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 8 14 21 42
A Dynamic Extension of the Foster-Hart Measure of Riskiness 0 0 0 16 3 5 8 121
A Knightian Irreversible Investment Problem 0 0 0 6 2 6 8 30
A Knightian Irreversible Investment Problem 0 0 0 5 3 4 4 15
A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds 0 0 0 2 0 4 6 175
A decomposition of general premium principles into risk and deviation 0 0 0 3 3 3 4 14
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 0 30 5 7 8 139
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 69 3 5 6 414
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 497 4 6 7 1,594
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 31 1 3 5 230
Brown-von Neumann-Nash dynamics: the continuous strategy case 0 0 0 4 3 9 11 75
Continuous-Time Public Good Contribution under Uncertainty 0 0 1 32 1 4 8 92
Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach 0 0 0 8 1 1 2 55
Demographic Changes and Asset Prices in an Overlapping Generations Model 0 0 2 33 5 9 13 49
Disambiguation of Ellsberg equilibria in 2x2 normal form games 0 0 0 36 4 7 7 41
Distorted Voronoi languages 0 0 0 24 1 1 6 139
Do social preferences matter in competitive markets? 0 0 0 64 2 6 11 216
Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets 0 0 0 14 4 5 6 43
Dynamic Coherent Risk Measures 0 0 0 401 4 9 11 898
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 0 1 1 1 3
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 17 4 7 10 16
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 23 2 5 8 34
Dynamically Consistent α-Maxmin Expected Utility 0 0 0 34 0 6 8 62
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 29 3 6 7 30
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 3 4 4 10
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 1 2 5 11
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 1 5 7 9
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 11 2 4 6 9
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 4 2 4 5 24
Efficient Allocations under Ambiguous Model Uncertainty 0 0 1 9 1 8 10 14
Ellsberg Games 0 0 0 97 0 1 1 123
Equilibria Under Knightian Price Uncertainty 0 0 0 36 5 7 8 58
Equilibria under Knightian Price Uncertainty 0 0 0 9 9 12 14 59
Evolutionary Dynamics on Infinite Strategy Spaces 0 0 0 265 1 3 4 774
Evolutionary dynamics on infinite strategy spaces 0 0 0 3 3 5 8 381
Evolutionary stability of first price auctions 0 0 0 43 3 7 8 97
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 7 3 3 4 77
Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets 0 0 0 2 4 8 9 77
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 31 6 8 11 121
Finance Without Probabilistic Prior Assumptions 0 0 0 8 0 1 2 46
Finance without probabilistic prior assumptions 0 0 0 19 2 3 4 76
Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources 0 0 0 1 2 5 6 75
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources 0 0 0 16 3 6 8 106
Generic Determinacy of Equilibria with Local Substitution 0 0 0 0 3 5 8 55
Generic Determinacy of Equilibria with Local Substitution 0 0 0 41 1 1 2 232
Generic Determinancy of Equilibria with Local Substitution 0 0 0 0 1 5 7 40
Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited 0 0 0 443 5 9 11 1,778
Heterogeneous time preferences and interest rates: The preferred habitat theory revisited 0 0 0 14 7 8 10 277
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 3 4 212
Imperfect Information Leads to Complete Markets if Dividends are Diffusions 0 0 0 154 2 3 3 935
Implementing Efficient Market Structure 0 0 0 103 4 8 11 338
Implementing Efficient Market Structure 0 0 0 72 0 2 3 771
Implementing efficient market structure 0 0 0 47 3 6 7 190
Intertemporal Equilibria with Knightian uncertainty 0 0 0 27 2 7 10 68
Intertemporal equilibria with Knightian Uncertainty 0 0 0 15 3 7 10 27
Intertemporal equilibria with Knightian uncertainty 0 0 0 55 4 6 7 163
Knight--Walras Equilibria 0 0 0 33 5 6 7 49
Knight-Walras equilibria 0 0 0 24 3 8 10 35
Kuhn's Theorem for Extensive Form Ellsberg Games 0 0 0 67 2 6 8 83
Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany 0 0 0 117 4 5 7 631
Low price equilibrium in multi-unit auctions: The GSM spectrum auction in Germany 0 0 0 52 6 15 17 291
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 66 5 8 12 62
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 4 4 6 6 33
Non-Time Additive Utility Optimization - the Case of Certainty 0 0 0 246 3 3 3 1,370
Non-time additive utility optimization: The case of certainty 0 0 0 7 5 7 7 164
On Equilibrium Prices in Continuous Time 0 0 0 18 0 3 7 68
On Irreversible Investment 0 0 1 271 5 6 8 813
On a Class of Infinite-Dimensional Singular Stochastic Control Problems 0 0 0 3 6 11 11 20
On equilibrium prices in continuous time 0 0 0 57 6 7 7 151
On equilibrium prices in continuous time 0 0 0 38 1 2 3 127
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 100 13 20 20 707
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 1 303 4 5 7 635
On the dynamic foundation of evolutionary stability in continuous models 0 0 0 17 1 3 3 158
Optimal Consumption Choice under Uncertainty with Intertemporal Substitution 0 0 0 499 4 9 11 2,193
Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty 0 0 0 7 13 14 18 21
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty 0 0 0 4 5 7 7 16
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 104 3 3 4 327
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 178 3 5 9 941
Optimal Dynamic Choice of Durbale and Perishable Goods (joint with Peter Bank) 0 0 0 24 1 3 4 169
Optimal Stopping under Ambiguity 0 0 0 84 5 8 10 268
Optimal Stopping under Ambiguity in Continuous Time 0 0 0 79 3 7 8 203
Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility 0 0 0 9 5 10 15 21
Optimal consumption and portfolio choice with ambiguity 0 0 0 30 3 13 13 97
Optimal consumption and portfolio choice with ambiguity 0 0 0 6 4 4 5 44
Optimal consumption choice for ratchet investors 0 0 0 14 1 7 8 120
Optimal consumption choice under uncertainty with intertemporal substitution 0 0 0 22 3 3 4 265
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 3 4 5 106
Other-Regarding Preferences in General Equilibrium 0 0 1 133 5 7 13 504
Other-Regarding Preferences in General Equilibrium 0 0 1 4 1 3 5 74
Sharing Model Uncertainty 1 3 6 6 3 9 15 17
Sharing Model Uncertainty 0 0 2 2 2 2 7 9
Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space 0 0 0 80 4 7 8 322
Subgame-Perfect Equilibria in Stochastic Timing Games 0 0 0 53 8 9 15 81
The Best Choice Problem under Ambiguity 0 0 0 66 6 8 9 246
The Continuous Logit Dynamic and Price Dispersion 0 0 1 99 2 5 6 49
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 17 2 3 4 79
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 8 0 2 4 28
The Foster-Hart measure of riskiness for general gambles 0 0 0 17 2 3 4 69
The Texas Shoot-Out under Knightian Uncertainty 0 0 0 18 8 12 15 48
The Texas Shootout under Uncertainty 0 0 0 5 0 2 4 12
The Third Generation (UMTS) Spectrum Auction in Germany 0 0 0 310 3 7 7 1,227
The strategic use of ambiguity 0 0 2 72 5 10 18 183
The term structure of interest rates when the growth rate is unobservable 0 0 0 6 5 6 8 97
The third generation (UMTS) spectrum auction in Germany 0 0 0 89 5 7 8 524
Uncertain acts in games 0 0 0 48 9 12 17 57
Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces 0 0 1 3 1 5 8 10
Viability and Arbitrage under Knightian Uncertainty 0 0 0 28 2 3 4 39
Viability and arbitrage under Knightian Uncertainty 0 0 0 16 3 7 7 49
Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals 0 0 0 85 2 5 10 299
Total Working Papers 1 3 20 6,628 361 651 863 25,971
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 3 4 8 14
A dynamic extension of the Foster–Hart measure of riskiness 0 0 0 7 1 1 3 36
Applications: Introduction to the Special Issue on Population Games 0 0 0 2 1 2 3 23
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 0 34 1 2 3 185
Brown-von Neumann-Nash dynamics: The continuous strategy case 0 0 0 75 4 8 18 409
Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate 0 0 0 0 1 3 4 14
Dynamic Games and Applications: Second Special Issue on Population Games: Introduction 0 0 0 6 2 2 2 29
Dynamic coherent risk measures 0 0 0 18 6 9 11 100
Dynamically consistent alpha‐maxmin expected utility 0 0 1 7 3 5 8 33
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 2 5 5 8 32
Ellsberg games 0 0 0 14 1 1 5 70
Equilibria Under Knightian Price Uncertainty 0 1 1 18 1 3 6 95
Evolutionary Stability in First Price Auctions 0 0 0 3 2 3 6 47
Evolutionary dynamics on infinite strategy spaces 0 0 1 55 3 5 11 267
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 51 4 10 12 335
Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information 0 0 0 48 2 3 4 190
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 9 4 12 13 53
Financial economics without probabilistic prior assumptions 0 0 0 9 5 7 8 78
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 4 8 9 448
Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result 0 0 0 6 1 4 6 62
Intertemporal equilibria with Knightian uncertainty 0 0 1 21 4 8 11 91
Kuhn’s Theorem for extensive form Ellsberg games 0 0 0 7 2 6 8 63
Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany 0 0 1 73 2 5 11 287
Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty 0 0 0 0 5 8 10 33
Non-time additive utility optimization--the case of certainty 0 0 0 24 4 5 8 148
On equilibrium prices in continuous time 0 0 0 40 12 12 12 165
On irreversible investment 0 0 1 14 6 6 12 72
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 50 6 12 16 205
Optimal Stopping With Multiple Priors 0 1 1 126 2 5 6 366
Optimal consumption and portfolio choice with ambiguous interest rates and volatility 0 0 0 4 1 2 4 26
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 4 5 9 91
Optimal consumption for recursive preferences with local substitution — the case of certainty 0 0 0 1 3 6 6 11
Other-Regarding Preferences in General Equilibrium 1 1 1 108 7 10 17 359
Purification and disambiguation of Ellsberg equilibria 0 0 0 4 1 4 11 37
Stochastic equilibria for economies under uncertainty with intertemporal substitution 0 0 0 30 3 4 4 116
Subgame-perfect equilibria in stochastic timing games 0 0 0 5 7 9 12 43
The Foster-Hart measure of riskiness for general gambles 0 0 0 13 6 9 13 103
The Texas Shoot-Out under Knightian uncertainty 0 0 1 2 2 10 16 18
The best choice problem under ambiguity 0 0 0 6 1 1 5 66
The logit dynamic for games with continuous strategy sets 1 1 1 17 8 11 15 79
Uncertain Acts in Games 0 0 0 1 1 4 7 33
Viability and Arbitrage Under Knightian Uncertainty 0 1 1 4 4 10 12 43
Voronoi languages 0 0 0 15 3 3 4 75
Total Journal Articles 2 5 14 1,056 148 252 378 5,114

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Statistics updated 2026-02-12