Frank Riedel

Available identifiers

zbMath Open riedel.frankMaRDI QIDQ166334

List of research outcomes

Publication	Date of Publication	Type
Optimal consumption for recursive preferences with local substitution -- the case of certainty	2024-02-05	Paper
Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations	2022-12-13	Paper
Optimal consumption and portfolio choice with ambiguous interest rates and volatility	2021-12-17	Paper
Viability and Arbitrage Under Knightian Uncertainty	2021-11-18	Paper
A Knightian irreversible investment problem	2021-11-17	Paper
A decomposition of general premium principles into risk and deviation	2021-10-19	Paper
On a Class of Infinite-Dimensional Singular Stochastic Control Problems	2021-05-28	Paper
Dynamically consistent alpha‐maxmin expected utility	2021-03-23	Paper
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty	2020-11-08	Paper
Stability of the replicator equation for a single species with a multi-dimensional continuous trait space	2020-09-07	Paper
Purification and disambiguation of Ellsberg equilibria	2020-04-03	Paper
Equilibria Under Knightian Price Uncertainty	2019-07-19	Paper
Dynamically consistent preferences under imprecise probabilistic information	2018-12-20	Paper
The Foster-Hart measure of riskiness for general gambles	2018-09-11	Paper
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty	2018-07-16	Paper
Subgame-perfect equilibria in stochastic timing games	2017-09-14	Paper
Continuous-time public good contribution under uncertainty: a stochastic control approach	2017-08-10	Paper
Kuhn's theorem for extensive form Ellsberg games	2017-01-04	Paper
A dynamic extension of the Foster-Hart measure of riskiness	2015-08-21	Paper
The logit dynamic for games with continuous strategy sets	2015-06-08	Paper
Financial economics without probabilistic prior assumptions	2015-05-04	Paper
On irreversible investment	2014-12-18	Paper
Ellsberg games	2014-12-17	Paper
Intertemporal equilibria with Knightian uncertainty	2014-04-25	Paper
Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources	2014-01-27	Paper
Existence of financial equilibria in continuous time with potentially complete markets	2014-01-15	Paper
The best choice problem under ambiguity	2013-10-07	Paper
Evolutionary stability in first price auctions	2013-09-16	Paper
Optimal stopping under ambiguity in continuous time	2013-02-26	Paper
Stochastic equilibria for economies under uncertainty with intertemporal substitution	2012-03-06	Paper
Voronoi languages: equilibria in cheap-talk games with high-dimensional types and few signals	2011-11-10	Paper
Other-Regarding Preferences in General Equilibrium	2011-06-30	Paper
On equilibrium prices in continuous time	2010-05-21	Paper
Optimal Stopping With Multiple Priors	2009-11-13	Paper
Mathematics for economists.	2009-10-22	Paper
Workbook for mathematics for economists.	2009-10-22	Paper
Optimal consumption choice with intolerance for declining standard of living	2009-07-01	Paper
Brown-von Neumann-Nash dynamics: The continuous strategy case	2009-03-24	Paper
Mathematics for economists	2007-02-08	Paper
Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result	2006-11-29	Paper
Generic determinacy of equilibria with local substitution	2005-09-02	Paper
Dynamic coherent risk measures	2005-08-05	Paper
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist	2003-08-20	Paper
Optimal consumption choice with intertemporal substitution	2003-05-06	Paper
On the dynamic foundation of evolutionary stability in continuous models.	2003-04-02	Paper
Existence of Arrow-Radner equilibrium with endogenously complete markets under incomplete information	2002-09-28	Paper
Evolutionary dynamics on infinite strategy spaces	2002-04-01	Paper
Existence and structure of stochastic equilibria with intertemporal substitution	2002-03-13	Paper
Implementing efficient market structure. Optimal licensing in natural oligopoly when tax revenue matters	2002-01-01	Paper
Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate	2001-03-28	Paper
Imperfect information and investor heterogeneity in the bond market	2000-07-10	Paper
Non-time additive utility optimization -- the case of certainty	2000-06-05	Paper

Research outcomes over time

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