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 Dynamic Extension of the Foster-Hart Measure of Riskiness 0 0 1 16 0 1 3 112
A Knightian Irreversible Investment Problem 0 0 0 5 0 1 2 20
A Knightian Irreversible Investment Problem 0 0 0 5 0 0 0 10
A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds 0 0 0 1 0 0 0 168
A decomposition of general premium principles into risk and deviation 0 0 0 3 0 1 1 10
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 0 30 0 1 1 129
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 1 4 496 1 3 15 1,563
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 1 1 68 0 7 30 379
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 30 1 2 4 222
Brown-von Neumann-Nash dynamics: the continuous strategy case 0 0 0 4 1 1 3 52
Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach 0 0 2 6 0 0 3 47
Disambiguation of Ellsberg equilibria in 2x2 normal form games 0 0 0 36 0 0 1 32
Distorted Voronoi languages 0 0 1 22 0 0 4 130
Do social preferences matter in competitive markets? 0 0 2 64 0 0 5 204
Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets 0 0 1 13 0 0 1 30
Dynamic Coherent Risk Measures 0 0 0 399 0 1 2 885
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 17 0 0 2 6
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 1 23 0 0 2 24
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 0 0 0 0 2
Dynamically Consistent α-Maxmin Expected Utility 1 1 9 29 1 2 16 43
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 29 0 0 0 21
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 0 0 0 0 5
Ellsberg Games 0 0 2 96 0 0 10 116
Equilibria Under Knightian Price Uncertainty 0 0 0 36 0 0 1 49
Equilibria under Knightian Price Uncertainty 0 0 0 8 0 1 3 40
Evolutionary Dynamics on Infinite Strategy Spaces 0 0 0 265 0 0 0 770
Evolutionary dynamics on infinite strategy spaces 0 0 0 2 0 0 3 370
Evolutionary stability of first price auctions 0 0 1 43 0 0 2 88
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 7 0 0 0 73
Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets 0 1 1 2 1 2 4 68
Existence of financial equilibria in continuous time with potentially complete markets 0 0 1 31 1 1 2 108
Finance Without Probabilistic Prior Assumptions 0 0 0 8 0 0 1 44
Finance without probabilistic prior assumptions 0 0 0 18 0 0 0 69
Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources 0 0 0 1 0 0 0 67
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources 0 0 0 16 0 1 1 96
Generic Determinacy of Equilibria with Local Substitution 0 0 0 0 0 0 1 47
Generic Determinacy of Equilibria with Local Substitution 0 0 0 41 1 1 1 230
Generic Determinancy of Equilibria with Local Substitution 0 0 0 0 0 0 0 33
Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited 0 0 0 442 0 0 0 1,761
Heterogeneous time preferences and interest rates: The preferred habitat theory revisited 1 1 1 14 1 1 1 263
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 1 1 2 207
Imperfect Information Leads to Complete Markets if Dividends are Diffusions 0 1 1 154 1 2 3 931
Implementing Efficient Market Structure 0 0 0 72 0 0 1 768
Implementing Efficient Market Structure 0 0 0 103 0 0 0 327
Implementing efficient market structure 0 0 0 47 0 0 2 183
Intertemporal Equilibria with Knightian uncertainty 0 0 0 27 0 0 3 56
Intertemporal equilibria with Knightian Uncertainty 0 0 0 15 0 0 0 17
Intertemporal equilibria with Knightian uncertainty 0 0 0 55 0 0 5 154
Knight--Walras Equilibria 0 1 2 32 0 1 3 40
Knight-Walras equilibria 0 0 2 23 0 0 3 23
Kuhn's Theorem for Extensive Form Ellsberg Games 0 0 0 67 0 0 1 73
Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany 1 2 2 116 1 3 6 613
Low price equilibrium in multi-unit auctions: The GSM spectrum auction in Germany 0 0 1 51 0 0 1 272
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 1 66 0 0 3 49
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 3 0 0 1 25
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 2 156
On Equilibrium Prices in Continuous Time 1 1 1 17 1 1 1 59
On Irreversible Investment 0 0 1 269 0 0 2 800
On a Class of Infinite-Dimensional Singular Stochastic Control Problems 0 1 1 3 0 1 1 9
On equilibrium prices in continuous time 0 0 0 38 0 0 0 123
On equilibrium prices in continuous time 0 0 0 56 0 0 0 137
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 300 0 0 3 624
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 99 0 0 0 684
On the dynamic foundation of evolutionary stability in continuous models 0 0 0 17 0 1 2 154
Optimal Consumption Choice under Uncertainty with Intertemporal Substitution 0 0 2 498 0 0 3 2,176
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty 0 0 2 4 0 0 4 8
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 104 0 0 0 320
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 1 177 0 0 5 925
Optimal Dynamic Choice of Durbale and Perishable Goods (joint with Peter Bank) 0 0 0 24 0 0 0 164
Optimal Stopping under Ambiguity 0 0 0 83 1 1 3 253
Optimal Stopping under Ambiguity in Continuous Time 0 0 1 79 0 0 3 193
Optimal consumption and portfolio choice with ambiguity 0 1 1 30 1 2 4 82
Optimal consumption and portfolio choice with ambiguity 0 0 0 5 0 1 1 37
Optimal consumption choice for ratchet investors 0 0 0 14 1 1 1 110
Optimal consumption choice under uncertainty with intertemporal substitution 0 0 0 22 0 0 0 255
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 0 0 0 101
Other-Regarding Preferences in General Equilibrium 0 0 1 129 0 0 3 480
Other-Regarding Preferences in General Equilibrium 0 0 0 0 0 0 4 64
Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space 0 0 0 80 0 0 4 313
Subgame-Perfect Equilibria in Stochastic Timing Games 0 0 0 53 0 0 1 65
The Best Choice Problem under Ambiguity 0 0 0 66 0 0 1 236
The Continuous Logit Dynamic and Price Dispersion 0 0 0 94 1 1 2 37
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 8 0 1 2 24
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 16 0 1 1 59
The Foster-Hart measure of riskiness for general gambles 0 0 0 16 0 1 1 59
The Third Generation (UMTS) Spectrum Auction in Germany 0 0 0 309 1 1 9 1,217
The strategic use of ambiguity 0 0 0 69 1 1 1 163
The term structure of interest rates when the growth rate is unobservable 0 0 0 6 0 0 1 85
The third generation (UMTS) spectrum auction in Germany 1 2 2 88 1 2 3 512
Uncertain acts in games 0 0 0 46 0 0 4 35
Viability and Arbitrage under Knightian Uncertainty 0 0 2 28 0 0 2 33
Viability and arbitrage under Knightian Uncertainty 0 0 0 16 0 0 2 35
Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals 0 0 0 81 1 1 2 284
Total Working Papers 5 14 52 6,418 20 51 237 24,570


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 1 1 1 0 2 2 2
A dynamic extension of the Foster–Hart measure of riskiness 0 0 1 7 0 0 5 32
Applications: Introduction to the Special Issue on Population Games 0 0 0 2 0 0 1 20
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 0 33 0 0 0 180
Brown-von Neumann-Nash dynamics: The continuous strategy case 0 0 0 75 1 4 15 358
Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate 0 0 0 0 0 0 1 9
Dynamic Games and Applications: Second Special Issue on Population Games: Introduction 0 0 0 5 0 0 0 26
Dynamic coherent risk measures 0 0 0 11 0 2 5 79
Dynamically consistent alpha‐maxmin expected utility 0 0 0 3 0 1 3 17
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 2 0 1 2 23
Ellsberg games 0 0 1 14 0 0 6 59
Equilibria Under Knightian Price Uncertainty 0 0 0 16 2 2 6 83
Evolutionary Stability in First Price Auctions 0 0 0 3 0 0 2 40
Evolutionary dynamics on infinite strategy spaces 1 1 1 53 1 1 1 251
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 51 0 1 2 322
Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information 0 0 0 48 0 0 1 183
Existence of financial equilibria in continuous time with potentially complete markets 1 1 1 9 1 1 1 37
Financial economics without probabilistic prior assumptions 0 0 2 7 0 0 8 63
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 86 0 0 0 435
Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result 0 0 0 6 0 0 1 52
Intertemporal equilibria with Knightian uncertainty 0 0 2 19 0 0 6 77
Kuhn’s Theorem for extensive form Ellsberg games 0 0 0 5 2 2 5 47
Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany 1 2 3 66 1 2 6 265
Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty 0 0 0 0 0 0 1 20
Non-time additive utility optimization--the case of certainty 0 0 0 24 0 0 0 139
On equilibrium prices in continuous time 0 0 0 39 0 0 0 151
On irreversible investment 0 0 1 11 0 1 3 56
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 44 0 0 1 177
Optimal Stopping With Multiple Priors 1 2 4 118 1 2 5 352
Optimal consumption and portfolio choice with ambiguous interest rates and volatility 0 0 1 4 0 0 6 15
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 1 1 1 80
Other-Regarding Preferences in General Equilibrium 1 3 7 95 2 5 18 308
Purification and disambiguation of Ellsberg equilibria 0 1 1 3 0 1 3 20
Stochastic equilibria for economies under uncertainty with intertemporal substitution 0 0 0 30 0 0 2 112
Subgame-perfect equilibria in stochastic timing games 0 1 1 4 0 1 3 27
The Foster-Hart measure of riskiness for general gambles 0 0 0 13 0 2 4 89
The best choice problem under ambiguity 0 0 1 6 0 0 6 59
The logit dynamic for games with continuous strategy sets 0 0 2 15 0 0 6 59
Uncertain Acts in Games 0 0 0 1 0 0 1 24
Viability and Arbitrage Under Knightian Uncertainty 0 0 0 1 2 2 5 23
Voronoi languages 0 0 1 12 0 1 5 61
Total Journal Articles 5 12 31 976 14 35 149 4,495


Statistics updated 2022-11-05