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 1 1 27 51
A Dynamic Extension of the Foster-Hart Measure of Riskiness 0 0 0 16 0 0 7 121
A Knightian Irreversible Investment Problem 0 0 0 6 1 1 11 33
A Knightian Irreversible Investment Problem 0 0 0 5 1 2 8 19
A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds 0 0 0 2 2 2 9 180
A decomposition of general premium principles into risk and deviation 0 0 0 3 0 0 6 16
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 0 30 0 1 9 141
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 69 0 1 15 424
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 31 1 1 11 237
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 497 0 1 9 1,597
Brown-von Neumann-Nash dynamics: the continuous strategy case 0 0 0 4 1 2 17 82
Continuous-Time Public Good Contribution under Uncertainty 0 0 1 32 0 0 11 98
Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach 0 0 0 8 1 4 12 65
Demographic Changes and Asset Prices in an Overlapping Generations Model 0 0 0 33 0 0 16 55
Disambiguation of Ellsberg equilibria in 2x2 normal form games 0 0 1 37 1 2 18 52
Distorted Voronoi languages 0 0 0 24 1 1 3 140
Do social preferences matter in competitive markets? 0 0 0 64 0 1 11 218
Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets 0 0 0 14 1 1 10 47
Dynamic Coherent Risk Measures 0 0 0 401 1 2 19 908
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 23 1 1 11 39
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 0 0 3 5 7
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 17 0 0 12 19
Dynamically Consistent α-Maxmin Expected Utility 0 0 0 34 0 0 12 68
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 0 0 7 9
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 0 0 4 10
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 0 0 0 5 12
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 29 1 1 13 37
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 4 1 3 16 35
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 11 0 0 8 13
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 9 0 0 8 14
Ellsberg Games 0 0 0 97 1 5 11 133
Equilibria Under Knightian Price Uncertainty 0 0 1 37 0 1 12 62
Equilibria under Knightian Price Uncertainty 0 0 0 9 0 1 15 61
Evolutionary Dynamics on Infinite Strategy Spaces 0 0 0 265 2 2 9 780
Evolutionary dynamics on infinite strategy spaces 0 0 0 3 0 1 10 385
Evolutionary stability of first price auctions 0 0 0 43 0 0 11 101
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 7 0 1 8 82
Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets 0 0 0 2 1 1 10 79
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 31 1 1 16 128
Finance Without Probabilistic Prior Assumptions 0 0 0 8 2 2 9 54
Finance without probabilistic prior assumptions 0 0 0 19 1 1 15 88
Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources 1 1 1 2 2 2 10 80
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources 0 0 0 16 0 1 10 109
Generic Determinacy of Equilibria with Local Substitution 0 0 0 41 0 0 4 234
Generic Determinacy of Equilibria with Local Substitution 0 0 0 0 1 1 7 57
Generic Determinancy of Equilibria with Local Substitution 0 0 0 0 0 0 8 42
Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited 0 0 0 443 0 0 14 1,781
Heterogeneous time preferences and interest rates: The preferred habitat theory revisited 0 0 0 14 1 1 11 279
Immediate Demand Reduction in Simultaneous Ascending Bid Auctions (new title: Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result) 0 0 1 41 0 2 11 220
Imperfect Information Leads to Complete Markets if Dividends are Diffusions 0 0 0 154 0 1 8 940
Implementing Efficient Market Structure 0 0 0 103 0 0 14 342
Implementing Efficient Market Structure 0 0 0 72 0 0 9 777
Implementing efficient market structure 0 1 1 48 0 2 10 194
Intertemporal Equilibria with Knightian uncertainty 0 0 0 27 0 0 10 70
Intertemporal equilibria with Knightian Uncertainty 0 0 0 15 1 1 12 30
Intertemporal equilibria with Knightian uncertainty 0 0 0 55 0 1 16 172
Knight--Walras Equilibria 0 0 0 33 0 0 10 53
Knight-Walras equilibria 0 0 0 24 0 0 8 35
Kuhn's Theorem for Extensive Form Ellsberg Games 0 0 0 67 0 0 12 87
Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany 0 0 0 117 0 1 11 636
Low price equilibrium in multi-unit auctions: The GSM spectrum auction in Germany 0 0 0 52 0 0 17 292
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 66 0 0 15 66
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 4 0 2 10 37
Non-Time Additive Utility Optimization - the Case of Certainty 0 0 0 246 0 1 9 1,376
Non-time additive utility optimization: The case of certainty 0 0 0 7 0 1 8 165
On Equilibrium Prices in Continuous Time 0 0 0 18 1 1 8 73
On Irreversible Investment 0 0 0 271 0 0 10 817
On a Class of Infinite-Dimensional Singular Stochastic Control Problems 0 0 0 3 0 0 12 21
On equilibrium prices in continuous time 0 0 0 38 1 1 9 134
On equilibrium prices in continuous time 0 0 0 57 0 0 8 152
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 100 0 1 21 708
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 303 1 1 11 640
On the dynamic foundation of evolutionary stability in continuous models 0 0 0 17 0 0 6 161
Optimal Consumption Choice under Uncertainty with Intertemporal Substitution 0 0 0 499 0 1 11 2,194
Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty 0 0 0 7 0 0 22 28
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty 0 0 0 4 0 0 9 18
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 178 1 1 10 944
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 104 1 1 6 330
Optimal Dynamic Choice of Durbale and Perishable Goods (joint with Peter Bank) 0 0 0 24 0 0 6 171
Optimal Stopping under Ambiguity 0 0 0 84 0 1 13 272
Optimal Stopping under Ambiguity in Continuous Time 0 1 2 81 0 1 11 207
Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility 0 0 0 9 1 1 13 23
Optimal consumption and portfolio choice with ambiguity 0 0 0 6 0 1 8 48
Optimal consumption and portfolio choice with ambiguity 0 0 0 30 0 0 16 100
Optimal consumption choice for ratchet investors 0 0 0 14 0 1 13 125
Optimal consumption choice under uncertainty with intertemporal substitution 0 0 0 22 0 0 3 265
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 0 0 7 109
Other-Regarding Preferences in General Equilibrium 0 0 1 133 0 0 16 511
Other-Regarding Preferences in General Equilibrium 0 0 0 4 0 0 11 81
Sharing Model Uncertainty 0 0 3 6 0 0 14 21
Sharing Model Uncertainty 0 0 0 2 0 0 5 12
Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space 0 0 0 80 0 1 13 328
Subgame-Perfect Equilibria in Stochastic Timing Games 0 0 0 53 0 1 20 88
The Best Choice Problem under Ambiguity 0 0 0 66 1 1 15 253
The Continuous Logit Dynamic and Price Dispersion 0 0 0 99 0 0 8 52
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 8 2 3 10 35
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 17 0 0 6 82
The Foster-Hart measure of riskiness for general gambles 0 0 0 17 1 1 15 80
The Texas Shoot-Out under Knightian Uncertainty 0 0 0 18 0 0 17 52
The Texas Shootout under Uncertainty 0 0 0 5 0 0 9 19
The Third Generation (UMTS) Spectrum Auction in Germany 0 0 0 310 1 2 15 1,235
The strategic use of ambiguity 0 0 0 72 2 3 24 194
The term structure of interest rates when the growth rate is unobservable 0 0 0 6 1 1 12 102
The third generation (UMTS) spectrum auction in Germany 0 0 0 89 0 0 14 531
Uncertain acts in games 0 1 1 49 1 3 27 70
Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces 0 0 0 3 2 2 15 20
Viability and Arbitrage under Knightian Uncertainty 0 0 0 28 1 2 7 43
Viability and arbitrage under Knightian Uncertainty 0 0 0 16 0 4 18 60
Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals 0 0 1 86 0 0 13 304
Total Working Papers 1 4 14 6,637 46 100 1,247 26,487
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 1 6 1 1 13 21
A dynamic extension of the Foster–Hart measure of riskiness 0 0 0 7 1 1 5 39
Applications: Introduction to the Special Issue on Population Games 0 0 0 2 0 0 3 24
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 0 34 1 1 4 186
Brown-von Neumann-Nash dynamics: The continuous strategy case 0 0 0 75 1 1 23 421
Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate 0 0 0 0 0 2 9 19
Dynamic Games and Applications: Second Special Issue on Population Games: Introduction 0 0 0 6 0 0 3 30
Dynamic coherent risk measures 0 0 1 19 0 1 18 108
Dynamically consistent alpha‐maxmin expected utility 0 0 1 7 0 1 11 37
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 2 0 1 12 38
Ellsberg games 0 0 0 14 0 2 10 76
Equilibria Under Knightian Price Uncertainty 0 0 1 18 0 1 13 104
Evolutionary Stability in First Price Auctions 0 0 0 3 0 0 8 49
Evolutionary dynamics on infinite strategy spaces 0 0 3 57 0 0 19 277
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 51 0 0 14 337
Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information 0 0 0 48 0 1 11 198
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 9 1 1 17 58
Financial economics without probabilistic prior assumptions 0 0 1 10 0 0 12 83
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 1 1 13 452
Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result 0 0 0 6 0 1 11 67
Intertemporal equilibria with Knightian uncertainty 0 0 1 21 2 3 19 101
Kuhn’s Theorem for extensive form Ellsberg games 0 0 0 7 0 0 7 64
Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany 0 0 1 74 1 2 15 296
Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty 0 0 0 0 1 1 17 40
Non-time additive utility optimization--the case of certainty 0 0 0 24 0 0 10 152
On equilibrium prices in continuous time 0 0 0 40 0 0 16 169
On irreversible investment 0 0 0 14 0 1 11 75
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 50 1 3 29 218
Optimal Stopping With Multiple Priors 1 2 4 129 1 2 15 376
Optimal consumption and portfolio choice with ambiguous interest rates and volatility 0 1 1 5 0 3 7 30
Optimal consumption choice with intolerance for declining standard of living 0 1 1 25 0 2 11 95
Optimal consumption for recursive preferences with local substitution — the case of certainty 0 0 0 1 0 0 12 17
Other-Regarding Preferences in General Equilibrium 0 0 1 108 0 2 21 369
Purification and disambiguation of Ellsberg equilibria 0 0 0 4 0 0 11 42
Stochastic equilibria for economies under uncertainty with intertemporal substitution 0 0 0 30 1 2 9 121
Subgame-perfect equilibria in stochastic timing games 0 0 0 5 0 0 14 46
The Foster-Hart measure of riskiness for general gambles 0 0 0 13 0 0 14 106
The Texas Shoot-Out under Knightian uncertainty 0 0 0 2 0 1 15 21
The best choice problem under ambiguity 0 0 0 6 1 1 9 73
The logit dynamic for games with continuous strategy sets 1 1 2 18 1 2 19 86
Uncertain Acts in Games 0 0 0 1 0 1 9 35
Viability and Arbitrage Under Knightian Uncertainty 0 0 1 4 1 1 14 46
Voronoi languages 0 0 0 15 2 3 14 86
Total Journal Articles 2 5 20 1,067 18 46 548 5,352

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Statistics updated 2026-09-10