Access Statistics for Frank Riedel

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Decompostion of General Premium Principles into Risk and Deviation 0 0 0 6 0 1 4 24
A Dynamic Extension of the Foster-Hart Measure of Riskiness 0 0 0 16 0 1 1 114
A Knightian Irreversible Investment Problem 0 0 0 5 0 0 0 11
A Knightian Irreversible Investment Problem 0 0 0 6 0 0 0 22
A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds 0 0 0 2 0 0 2 171
A decomposition of general premium principles into risk and deviation 0 0 0 3 0 0 0 10
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 0 30 0 0 1 132
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 31 0 0 1 226
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 69 1 1 1 409
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 497 1 1 2 1,588
Brown-von Neumann-Nash dynamics: the continuous strategy case 0 0 0 4 0 0 7 65
Continuous-Time Public Good Contribution under Uncertainty 0 0 0 31 0 0 4 87
Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach 0 0 0 8 0 0 0 53
Demographic Changes and Asset Prices in an Overlapping Generations Model 1 1 3 33 1 2 5 39
Disambiguation of Ellsberg equilibria in 2x2 normal form games 0 0 0 36 0 0 1 34
Distorted Voronoi languages 0 0 0 24 1 2 4 137
Do social preferences matter in competitive markets? 0 0 0 64 0 1 2 207
Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets 0 0 0 14 0 0 0 37
Dynamic Coherent Risk Measures 0 0 1 401 2 2 3 889
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 17 0 0 1 7
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 0 0 0 0 2
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 23 0 0 2 28
Dynamically Consistent α-Maxmin Expected Utility 0 0 2 34 1 2 4 56
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 29 0 0 2 24
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 0 0 0 6
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 1 1 1 7
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 0 0 0 2
Efficient Allocations under Ambiguous Model Uncertainty 1 1 1 9 1 1 3 6
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 11 1 1 2 5
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 4 0 0 2 19
Ellsberg Games 0 0 0 97 0 0 1 122
Equilibria Under Knightian Price Uncertainty 0 0 0 36 0 0 0 50
Equilibria under Knightian Price Uncertainty 0 0 0 9 0 1 1 46
Evolutionary Dynamics on Infinite Strategy Spaces 0 0 0 265 1 1 1 771
Evolutionary dynamics on infinite strategy spaces 0 0 1 3 1 2 4 375
Evolutionary stability of first price auctions 0 0 0 43 0 1 1 90
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 7 0 0 1 74
Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets 0 0 0 2 0 0 1 69
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 31 0 2 4 112
Finance Without Probabilistic Prior Assumptions 0 0 0 8 1 1 1 45
Finance without probabilistic prior assumptions 0 0 0 19 0 0 1 73
Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources 0 0 0 1 0 1 1 70
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources 0 0 0 16 0 1 3 99
Generic Determinacy of Equilibria with Local Substitution 0 0 0 0 1 2 3 50
Generic Determinacy of Equilibria with Local Substitution 0 0 0 41 0 0 0 230
Generic Determinancy of Equilibria with Local Substitution 0 0 0 0 0 0 1 34
Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited 0 0 0 443 0 0 1 1,767
Heterogeneous time preferences and interest rates: The preferred habitat theory revisited 0 0 0 14 0 0 1 268
Immediate Demand Reduction in Simultaneous Ascending Bid Auctions (new title: Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result) 0 0 0 40 0 0 1 209
Imperfect Information Leads to Complete Markets if Dividends are Diffusions 0 0 0 154 0 0 0 932
Implementing Efficient Market Structure 0 0 0 72 0 0 0 768
Implementing Efficient Market Structure 0 0 0 103 0 0 1 328
Implementing efficient market structure 0 0 0 47 0 0 1 184
Intertemporal Equilibria with Knightian uncertainty 0 0 0 27 1 1 3 60
Intertemporal equilibria with Knightian Uncertainty 0 0 0 15 0 0 1 18
Intertemporal equilibria with Knightian uncertainty 0 0 0 55 0 0 0 156
Knight--Walras Equilibria 0 0 0 33 0 0 1 43
Knight-Walras equilibria 0 0 0 24 0 1 2 27
Kuhn's Theorem for Extensive Form Ellsberg Games 0 0 0 67 0 0 1 75
Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany 0 0 0 117 0 0 3 625
Low price equilibrium in multi-unit auctions: The GSM spectrum auction in Germany 0 0 1 52 0 0 2 275
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 66 0 0 1 51
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 4 0 0 1 27
Non-Time Additive Utility Optimization - the Case of Certainty 0 0 0 246 0 0 0 1,367
Non-time additive utility optimization: The case of certainty 0 0 0 7 0 0 1 157
On Equilibrium Prices in Continuous Time 0 0 1 18 2 2 5 65
On Irreversible Investment 0 0 1 271 1 1 4 807
On a Class of Infinite-Dimensional Singular Stochastic Control Problems 0 0 0 3 0 0 0 9
On equilibrium prices in continuous time 0 0 0 57 0 0 2 144
On equilibrium prices in continuous time 0 0 0 38 0 0 1 125
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 1 303 0 0 1 629
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 100 0 0 2 687
On the dynamic foundation of evolutionary stability in continuous models 0 0 0 17 0 0 0 155
Optimal Consumption Choice under Uncertainty with Intertemporal Substitution 0 0 1 499 0 0 4 2,183
Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty 0 0 1 7 1 1 4 6
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty 0 0 0 4 0 0 0 9
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 104 1 1 1 324
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 178 0 0 2 934
Optimal Dynamic Choice of Durbale and Perishable Goods (joint with Peter Bank) 0 0 0 24 0 0 0 165
Optimal Stopping under Ambiguity 0 0 0 84 0 0 1 259
Optimal Stopping under Ambiguity in Continuous Time 0 0 0 79 0 1 1 196
Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility 0 0 0 9 0 2 5 10
Optimal consumption and portfolio choice with ambiguity 0 0 0 6 0 1 1 40
Optimal consumption and portfolio choice with ambiguity 0 0 0 30 0 0 0 84
Optimal consumption choice for ratchet investors 0 0 0 14 0 0 1 112
Optimal consumption choice under uncertainty with intertemporal substitution 0 0 0 22 1 1 4 262
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 1 1 1 102
Other-Regarding Preferences in General Equilibrium 0 0 1 4 0 0 1 70
Other-Regarding Preferences in General Equilibrium 0 0 0 132 1 2 4 495
Sharing Model Uncertainty 0 0 3 3 0 1 7 7
Sharing Model Uncertainty 2 2 2 2 3 3 6 7
Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space 0 0 0 80 0 0 1 315
Subgame-Perfect Equilibria in Stochastic Timing Games 0 0 0 53 1 2 3 68
The Best Choice Problem under Ambiguity 0 0 0 66 0 0 1 238
The Continuous Logit Dynamic and Price Dispersion 0 0 1 99 0 0 1 44
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 17 1 1 1 76
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 8 0 0 1 25
The Foster-Hart measure of riskiness for general gambles 0 0 1 17 0 0 1 65
The Texas Shoot-Out under Knightian Uncertainty 0 0 1 18 0 2 3 35
The Texas Shootout under Uncertainty 0 0 0 5 0 2 2 10
The Third Generation (UMTS) Spectrum Auction in Germany 0 0 0 310 0 0 0 1,220
The strategic use of ambiguity 0 1 2 72 0 2 5 170
The term structure of interest rates when the growth rate is unobservable 0 0 0 6 0 1 1 90
The third generation (UMTS) spectrum auction in Germany 0 0 0 89 1 1 2 517
Uncertain acts in games 0 0 1 48 1 2 5 43
Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces 0 0 3 3 0 1 5 5
Viability and Arbitrage under Knightian Uncertainty 0 0 0 28 0 0 2 36
Viability and arbitrage under Knightian Uncertainty 0 0 0 16 0 0 1 42
Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals 0 0 0 85 0 2 2 291
Total Working Papers 4 5 29 6,623 30 63 195 25,240
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A decomposition of general premium principles into risk and deviation 1 1 2 5 1 1 3 8
A dynamic extension of the Foster–Hart measure of riskiness 0 0 0 7 0 1 2 34
Applications: Introduction to the Special Issue on Population Games 0 0 0 2 0 1 1 21
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 1 34 0 0 1 182
Brown-von Neumann-Nash dynamics: The continuous strategy case 0 0 0 75 2 3 8 398
Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate 0 0 0 0 0 0 0 10
Dynamic Games and Applications: Second Special Issue on Population Games: Introduction 0 0 0 6 0 0 0 27
Dynamic coherent risk measures 0 0 2 18 0 1 3 90
Dynamically consistent alpha‐maxmin expected utility 0 0 0 6 1 1 1 26
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 2 1 2 3 26
Ellsberg games 0 0 0 14 0 1 3 66
Equilibria Under Knightian Price Uncertainty 0 0 0 17 0 2 3 91
Evolutionary Stability in First Price Auctions 0 0 0 3 0 0 1 41
Evolutionary dynamics on infinite strategy spaces 0 0 0 54 0 0 3 258
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 51 0 0 1 323
Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information 0 0 0 48 1 1 1 187
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 9 0 1 2 41
Financial economics without probabilistic prior assumptions 0 0 0 9 1 1 2 71
Generic determinacy of equilibria with local substitution 0 0 0 10 0 0 0 63
Heterogeneous time preferences and interest rates—the preferred habitat theory revisited 0 0 0 87 0 0 0 439
Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result 0 0 0 6 0 0 2 56
Intertemporal equilibria with Knightian uncertainty 0 0 0 20 0 2 2 82
Kuhn’s Theorem for extensive form Ellsberg games 0 0 1 7 0 1 3 57
Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany 0 0 1 73 0 1 7 281
Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty 0 0 0 0 0 0 2 23
Non-time additive utility optimization--the case of certainty 0 0 0 24 0 2 2 142
On equilibrium prices in continuous time 0 0 0 40 0 0 0 153
On irreversible investment 0 0 1 14 2 3 4 64
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 1 50 0 0 1 189
Optimal Stopping With Multiple Priors 0 0 0 125 0 0 1 361
Optimal consumption and portfolio choice with ambiguous interest rates and volatility 0 0 0 4 0 0 3 23
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 0 2 3 84
Optimal consumption for recursive preferences with local substitution — the case of certainty 0 0 1 1 0 0 2 5
Other-Regarding Preferences in General Equilibrium 0 0 2 107 0 3 14 348
Purification and disambiguation of Ellsberg equilibria 0 0 0 4 2 4 5 31
Stochastic equilibria for economies under uncertainty with intertemporal substitution 0 0 0 30 0 0 0 112
Subgame-perfect equilibria in stochastic timing games 0 0 0 5 0 0 2 32
The Foster-Hart measure of riskiness for general gambles 0 0 0 13 0 2 2 92
The Texas Shoot-Out under Knightian uncertainty 0 1 2 2 0 3 6 6
The best choice problem under ambiguity 0 0 0 6 0 1 3 64
The logit dynamic for games with continuous strategy sets 0 0 1 16 1 2 5 67
Uncertain Acts in Games 0 0 0 1 0 0 1 26
Viability and Arbitrage Under Knightian Uncertainty 0 0 0 3 0 0 2 32
Voronoi languages 0 0 0 15 0 1 1 72
Total Journal Articles 1 2 15 1,047 12 43 111 4,804

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Statistics updated 2025-09-05