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 3 14 27 48
A Dynamic Extension of the Foster-Hart Measure of Riskiness 0 0 0 16 0 3 8 121
A Knightian Irreversible Investment Problem 0 0 0 5 1 4 5 16
A Knightian Irreversible Investment Problem 0 0 0 6 0 3 9 31
A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds 0 0 0 2 0 0 4 175
A decomposition of general premium principles into risk and deviation 0 0 0 3 0 3 4 14
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 0 30 0 5 7 139
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 497 0 4 7 1,594
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 31 1 3 7 232
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 69 2 7 10 418
Brown-von Neumann-Nash dynamics: the continuous strategy case 0 0 0 4 2 5 12 77
Continuous-Time Public Good Contribution under Uncertainty 0 0 1 32 1 4 10 95
Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach 0 0 0 8 0 3 4 57
Demographic Changes and Asset Prices in an Overlapping Generations Model 0 0 1 33 0 8 15 52
Disambiguation of Ellsberg equilibria in 2x2 normal form games 0 0 0 36 0 6 9 43
Distorted Voronoi languages 0 0 0 24 0 1 5 139
Do social preferences matter in competitive markets? 0 0 0 64 0 2 10 216
Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets 0 0 0 14 0 5 7 44
Dynamic Coherent Risk Measures 0 0 0 401 3 8 15 902
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 17 1 5 11 17
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 23 2 4 9 36
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 0 0 1 1 3
Dynamically Consistent α-Maxmin Expected Utility 0 0 0 34 2 3 11 65
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 0 1 7 9
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 29 1 7 10 34
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 0 2 6 12
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 0 3 4 10
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 4 1 7 10 29
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 11 0 3 7 10
Efficient Allocations under Ambiguous Model Uncertainty 0 0 1 9 0 1 10 14
Ellsberg Games 0 0 0 97 1 1 2 124
Equilibria Under Knightian Price Uncertainty 0 0 0 36 0 5 8 58
Equilibria under Knightian Price Uncertainty 0 0 0 9 0 9 14 59
Evolutionary Dynamics on Infinite Strategy Spaces 0 0 0 265 1 3 6 776
Evolutionary dynamics on infinite strategy spaces 0 0 0 3 0 5 10 383
Evolutionary stability of first price auctions 0 0 0 43 0 4 9 98
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 7 1 5 5 79
Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets 0 0 0 2 1 5 9 78
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 31 0 8 13 123
Finance Without Probabilistic Prior Assumptions 0 0 0 8 0 0 2 46
Finance without probabilistic prior assumptions 0 0 0 19 0 3 4 77
Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources 0 0 0 1 1 3 7 76
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources 0 0 0 16 0 3 8 106
Generic Determinacy of Equilibria with Local Substitution 0 0 0 41 0 1 2 232
Generic Determinacy of Equilibria with Local Substitution 0 0 0 0 0 3 7 55
Generic Determinancy of Equilibria with Local Substitution 0 0 0 0 0 3 8 42
Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited 0 0 0 443 1 6 12 1,779
Heterogeneous time preferences and interest rates: The preferred habitat theory revisited 0 0 0 14 1 8 10 278
Immediate Demand Reduction in Simultaneous Ascending Bid Auctions (new title: Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result) 0 1 1 41 1 3 5 214
Imperfect Information Leads to Complete Markets if Dividends are Diffusions 0 0 0 154 0 2 3 935
Implementing Efficient Market Structure 0 0 0 103 1 5 12 339
Implementing Efficient Market Structure 0 0 0 72 1 2 5 773
Implementing efficient market structure 0 0 0 47 0 3 7 190
Intertemporal Equilibria with Knightian uncertainty 0 0 0 27 0 3 10 69
Intertemporal equilibria with Knightian Uncertainty 0 0 0 15 0 3 10 27
Intertemporal equilibria with Knightian uncertainty 0 0 0 55 1 9 12 168
Knight--Walras Equilibria 0 0 0 33 0 5 6 49
Knight-Walras equilibria 0 0 0 24 0 3 9 35
Kuhn's Theorem for Extensive Form Ellsberg Games 0 0 0 67 0 2 8 83
Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany 0 0 0 117 1 6 8 633
Low price equilibrium in multi-unit auctions: The GSM spectrum auction in Germany 0 0 0 52 0 6 16 291
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 4 1 6 8 35
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 66 0 7 13 64
Non-Time Additive Utility Optimization - the Case of Certainty 0 0 0 246 1 5 5 1,372
Non-time additive utility optimization: The case of certainty 0 0 0 7 0 5 7 164
On Equilibrium Prices in Continuous Time 0 0 0 18 0 0 5 68
On Irreversible Investment 0 0 0 271 2 7 9 815
On a Class of Infinite-Dimensional Singular Stochastic Control Problems 0 0 0 3 0 6 11 20
On equilibrium prices in continuous time 0 0 0 57 0 6 7 151
On equilibrium prices in continuous time 0 0 0 38 2 4 5 130
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 1 303 1 6 9 637
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 100 0 13 20 707
On the dynamic foundation of evolutionary stability in continuous models 0 0 0 17 0 2 4 159
Optimal Consumption Choice under Uncertainty with Intertemporal Substitution 0 0 0 499 0 4 11 2,193
Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty 0 0 0 7 2 17 22 25
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty 0 0 0 4 0 6 8 17
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 104 0 3 4 327
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 178 0 3 7 941
Optimal Dynamic Choice of Durbale and Perishable Goods (joint with Peter Bank) 0 0 0 24 0 1 4 169
Optimal Stopping under Ambiguity 0 0 0 84 0 7 12 270
Optimal Stopping under Ambiguity in Continuous Time 0 0 0 79 2 5 10 205
Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility 0 0 0 9 0 5 14 21
Optimal consumption and portfolio choice with ambiguity 0 0 0 6 0 5 6 45
Optimal consumption and portfolio choice with ambiguity 0 0 0 30 2 5 15 99
Optimal consumption choice for ratchet investors 0 0 0 14 1 3 10 122
Optimal consumption choice under uncertainty with intertemporal substitution 0 0 0 22 0 3 4 265
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 0 3 5 106
Other-Regarding Preferences in General Equilibrium 0 0 0 4 1 4 7 77
Other-Regarding Preferences in General Equilibrium 0 0 1 133 1 8 15 507
Sharing Model Uncertainty 0 1 3 6 0 6 16 20
Sharing Model Uncertainty 0 0 2 2 0 3 8 10
Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space 0 0 0 80 1 5 8 323
Subgame-Perfect Equilibria in Stochastic Timing Games 0 0 0 53 2 11 18 84
The Best Choice Problem under Ambiguity 0 0 0 66 1 9 12 249
The Continuous Logit Dynamic and Price Dispersion 0 0 0 99 1 4 7 51
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 17 0 2 4 79
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 8 2 2 5 30
The Foster-Hart measure of riskiness for general gambles 0 0 0 17 0 2 4 69
The Texas Shoot-Out under Knightian Uncertainty 0 0 0 18 1 9 16 49
The Texas Shootout under Uncertainty 0 0 0 5 1 2 6 14
The Third Generation (UMTS) Spectrum Auction in Germany 0 0 0 310 0 6 10 1,230
The strategic use of ambiguity 0 0 1 72 1 7 19 185
The term structure of interest rates when the growth rate is unobservable 0 0 0 6 0 6 9 98
The third generation (UMTS) spectrum auction in Germany 0 0 0 89 1 8 11 527
Uncertain acts in games 0 0 0 48 1 11 19 59
Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces 0 0 1 3 1 3 10 12
Viability and Arbitrage under Knightian Uncertainty 0 0 0 28 1 3 4 40
Viability and arbitrage under Knightian Uncertainty 0 0 0 16 2 8 12 54
Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals 0 0 0 85 1 3 11 300
Total Working Papers 0 2 13 6,629 65 511 974 26,121
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 3 6 1 6 11 17
A dynamic extension of the Foster–Hart measure of riskiness 0 0 0 7 2 3 5 38
Applications: Introduction to the Special Issue on Population Games 0 0 0 2 1 2 4 24
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 0 34 0 1 3 185
Brown-von Neumann-Nash dynamics: The continuous strategy case 0 0 0 75 2 11 23 416
Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate 0 0 0 0 0 1 4 14
Dynamic Games and Applications: Second Special Issue on Population Games: Introduction 0 0 0 6 0 2 2 29
Dynamic coherent risk measures 0 1 1 19 1 10 15 104
Dynamically consistent alpha‐maxmin expected utility 0 0 1 7 2 5 10 35
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 2 2 7 10 34
Ellsberg games 0 0 0 14 0 1 5 70
Equilibria Under Knightian Price Uncertainty 0 0 1 18 1 3 8 97
Evolutionary Stability in First Price Auctions 0 0 0 3 0 2 6 47
Evolutionary dynamics on infinite strategy spaces 1 1 2 56 3 9 15 273
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 51 0 4 12 335
Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information 0 0 0 48 2 4 6 192
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 9 2 8 17 57
Financial economics without probabilistic prior assumptions 0 0 0 9 1 6 9 79
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 0 4 9 448
Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result 0 0 0 6 0 2 7 63
Intertemporal equilibria with Knightian uncertainty 0 0 1 21 4 9 16 96
Kuhn’s Theorem for extensive form Ellsberg games 0 0 0 7 0 3 8 64
Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany 0 0 1 73 0 6 13 291
Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty 0 0 0 0 2 7 12 35
Non-time additive utility optimization--the case of certainty 0 0 0 24 1 5 9 149
On equilibrium prices in continuous time 0 0 0 40 0 12 12 165
On irreversible investment 0 0 0 14 0 6 11 72
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 50 3 11 21 210
Optimal Stopping With Multiple Priors 0 0 1 126 1 5 9 369
Optimal consumption and portfolio choice with ambiguous interest rates and volatility 0 0 0 4 0 1 3 26
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 0 4 9 91
Optimal consumption for recursive preferences with local substitution — the case of certainty 0 0 0 1 2 5 8 13
Other-Regarding Preferences in General Equilibrium 0 1 1 108 3 11 20 363
Purification and disambiguation of Ellsberg equilibria 0 0 0 4 1 2 11 38
Stochastic equilibria for economies under uncertainty with intertemporal substitution 0 0 0 30 1 4 5 117
Subgame-perfect equilibria in stochastic timing games 0 0 0 5 2 9 13 45
The Foster-Hart measure of riskiness for general gambles 0 0 0 13 1 7 14 104
The Texas Shoot-Out under Knightian uncertainty 0 0 1 2 0 3 16 19
The best choice problem under ambiguity 0 0 0 6 2 4 7 69
The logit dynamic for games with continuous strategy sets 0 1 1 17 1 9 16 80
Uncertain Acts in Games 0 0 0 1 0 1 7 33
Viability and Arbitrage Under Knightian Uncertainty 0 0 1 4 0 5 13 44
Voronoi languages 0 0 0 15 2 6 7 78
Total Journal Articles 1 4 15 1,058 46 226 442 5,192

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Statistics updated 2026-04-09