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 0 2 21
A Dynamic Extension of the Foster-Hart Measure of Riskiness 0 0 0 16 0 0 0 113
A Knightian Irreversible Investment Problem 0 0 0 6 0 0 0 22
A Knightian Irreversible Investment Problem 0 0 0 5 0 0 0 11
A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds 0 0 0 2 0 0 0 169
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 1 1 2 132
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 497 0 0 3 1,587
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 69 0 0 0 408
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 31 0 0 0 225
Brown-von Neumann-Nash dynamics: the continuous strategy case 0 0 0 4 1 3 8 65
Continuous-Time Public Good Contribution under Uncertainty 0 0 0 31 0 1 2 84
Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach 0 0 0 8 0 0 1 53
Demographic Changes and Asset Prices in an Overlapping Generations Model 0 0 5 31 0 0 7 36
Demographic changes and asset prices in an overlapping generations model 0 0 0 0 0 0 1 3
Disambiguation of Ellsberg equilibria in 2x2 normal form games 0 0 0 36 0 1 1 34
Distorted Voronoi languages 0 0 1 24 0 0 1 133
Do social preferences matter in competitive markets? 0 0 0 64 0 0 0 205
Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets 0 0 0 14 0 0 1 37
Dynamic Coherent Risk Measures 0 0 1 401 0 0 1 887
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 23 1 1 2 27
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 17 0 0 0 6
Dynamically Consistent α-Maxmin Expected Utility 0 0 2 34 0 0 3 54
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 29 0 0 1 23
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 0 0 0 2
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 0 0 0 6
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 11 0 0 1 3
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 4 0 1 3 19
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 8 0 0 2 4
Ellsberg Games 0 0 0 97 0 0 3 122
Equilibria Under Knightian Price Uncertainty 0 0 0 36 0 0 0 50
Equilibria under Knightian Price Uncertainty 0 0 1 9 0 0 2 45
Evolutionary Dynamics on Infinite Strategy Spaces 0 0 0 265 0 0 0 770
Evolutionary dynamics on infinite strategy spaces 0 0 1 3 0 1 3 373
Evolutionary stability of first price auctions 0 0 0 43 0 0 0 89
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 7 1 1 1 74
Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets 0 0 0 2 1 1 1 69
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 31 0 0 2 110
Finance Without Probabilistic Prior Assumptions 0 0 0 8 0 0 0 44
Finance without probabilistic prior assumptions 0 0 0 19 0 0 1 72
Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources 0 0 0 1 0 0 0 69
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources 0 0 0 16 0 2 2 98
Generic Determinacy of Equilibria with Local Substitution 0 0 0 0 0 0 0 47
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 0 33
Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited 0 0 0 443 0 1 3 1,767
Heterogeneous time preferences and interest rates: The preferred habitat theory revisited 0 0 0 14 1 1 2 268
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 1 1 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 0 327
Implementing efficient market structure 0 0 0 47 0 0 0 183
Intertemporal Equilibria with Knightian uncertainty 0 0 0 27 1 2 2 59
Intertemporal equilibria with Knightian Uncertainty 0 0 0 15 0 0 0 17
Intertemporal equilibria with Knightian uncertainty 0 0 0 55 0 0 0 156
Knight--Walras Equilibria 0 0 0 33 0 0 0 42
Knight-Walras equilibria 0 0 0 24 1 1 1 26
Kuhn's Theorem for Extensive Form Ellsberg Games 0 0 0 67 0 0 2 75
Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany 0 0 0 117 0 1 2 624
Low price equilibrium in multi-unit auctions: The GSM spectrum auction in Germany 0 1 1 52 1 2 3 275
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 4 0 1 1 27
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 66 1 1 1 51
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 1 1 2 62
On Irreversible Investment 0 0 1 270 0 1 5 805
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 38 1 1 1 125
On equilibrium prices in continuous time 0 0 1 57 0 0 6 144
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 100 0 1 2 687
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 2 302 0 0 2 628
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 1 4 2,182
Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty 0 1 1 7 0 1 1 3
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty 0 0 0 4 0 0 1 9
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 178 1 1 3 933
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 104 0 0 0 323
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 0 258
Optimal Stopping under Ambiguity in Continuous Time 0 0 0 79 0 0 0 195
Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility 0 0 9 9 0 0 6 6
Optimal consumption and portfolio choice with ambiguity 0 0 0 30 0 0 1 84
Optimal consumption and portfolio choice with ambiguity 0 0 0 6 0 0 0 39
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 0 1 3 261
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 0 0 0 101
Other-Regarding Preferences in General Equilibrium 1 1 2 4 1 1 2 70
Other-Regarding Preferences in General Equilibrium 0 0 1 132 1 1 3 492
Sharing Model Uncertainty 0 0 0 0 0 1 2 2
Sharing Model Uncertainty 1 1 1 1 1 3 3 3
Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space 0 0 0 80 1 1 1 315
Subgame-Perfect Equilibria in Stochastic Timing Games 0 0 0 53 0 1 1 66
The Best Choice Problem under Ambiguity 0 0 0 66 0 0 0 237
The Continuous Logit Dynamic and Price Dispersion 1 1 2 99 1 1 2 44
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 8 1 1 1 25
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 17 0 0 1 75
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 1 1 18 0 1 3 33
The Texas Shootout under Uncertainty 0 0 0 5 0 0 4 8
The Third Generation (UMTS) Spectrum Auction in Germany 0 0 0 310 0 0 0 1,220
The strategic use of ambiguity 0 0 0 70 0 0 1 165
The term structure of interest rates when the growth rate is unobservable 0 0 0 6 0 0 1 89
The third generation (UMTS) spectrum auction in Germany 0 0 0 89 0 1 1 516
Uncertain acts in games 0 0 2 48 0 0 4 40
Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces 0 0 2 2 0 0 2 2
Viability and Arbitrage under Knightian Uncertainty 0 0 0 28 1 1 2 36
Viability and arbitrage under Knightian Uncertainty 0 0 0 16 0 1 1 42
Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals 0 0 0 85 0 0 0 289
Total Working Papers 3 6 40 6,611 21 46 150 25,132

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 1 3 0 0 2 6
A dynamic extension of the Foster–Hart measure of riskiness 0 0 0 7 0 1 1 33
Applications: Introduction to the Special Issue on Population Games 0 0 0 2 0 0 0 20
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 5 393
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 1 6 0 0 1 27
Dynamic coherent risk measures 0 1 5 18 0 1 5 89
Dynamically consistent alpha‐maxmin expected utility 0 0 2 6 0 0 3 25
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 2 0 1 1 24
Ellsberg games 0 0 0 14 0 1 4 65
Equilibria Under Knightian Price Uncertainty 0 0 0 17 0 0 1 89
Evolutionary Stability in First Price Auctions 0 0 0 3 0 1 1 41
Evolutionary dynamics on infinite strategy spaces 0 0 1 54 0 0 3 256
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 51 0 1 1 323
Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information 0 0 0 48 0 0 1 186
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 9 0 0 2 40
Financial economics without probabilistic prior assumptions 0 0 1 9 0 0 2 70
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 2 439
Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result 0 0 0 6 0 1 2 56
Intertemporal equilibria with Knightian uncertainty 0 0 1 20 0 0 2 80
Kuhn’s Theorem for extensive form Ellsberg games 0 0 1 7 1 1 3 56
Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany 0 0 2 72 0 1 4 276
Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty 0 0 0 0 0 1 2 23
Non-time additive utility optimization--the case of certainty 0 0 0 24 0 0 0 140
On equilibrium prices in continuous time 0 0 1 40 0 0 1 153
On irreversible investment 0 0 1 13 0 0 1 60
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 2 50 0 0 4 189
Optimal Stopping With Multiple Priors 0 0 0 125 0 0 0 360
Optimal consumption and portfolio choice with ambiguous interest rates and volatility 0 0 0 4 1 2 6 23
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 0 0 1 82
Optimal consumption for recursive preferences with local substitution — the case of certainty 0 1 1 1 0 1 5 5
Other-Regarding Preferences in General Equilibrium 0 0 4 107 1 4 17 343
Purification and disambiguation of Ellsberg equilibria 0 0 0 4 1 1 2 27
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 1 2 3 32
The Foster-Hart measure of riskiness for general gambles 0 0 0 13 0 0 0 90
The Texas Shoot-Out under Knightian uncertainty 0 1 1 1 1 2 3 3
The best choice problem under ambiguity 0 0 0 6 1 1 1 62
The logit dynamic for games with continuous strategy sets 0 1 1 16 0 1 3 64
Uncertain Acts in Games 0 0 0 1 0 1 1 26
Viability and Arbitrage Under Knightian Uncertainty 0 0 0 3 0 0 3 31
Voronoi languages 0 0 1 15 0 0 3 71
Total Journal Articles 0 4 28 1,042 9 28 103 4,745

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 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

Statistics updated 2025-03-03