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 5 27 50
A Dynamic Extension of the Foster-Hart Measure of Riskiness 0 0 0 16 0 0 8 121
A Knightian Irreversible Investment Problem 0 0 0 5 0 2 6 17
A Knightian Irreversible Investment Problem 0 0 0 6 0 1 10 32
A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds 0 0 0 2 0 3 7 178
A decomposition of general premium principles into risk and deviation 0 0 0 3 1 2 6 16
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 0 30 0 1 8 140
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 31 1 5 10 236
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 69 2 7 15 423
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 497 0 2 9 1,596
Brown-von Neumann-Nash dynamics: the continuous strategy case 0 0 0 4 1 5 15 80
Continuous-Time Public Good Contribution under Uncertainty 0 0 1 32 2 4 11 98
Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach 0 0 0 8 0 4 8 61
Demographic Changes and Asset Prices in an Overlapping Generations Model 0 0 1 33 1 3 18 55
Disambiguation of Ellsberg equilibria in 2x2 normal form games 1 1 1 37 5 7 16 50
Distorted Voronoi languages 0 0 0 24 0 0 4 139
Do social preferences matter in competitive markets? 0 0 0 64 0 1 11 217
Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets 0 0 0 14 0 2 9 46
Dynamic Coherent Risk Measures 0 0 0 401 2 7 19 906
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 17 1 3 12 19
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 23 0 4 10 38
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 0 1 1 2 4
Dynamically Consistent α-Maxmin Expected Utility 0 0 0 34 1 5 14 68
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 0 0 6 12
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 29 0 3 12 36
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 0 0 7 9
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 0 0 4 10
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 11 0 3 9 13
Efficient Allocations under Ambiguous Model Uncertainty 0 0 1 9 0 0 9 14
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 4 0 4 13 32
Ellsberg Games 0 0 0 97 3 5 6 128
Equilibria Under Knightian Price Uncertainty 0 1 1 37 1 3 11 61
Equilibria under Knightian Price Uncertainty 0 0 0 9 0 1 15 60
Evolutionary Dynamics on Infinite Strategy Spaces 0 0 0 265 0 3 8 778
Evolutionary dynamics on infinite strategy spaces 0 0 0 3 0 1 11 384
Evolutionary stability of first price auctions 0 0 0 43 0 3 12 101
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 7 0 3 7 81
Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets 0 0 0 2 0 1 9 78
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 31 1 4 17 127
Finance Without Probabilistic Prior Assumptions 0 0 0 8 0 6 8 52
Finance without probabilistic prior assumptions 0 0 0 19 1 10 14 87
Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources 0 0 0 1 1 3 9 78
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources 0 0 0 16 1 2 10 108
Generic Determinacy of Equilibria with Local Substitution 0 0 0 0 0 1 8 56
Generic Determinacy of Equilibria with Local Substitution 0 0 0 41 0 2 4 234
Generic Determinancy of Equilibria with Local Substitution 0 0 0 0 0 0 8 42
Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited 0 0 0 443 0 3 14 1,781
Heterogeneous time preferences and interest rates: The preferred habitat theory revisited 0 0 0 14 0 1 10 278
Immediate Demand Reduction in Simultaneous Ascending Bid Auctions (new title: Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result) 0 0 1 41 0 5 9 218
Imperfect Information Leads to Complete Markets if Dividends are Diffusions 0 0 0 154 0 4 7 939
Implementing Efficient Market Structure 0 0 0 72 0 5 9 777
Implementing Efficient Market Structure 0 0 0 103 1 4 14 342
Implementing efficient market structure 0 0 0 47 1 2 8 192
Intertemporal Equilibria with Knightian uncertainty 0 0 0 27 0 1 11 70
Intertemporal equilibria with Knightian Uncertainty 0 0 0 15 0 2 11 29
Intertemporal equilibria with Knightian uncertainty 0 0 0 55 1 4 15 171
Knight--Walras Equilibria 0 0 0 33 2 4 10 53
Knight-Walras equilibria 0 0 0 24 0 0 9 35
Kuhn's Theorem for Extensive Form Ellsberg Games 0 0 0 67 1 4 12 87
Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany 0 0 0 117 0 3 10 635
Low price equilibrium in multi-unit auctions: The GSM spectrum auction in Germany 0 0 0 52 1 1 17 292
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 66 0 2 15 66
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 4 0 1 8 35
Non-Time Additive Utility Optimization - the Case of Certainty 0 0 0 246 0 4 8 1,375
Non-time additive utility optimization: The case of certainty 0 0 0 7 0 0 7 164
On Equilibrium Prices in Continuous Time 0 0 0 18 1 4 9 72
On Irreversible Investment 0 0 0 271 0 4 11 817
On a Class of Infinite-Dimensional Singular Stochastic Control Problems 0 0 0 3 0 1 12 21
On equilibrium prices in continuous time 0 0 0 57 0 1 8 152
On equilibrium prices in continuous time 0 0 0 38 0 5 8 133
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 303 1 3 10 639
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 100 0 0 20 707
On the dynamic foundation of evolutionary stability in continuous models 0 0 0 17 0 2 6 161
Optimal Consumption Choice under Uncertainty with Intertemporal Substitution 0 0 0 499 0 0 10 2,193
Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty 0 0 0 7 1 5 23 28
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty 0 0 0 4 0 1 9 18
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 104 0 2 6 329
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 178 1 2 9 943
Optimal Dynamic Choice of Durbale and Perishable Goods (joint with Peter Bank) 0 0 0 24 0 2 6 171
Optimal Stopping under Ambiguity 0 0 0 84 0 1 12 271
Optimal Stopping under Ambiguity in Continuous Time 0 1 1 80 0 3 11 206
Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility 0 0 0 9 0 1 14 22
Optimal consumption and portfolio choice with ambiguity 0 0 0 6 0 2 8 47
Optimal consumption and portfolio choice with ambiguity 0 0 0 30 0 3 16 100
Optimal consumption choice for ratchet investors 0 0 0 14 1 3 12 124
Optimal consumption choice under uncertainty with intertemporal substitution 0 0 0 22 0 0 4 265
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 1 3 8 109
Other-Regarding Preferences in General Equilibrium 0 0 1 133 1 5 18 511
Other-Regarding Preferences in General Equilibrium 0 0 0 4 1 5 11 81
Sharing Model Uncertainty 0 0 2 2 1 2 8 12
Sharing Model Uncertainty 0 0 3 6 1 1 15 21
Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space 0 0 0 80 2 5 12 327
Subgame-Perfect Equilibria in Stochastic Timing Games 0 0 0 53 2 5 21 87
The Best Choice Problem under Ambiguity 0 0 0 66 0 4 14 252
The Continuous Logit Dynamic and Price Dispersion 0 0 0 99 0 2 8 52
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 17 0 3 7 82
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 8 0 4 7 32
The Foster-Hart measure of riskiness for general gambles 0 0 0 17 3 10 14 79
The Texas Shoot-Out under Knightian Uncertainty 0 0 0 18 2 4 19 52
The Texas Shootout under Uncertainty 0 0 0 5 1 6 11 19
The Third Generation (UMTS) Spectrum Auction in Germany 0 0 0 310 0 3 13 1,233
The strategic use of ambiguity 0 0 1 72 0 7 23 191
The term structure of interest rates when the growth rate is unobservable 0 0 0 6 0 3 12 101
The third generation (UMTS) spectrum auction in Germany 0 0 0 89 0 5 15 531
Uncertain acts in games 0 0 0 48 3 9 26 67
Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces 0 0 0 3 0 7 14 18
Viability and Arbitrage under Knightian Uncertainty 0 0 0 28 0 2 5 41
Viability and arbitrage under Knightian Uncertainty 0 0 0 16 0 4 14 56
Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals 0 1 1 86 1 5 15 304
Total Working Papers 1 4 15 6,633 57 331 1,210 26,387
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 0 0 2 6 0 4 13 20
A dynamic extension of the Foster–Hart measure of riskiness 0 0 0 7 0 2 5 38
Applications: Introduction to the Special Issue on Population Games 0 0 0 2 0 1 4 24
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 0 34 0 0 3 185
Brown-von Neumann-Nash dynamics: The continuous strategy case 0 0 0 75 2 6 25 420
Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate 0 0 0 0 0 3 7 17
Dynamic Games and Applications: Second Special Issue on Population Games: Introduction 0 0 0 6 0 1 3 30
Dynamic coherent risk measures 0 0 1 19 1 4 18 107
Dynamically consistent alpha‐maxmin expected utility 0 0 1 7 0 3 11 36
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 2 0 5 13 37
Ellsberg games 0 0 0 14 4 4 9 74
Equilibria Under Knightian Price Uncertainty 0 0 1 18 1 7 14 103
Evolutionary Stability in First Price Auctions 0 0 0 3 0 2 8 49
Evolutionary dynamics on infinite strategy spaces 1 2 3 57 2 7 19 277
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 51 0 2 14 337
Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information 0 0 0 48 0 7 11 197
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 9 0 2 17 57
Financial economics without probabilistic prior assumptions 0 1 1 10 1 5 13 83
Generic determinacy of equilibria with local substitution 0 0 0 10 0 0 1 64
Heterogeneous time preferences and interest rates—the preferred habitat theory revisited 0 0 0 87 1 3 12 451
Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result 0 0 0 6 1 3 10 66
Intertemporal equilibria with Knightian uncertainty 0 0 1 21 0 6 18 98
Kuhn’s Theorem for extensive form Ellsberg games 0 0 0 7 0 0 8 64
Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany 1 1 1 74 1 3 14 294
Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty 0 0 0 0 1 6 16 39
Non-time additive utility optimization--the case of certainty 0 0 0 24 0 4 12 152
On equilibrium prices in continuous time 0 0 0 40 0 4 16 169
On irreversible investment 0 0 0 14 0 2 13 74
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 50 2 8 26 215
Optimal Stopping With Multiple Priors 0 1 2 127 1 6 13 374
Optimal consumption and portfolio choice with ambiguous interest rates and volatility 0 0 0 4 0 1 4 27
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 0 2 11 93
Optimal consumption for recursive preferences with local substitution — the case of certainty 0 0 0 1 0 6 12 17
Other-Regarding Preferences in General Equilibrium 0 0 1 108 0 7 22 367
Purification and disambiguation of Ellsberg equilibria 0 0 0 4 2 5 15 42
Stochastic equilibria for economies under uncertainty with intertemporal substitution 0 0 0 30 1 3 7 119
Subgame-perfect equilibria in stochastic timing games 0 0 0 5 0 3 14 46
The Foster-Hart measure of riskiness for general gambles 0 0 0 13 0 3 16 106
The Texas Shoot-Out under Knightian uncertainty 0 0 1 2 0 1 17 20
The best choice problem under ambiguity 0 0 0 6 1 5 9 72
The logit dynamic for games with continuous strategy sets 0 0 1 17 2 5 19 84
Uncertain Acts in Games 0 0 0 1 0 1 8 34
Viability and Arbitrage Under Knightian Uncertainty 0 0 1 4 0 1 13 45
Voronoi languages 0 0 0 15 1 7 12 83
Total Journal Articles 2 5 17 1,062 25 160 545 5,306

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04