Prof. Frank Riedel

  1. Purification and Disambiguation of Ellsberg Equilibria, Economic Theory, to appear with Benoît Decerf
  2. Equilibria under Knightian Price Uncertainty, Econometrica, 87, 2019, 37-64 with Patrick Beissner
  3. Dynamically Consistent Preferences Under Imprecise Probabilistic Information, Journal of Mathematical Economics 79, 2018, 117-124 with Jean-Marc Tallon and Vassili Vergopoulos
  4. Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty, Finance and Stochastics 22, 2018, 603-620 with Patrick Beissner
  5. Uncertain Acts in Games, Homo Oeconomicus 34, 2017, 275-292
  6. Subgame-Perfect Equilibria in Stochastic Timing Games, Journal of Mathematical Economics 72, 2017, 36-50 with Jan-Henrik Steg
  7. Kuhn's Theorem for Extensive Form Ellsberg Games, Journal of Mathematical Economics 68, 2017, 26-41with Igor Mouraviev and Linda Sass
  8. 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
  9. 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
  10. The Logit Dynamic for Games with Continuous Strategy Sets, Games and Economic Behavior 91, 2015, 268--282 with Ratul Lahkar
  11. A Dynamic Extension of the Foster-Hart Measure of Riskiness Journal of Mathematical Economics 2015, 59, 66–70 with Tobias Hellmann
  12. Financial Economics without Probabilistic Prior Assumptions, Decisions in Economics and Finance 2015, 1, 75-91
  13. The Foster-Hart Measure of Riskiness for General Gambles, Theoretical Economics 2015, 10, 1-9 with Tobias Hellmann
  14. The Strategic Use of Ambiguity, Theory and Decision 2014, 76(4), 469-509 with Linda Sass
  15. 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
  16. The Best Choice Problem under Ambiguity, Economic Theory 2013, 54 (1), 77-97 with Tatjana Chudjakow
  17. Intertemporal Equilibria with Knightian Uncertainty, Journal of Economic Theory 148, 2013, 1582-1605 with Rose-Anne Dana
  18. Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets, Journal of Mathematical Economics 49 (5), 2013, 398-404 with Frederik Herzberg
  19. Optimal Stopping under Ambiguity in Continuous Time, Mathematics and Financial Economics 7, No. 1, 2013, 29-68 with Xue Cheng
  20. Evolutionary Stability in First Price Auctions, Dynamic Games and Applications 1, No.2, 2012, 110-128 with Fernando Louge
  21. On Irreversible Investment, Finance and Stochastics, 15, No. 4, 2011, 607-633, with Xia Su
  22. Voronoi Languages, Games and Economic Behavior, 73, No.2, 2011, 517-537 with Gerhard Jäger, Lars Metzger
  23. 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
  24. On Equilibrium Prices in Continuous Time, Journal of Economic Theory, 145, 2010, 1086-1112 with Filipe Martins-da-Rocha
  25. Optimal Stopping with Multiple Priors, Econometrica 77, No. 3, 2009, 857-908
  26. 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
  27. Optimal Consumption Choice with Intolerance for Declining Standard of Living, Journal of Mathematical Economics 45, No. 7-8, 2009, 449-464
  28. Stochastic Equilibria For Economies Under Uncertainty With Intertemporal Substitution, Annals of Finance, 2, 2006, 101-122. with Filipe Martins-da-Rocha
  29. 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
  30. Immediate Demand Reduction in Simultaneous Ascending Bid Auctions Economic Theory, 29, 2006, 721-726 with Elmar Wolfstetter
  31. Generic Determinacy of Equilibria with Local Substitution,Journal of Mathematical Economics, 41, 2005, 603-616
  32. Dynamic Coherent Risk Measures, Stochastic Processes and Applications, 112, 2004, 185-200
  33. Heterogeneous Time Preferences and Humps in the Yield Curve: The Preferred Habitat Theory Revisited, European Journal of Finance, 10, 2004, 3-23
  34. 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
  35. Arrow- Debreu Equilibria With Asymptotically Heterogeneous Expectations Exist Economic Theory, 21, 2003, pp.929-934
  36. Implementing Efficient Market Structure Review of Economic Design, 7, 2003, 443-463 with Veronika Grimm, Elmar Wolfstetter
  37. On the Dynamic Foundation of Evolutionary Stability in Continuous Models Journal of Economic Theory, 107, 2002, pp.223-252 with Jörg Oechssler
  38. The Third Generation (UMTS) Spectrum Auction in Germany, ifo Studien, 48, 2002, pp.123-143, with Veronika Grimm, Elmar Wolfstetter
  39. Optimal Consumption Choice under Uncertainty with Intertemporal Substitution, Annals of Applied Probability, 2001, vol. 11, no. 3, pp. 750-788 with Peter Bank
  40. Existence of Arrow--Radner Equilibrium with Endogenously Complete Markets under Incomplete Information, Journal of Economic Theory, 97, 2001, pp. 109-122
  41. Evolutionary Dynamics on Infinite Strategy Spaces, Economic Theory, 17, 2001, pp. 141-162 with Jörg Oechssler
  42. Existence and Structure of Stochastic Equilibria with Intertemporal Substitution, Finance and Stochastics, 5, 2001, pp. 487-509 with Peter Bank
  43. Non-Time Additive Utility Optimization - the Case of Certainty, Journal of Mathematical Economics, 33, 2000, pp.271-290 with Peter Bank
  44. Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate, European Finance Review 4 (1):51-67, 2000.