- Optimal Stopping with Multiple Priors, Econometrica 77, No. 3, 2009, 857-908
- " Brown--von Neumann--Nash Dynamics: The Case of Continuous Strategy Sets ", to appear in Games and Economic Behavior.
- On Irreversible Investment, to appear in Finance and Stochastics
- On Equilibrium Prices in Continuous Time, Journal of Economic Theory, to appear
- 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 (with Filipe Martins--da--Rocha)", Annals of Finance, 2, 2006, 101-122.
- "Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space (with Ross Cressman and Josef Hofbauer)", Journal of Theoretical Biology, 239, 2006, 273-288.
- Immediate Demand Reduction in Simultaneous Ascending Bid Auctions (with Elmar Wolfstetter) Economic Theory, 29, 2006, 721-726
- 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(with V.Grimm, E.Wolfstetter) International Journal of Industrial Organization, 21, 2003, 1557-1569
- Arrow- Debreu Equilibria With Asymptotically Heterogeneous Expectations Exist Economic Theory, 21, 2003, pp.929-934
- Implementing Efficient Market Structure(with Veronika Grimm, Elmar Wolfstetter) Review of Economic Design, 7, 2003, 443-463
- On the Dynamic Foundation of Evolutionary Stability in Continuous Models(with Jörg Oechssler) Journal of Economic Theory, 107, 2002, pp.223-252
- The Third Generation (UMTS) Spectrum Auction in Germany (with V.Grimm, E.Wolfstetter), ifo Studien, 48, 2002, pp.123-143
- Optimal Consumption Choice under Uncertainty with Intertemporal Substitution (with Peter Bank), Annals of Applied Probability, 2001, vol. 11, no. 3, pp. 750-788
- 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 (with Jörg Oechssler), Economic Theory, 17, 2001, pp. 141-162
- Existence and Structure of Stochastic Equilibria with Intertemporal Substitution (with Peter Bank), Finance and Stochastics, 5, 2001, pp. 487-509
- Non-Time Additive Utility Optimization - the Case of Certainty (with Peter Bank), Journal of Mathematical Economics, 33, 2000, pp.271-290
- Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate, European Finance Review 4 (1):51-67, 2000.