The following pages link to Frank Riedel (Q166334):
Displaying 50 items.
- Evolutionary stability in first price auctions (Q367477) (← links)
- The best choice problem under ambiguity (Q372378) (← links)
- Existence of financial equilibria in continuous time with potentially complete markets (Q392665) (← links)
- Ellsberg games (Q483920) (← links)
- On irreversible investment (Q484203) (← links)
- A dynamic extension of the Foster-Hart measure of riskiness (Q492879) (← links)
- Kuhn's theorem for extensive form Ellsberg games (Q502330) (← links)
- Voronoi languages: equilibria in cheap-talk games with high-dimensional types and few signals (Q645660) (← links)
- Stochastic equilibria for economies under uncertainty with intertemporal substitution (Q665710) (← links)
- Mathematics for economists. (Q735442) (← links)
- Workbook for mathematics for economists. (Q735444) (← links)
- Optimal consumption and portfolio choice with ambiguous interest rates and volatility (Q825169) (← links)
- Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result (Q852319) (← links)
- Investors' preference for a positive tax rate depends on the level of the interest rate (Q926393) (← links)
- Nondominated equilibrium solutions of a multiobjective two-person nonzero-sum game in extensive form and corresponding mathematical programming problem (Q960113) (← links)
- On equilibrium prices in continuous time (Q972875) (← links)
- Compromise, consensus, and the iteration of means (Q1006437) (← links)
- Brown-von Neumann-Nash dynamics: The continuous strategy case (Q1007770) (← links)
- Optimal consumption choice with intolerance for declining standard of living (Q1030171) (← links)
- Implementing efficient market structure. Optimal licensing in natural oligopoly when tax revenue matters (Q1396003) (← links)
- Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist (Q1404161) (← links)
- Non-time additive utility optimization -- the case of certainty (Q1567179) (← links)
- Imperfect information and investor heterogeneity in the bond market (Q1571126) (← links)
- Dynamically consistent preferences under imprecise probabilistic information (Q1633667) (← links)
- Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty (Q1650941) (← links)
- On the dynamic foundation of evolutionary stability in continuous models. (Q1867550) (← links)
- Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
- Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
- Continuous-time public good contribution under uncertainty: a stochastic control approach (Q2013930) (← links)
- Stability of the replicator equation for a single species with a multi-dimensional continuous trait space (Q2195065) (← links)
- A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
- A Knightian irreversible investment problem (Q2247720) (← links)
- Purification and disambiguation of Ellsberg equilibria (Q2308792) (← links)
- Financial economics without probabilistic prior assumptions (Q2343120) (← links)
- The logit dynamic for games with continuous strategy sets (Q2347781) (← links)
- Generic determinacy of equilibria with local substitution (Q2387409) (← links)
- Subgame-perfect equilibria in stochastic timing games (Q2402814) (← links)
- Intertemporal equilibria with Knightian uncertainty (Q2447270) (← links)
- Dynamic coherent risk measures (Q2485772) (← links)
- Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate (Q2707035) (← links)
- Generalized Kuhn-Tucker conditions for \(N\)-firm stochastic irreversible investment under limited resources (Q2873857) (← links)
- Other-Regarding Preferences in General Equilibrium (Q3012105) (← links)
- Optimal Stopping With Multiple Priors (Q3644914) (← links)
- The Foster-Hart measure of riskiness for general gambles (Q4586078) (← links)
- On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) (← links)
- Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
- Equilibria Under Knightian Price Uncertainty (Q5225242) (← links)
- Dynamically consistent alpha‐maxmin expected utility (Q5855949) (← links)
- Viability and Arbitrage Under Knightian Uncertainty (Q5860136) (← links)
- Mathematics for economists (Q5898637) (← links)
