Prof. Frank Riedel

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