spaces, Economic Theory, 17, 2001,
pp. 141-162 with Jörg Oechssler
- Existence and Structure of Stochastic Equilibria with Intertemporal
Substitution, Finance and
Stochastics, 5, 2001, pp. 487-509 with Peter Bank
- Non-Time Additive Utility Optimization - the Case of Certainty, Journal of Mathematical Economics,
33, 2000, pp.271-290 with Peter Bank
- Decreasing Yield Curves in a Model with an Unknown Constant Growth
Rate, European Finance Review 4 (1):51-67,
2000.