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 5 8 13 34
A Dynamic Extension of the Foster-Hart Measure of Riskiness 0 0 0 16 1 4 5 118
A Knightian Irreversible Investment Problem 0 0 0 5 1 1 1 12
A Knightian Irreversible Investment Problem 0 0 0 6 2 6 6 28
A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds 0 0 0 2 3 4 6 175
A decomposition of general premium principles into risk and deviation 0 0 0 3 0 1 1 11
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 0 30 0 2 3 134
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 31 2 3 4 229
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 497 0 2 3 1,590
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 69 1 2 3 411
Brown-von Neumann-Nash dynamics: the continuous strategy case 0 0 0 4 5 7 8 72
Continuous-Time Public Good Contribution under Uncertainty 0 1 1 32 1 4 8 91
Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach 0 0 0 8 0 1 1 54
Demographic Changes and Asset Prices in an Overlapping Generations Model 0 0 2 33 1 5 8 44
Disambiguation of Ellsberg equilibria in 2x2 normal form games 0 0 0 36 2 3 3 37
Distorted Voronoi languages 0 0 0 24 0 1 5 138
Do social preferences matter in competitive markets? 0 0 0 64 1 6 9 214
Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets 0 0 0 14 1 2 2 39
Dynamic Coherent Risk Measures 0 0 0 401 5 5 7 894
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 23 3 4 6 32
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 17 1 4 6 12
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 0 0 0 0 2
Dynamically Consistent α-Maxmin Expected Utility 0 0 0 34 3 6 8 62
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 3 6 6 8
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 29 2 3 4 27
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 0 2 4 10
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 11 2 2 4 7
Efficient Allocations under Ambiguous Model Uncertainty 0 0 1 9 6 7 9 13
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 4 2 3 4 22
Ellsberg Games 0 0 0 97 0 1 1 123
Equilibria Under Knightian Price Uncertainty 0 0 0 36 2 3 3 53
Equilibria under Knightian Price Uncertainty 0 0 0 9 2 3 5 50
Evolutionary Dynamics on Infinite Strategy Spaces 0 0 0 265 1 2 3 773
Evolutionary dynamics on infinite strategy spaces 0 0 0 3 0 3 6 378
Evolutionary stability of first price auctions 0 0 0 43 2 4 5 94
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 3 4 5 73
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 31 2 3 5 115
Finance Without Probabilistic Prior Assumptions 0 0 0 8 1 1 2 46
Finance without probabilistic prior assumptions 0 0 0 19 1 1 2 74
Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources 0 0 0 1 1 3 4 73
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources 0 0 0 16 2 4 7 103
Generic Determinacy of Equilibria with Local Substitution 0 0 0 41 0 1 1 231
Generic Determinacy of Equilibria with Local Substitution 0 0 0 0 2 2 5 52
Generic Determinancy of Equilibria with Local Substitution 0 0 0 0 4 5 6 39
Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited 0 0 0 443 3 6 6 1,773
Heterogeneous time preferences and interest rates: The preferred habitat theory revisited 0 0 0 14 1 2 3 270
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 2 2 3 211
Imperfect Information Leads to Complete Markets if Dividends are Diffusions 0 0 0 154 1 1 1 933
Implementing Efficient Market Structure 0 0 0 103 3 6 7 334
Implementing Efficient Market Structure 0 0 0 72 2 3 3 771
Implementing efficient market structure 0 0 0 47 1 3 4 187
Intertemporal Equilibria with Knightian uncertainty 0 0 0 27 4 5 9 66
Intertemporal equilibria with Knightian Uncertainty 0 0 0 15 3 6 7 24
Intertemporal equilibria with Knightian uncertainty 0 0 0 55 2 2 3 159
Knight--Walras Equilibria 0 0 0 33 1 1 2 44
Knight-Walras equilibria 0 0 0 24 1 5 7 32
Kuhn's Theorem for Extensive Form Ellsberg Games 0 0 0 67 2 5 6 81
Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany 0 0 0 117 1 2 4 627
Low price equilibrium in multi-unit auctions: The GSM spectrum auction in Germany 0 0 1 52 5 10 12 285
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 4 1 2 2 29
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 66 3 5 7 57
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 2 2 159
On Equilibrium Prices in Continuous Time 0 0 0 18 2 3 7 68
On Irreversible Investment 0 0 1 271 1 1 4 808
On a Class of Infinite-Dimensional Singular Stochastic Control Problems 0 0 0 3 4 5 5 14
On equilibrium prices in continuous time 0 0 0 57 0 1 1 145
On equilibrium prices in continuous time 0 0 0 38 1 1 2 126
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 1 303 1 2 3 631
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 100 4 7 8 694
On the dynamic foundation of evolutionary stability in continuous models 0 0 0 17 2 2 2 157
Optimal Consumption Choice under Uncertainty with Intertemporal Substitution 0 0 0 499 2 6 8 2,189
Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty 0 0 1 7 1 2 6 8
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty 0 0 0 4 2 2 2 11
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 178 0 3 6 938
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 104 0 0 1 324
Optimal Dynamic Choice of Durbale and Perishable Goods (joint with Peter Bank) 0 0 0 24 1 3 3 168
Optimal Stopping under Ambiguity 0 0 0 84 1 3 5 263
Optimal Stopping under Ambiguity in Continuous Time 0 0 0 79 4 4 5 200
Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility 0 0 0 9 2 6 10 16
Optimal consumption and portfolio choice with ambiguity 0 0 0 6 0 0 1 40
Optimal consumption and portfolio choice with ambiguity 0 0 0 30 4 10 10 94
Optimal consumption choice for ratchet investors 0 0 0 14 5 6 7 119
Optimal consumption choice under uncertainty with intertemporal substitution 0 0 0 22 0 0 1 262
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 1 1 2 103
Other-Regarding Preferences in General Equilibrium 0 0 1 133 1 3 8 499
Other-Regarding Preferences in General Equilibrium 0 0 1 4 2 3 4 73
Sharing Model Uncertainty 0 2 5 5 4 6 14 14
Sharing Model Uncertainty 0 0 2 2 0 0 6 7
Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space 0 0 0 80 2 3 4 318
Subgame-Perfect Equilibria in Stochastic Timing Games 0 0 0 53 1 5 8 73
The Best Choice Problem under Ambiguity 0 0 0 66 1 2 3 240
The Continuous Logit Dynamic and Price Dispersion 0 0 1 99 2 3 4 47
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 17 1 1 2 77
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 8 1 2 4 28
The Foster-Hart measure of riskiness for general gambles 0 0 0 17 1 2 2 67
The Texas Shoot-Out under Knightian Uncertainty 0 0 0 18 1 5 7 40
The Texas Shootout under Uncertainty 0 0 0 5 1 2 4 12
The Third Generation (UMTS) Spectrum Auction in Germany 0 0 0 310 4 4 4 1,224
The strategic use of ambiguity 0 0 2 72 3 7 13 178
The term structure of interest rates when the growth rate is unobservable 0 0 0 6 1 1 3 92
The third generation (UMTS) spectrum auction in Germany 0 0 0 89 1 2 4 519
Uncertain acts in games 0 0 0 48 1 4 8 48
Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces 0 0 1 3 4 4 7 9
Viability and Arbitrage under Knightian Uncertainty 0 0 0 28 1 1 2 37
Viability and arbitrage under Knightian Uncertainty 0 0 0 16 2 4 4 46
Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals 0 0 0 85 2 6 8 297
Total Working Papers 0 3 21 6,627 188 351 519 25,610
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 1 3 6 1 3 5 11
A dynamic extension of the Foster–Hart measure of riskiness 0 0 0 7 0 1 3 35
Applications: Introduction to the Special Issue on Population Games 0 0 0 2 1 1 2 22
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 0 34 0 2 2 184
Brown-von Neumann-Nash dynamics: The continuous strategy case 0 0 0 75 2 6 14 405
Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate 0 0 0 0 2 2 3 13
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 0 18 1 4 5 94
Dynamically consistent alpha‐maxmin expected utility 0 0 1 7 1 2 5 30
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 2 0 1 3 27
Ellsberg games 0 0 0 14 0 2 5 69
Equilibria Under Knightian Price Uncertainty 0 1 1 18 0 2 5 94
Evolutionary Stability in First Price Auctions 0 0 0 3 1 4 4 45
Evolutionary dynamics on infinite strategy spaces 0 1 1 55 2 6 8 264
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 51 4 7 8 331
Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information 0 0 0 48 0 1 2 188
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 9 7 8 9 49
Financial economics without probabilistic prior assumptions 0 0 0 9 2 2 3 73
Generic determinacy of equilibria with local substitution 0 0 0 10 0 1 1 64
Heterogeneous time preferences and interest rates—the preferred habitat theory revisited 0 0 0 87 3 4 5 444
Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result 0 0 0 6 2 4 6 61
Intertemporal equilibria with Knightian uncertainty 0 0 1 21 2 4 7 87
Kuhn’s Theorem for extensive form Ellsberg games 0 0 0 7 2 4 6 61
Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany 0 0 1 73 2 4 10 285
Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty 0 0 0 0 1 5 6 28
Non-time additive utility optimization--the case of certainty 0 0 0 24 0 2 4 144
On equilibrium prices in continuous time 0 0 0 40 0 0 0 153
On irreversible investment 0 0 1 14 0 2 6 66
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 50 5 10 10 199
Optimal Stopping With Multiple Priors 1 1 1 126 1 3 4 364
Optimal consumption and portfolio choice with ambiguous interest rates and volatility 0 0 0 4 0 2 3 25
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 0 3 5 87
Optimal consumption for recursive preferences with local substitution — the case of certainty 0 0 1 1 2 3 4 8
Other-Regarding Preferences in General Equilibrium 0 0 0 107 3 4 11 352
Purification and disambiguation of Ellsberg equilibria 0 0 0 4 1 5 10 36
Stochastic equilibria for economies under uncertainty with intertemporal substitution 0 0 0 30 0 1 1 113
Subgame-perfect equilibria in stochastic timing games 0 0 0 5 1 4 6 36
The Foster-Hart measure of riskiness for general gambles 0 0 0 13 2 5 7 97
The Texas Shoot-Out under Knightian uncertainty 0 0 2 2 2 10 15 16
The best choice problem under ambiguity 0 0 0 6 0 1 4 65
The logit dynamic for games with continuous strategy sets 0 0 1 16 2 4 8 71
Uncertain Acts in Games 0 0 0 1 2 5 7 32
Viability and Arbitrage Under Knightian Uncertainty 0 1 1 4 2 7 8 39
Voronoi languages 0 0 0 15 0 0 1 72
Total Journal Articles 1 5 15 1,054 59 151 241 4,966

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Statistics updated 2026-01-09