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 2 26 50
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 5 1 2 7 18
A Knightian Irreversible Investment Problem 0 0 0 6 0 1 10 32
A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds 0 0 0 2 0 3 7 178
A decomposition of general premium principles into risk and deviation 0 0 0 3 0 2 6 16
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 0 30 0 1 8 140
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 31 0 4 10 236
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 497 1 3 10 1,597
Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case 0 0 0 69 0 5 15 423
Brown-von Neumann-Nash dynamics: the continuous strategy case 0 0 0 4 0 3 15 80
Continuous-Time Public Good Contribution under Uncertainty 0 0 1 32 0 3 11 98
Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach 0 0 0 8 2 6 10 63
Demographic Changes and Asset Prices in an Overlapping Generations Model 0 0 1 33 0 3 17 55
Disambiguation of Ellsberg equilibria in 2x2 normal form games 0 1 1 37 0 7 16 50
Distorted Voronoi languages 0 0 0 24 0 0 4 139
Do social preferences matter in competitive markets? 0 0 0 64 0 1 10 217
Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets 0 0 0 14 0 2 9 46
Dynamic Coherent Risk Measures 0 0 0 401 0 4 19 906
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 17 0 2 12 19
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 0 1 2 3 5
Dynamically Consistent Preferences Under Imprecise Probabilistic Information 0 0 0 23 0 2 10 38
Dynamically Consistent α-Maxmin Expected Utility 0 0 0 34 0 3 14 68
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 6 12
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 29 0 2 12 36
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 4 2 5 15 34
Efficient Allocations under Ambiguous Model Uncertainty 0 0 1 9 0 0 9 14
Efficient Allocations under Ambiguous Model Uncertainty 0 0 0 11 0 3 9 13
Ellsberg Games 0 0 0 97 2 6 8 130
Equilibria Under Knightian Price Uncertainty 0 1 1 37 1 4 12 62
Equilibria under Knightian Price Uncertainty 0 0 0 9 0 1 15 60
Evolutionary Dynamics on Infinite Strategy Spaces 0 0 0 265 0 2 8 778
Evolutionary dynamics on infinite strategy spaces 0 0 0 3 0 1 11 384
Evolutionary stability of first price auctions 0 0 0 43 0 3 12 101
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 7 1 3 8 82
Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets 0 0 0 2 0 0 9 78
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 31 0 4 17 127
Finance Without Probabilistic Prior Assumptions 0 0 0 8 0 6 8 52
Finance without probabilistic prior assumptions 0 0 0 19 0 10 14 87
Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources 0 0 0 1 0 2 9 78
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources 0 0 0 16 1 3 10 109
Generic Determinacy of Equilibria with Local Substitution 0 0 0 41 0 2 4 234
Generic Determinacy of Equilibria with Local Substitution 0 0 0 0 0 1 8 56
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 2 14 1,781
Heterogeneous time preferences and interest rates: The preferred habitat theory revisited 0 0 0 14 0 0 10 278
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 2 6 11 220
Imperfect Information Leads to Complete Markets if Dividends are Diffusions 0 0 0 154 1 5 8 940
Implementing Efficient Market Structure 0 0 0 103 0 3 14 342
Implementing Efficient Market Structure 0 0 0 72 0 4 9 777
Implementing efficient market structure 0 0 0 47 0 2 8 192
Intertemporal Equilibria with Knightian uncertainty 0 0 0 27 0 1 11 70
Intertemporal equilibria with Knightian Uncertainty 0 0 0 15 0 2 11 29
Intertemporal equilibria with Knightian uncertainty 0 0 0 55 0 3 15 171
Knight--Walras Equilibria 0 0 0 33 0 4 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 4 12 87
Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany 0 0 0 117 1 3 11 636
Low price equilibrium in multi-unit auctions: The GSM spectrum auction in Germany 0 0 0 52 0 1 17 292
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 66 0 2 15 66
Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty 0 0 0 4 1 1 9 36
Non-Time Additive Utility Optimization - the Case of Certainty 0 0 0 246 1 4 9 1,376
Non-time additive utility optimization: The case of certainty 0 0 0 7 0 0 7 164
On Equilibrium Prices in Continuous Time 0 0 0 18 0 4 9 72
On Irreversible Investment 0 0 0 271 0 2 11 817
On a Class of Infinite-Dimensional Singular Stochastic Control Problems 0 0 0 3 0 1 12 21
On equilibrium prices in continuous time 0 0 0 38 0 3 8 133
On equilibrium prices in continuous time 0 0 0 57 0 1 8 152
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 303 0 2 10 639
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 100 1 1 21 708
On the dynamic foundation of evolutionary stability in continuous models 0 0 0 17 0 2 6 161
Optimal Consumption Choice under Uncertainty with Intertemporal Substitution 0 0 0 499 1 1 11 2,194
Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty 0 0 0 7 0 3 23 28
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty 0 0 0 4 0 1 9 18
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 104 0 2 6 329
Optimal Dynamic Choice of Durable and Perishable Goods 0 0 0 178 0 2 9 943
Optimal Dynamic Choice of Durbale and Perishable Goods (joint with Peter Bank) 0 0 0 24 0 2 6 171
Optimal Stopping under Ambiguity 0 0 0 84 1 2 13 272
Optimal Stopping under Ambiguity in Continuous Time 0 1 1 80 0 1 10 206
Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility 0 0 0 9 0 1 14 22
Optimal consumption and portfolio choice with ambiguity 0 0 0 30 0 1 16 100
Optimal consumption and portfolio choice with ambiguity 0 0 0 6 1 3 9 48
Optimal consumption choice for ratchet investors 0 0 0 14 1 3 13 125
Optimal consumption choice under uncertainty with intertemporal substitution 0 0 0 22 0 0 4 265
Optimal consumption choice with intolerance for declining standard of living 0 0 0 24 0 3 8 109
Other-Regarding Preferences in General Equilibrium 0 0 1 133 0 4 17 511
Other-Regarding Preferences in General Equilibrium 0 0 0 4 0 4 11 81
Sharing Model Uncertainty 0 0 3 6 0 1 15 21
Sharing Model Uncertainty 0 0 2 2 0 2 8 12
Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space 0 0 0 80 0 4 12 327
Subgame-Perfect Equilibria in Stochastic Timing Games 0 0 0 53 1 4 21 88
The Best Choice Problem under Ambiguity 0 0 0 66 0 3 14 252
The Continuous Logit Dynamic and Price Dispersion 0 0 0 99 0 1 8 52
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 8 1 3 8 33
The Foster-Hart Measure of Riskiness for General Gambles 0 0 0 17 0 3 7 82
The Foster-Hart measure of riskiness for general gambles 0 0 0 17 0 10 14 79
The Texas Shoot-Out under Knightian Uncertainty 0 0 0 18 0 3 19 52
The Texas Shootout under Uncertainty 0 0 0 5 0 5 11 19
The Third Generation (UMTS) Spectrum Auction in Germany 0 0 0 310 1 4 14 1,234
The strategic use of ambiguity 0 0 1 72 0 6 23 191
The term structure of interest rates when the growth rate is unobservable 0 0 0 6 0 3 12 101
The third generation (UMTS) spectrum auction in Germany 0 0 0 89 0 4 15 531
Uncertain acts in games 0 0 0 48 0 8 26 67
Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces 0 0 0 3 0 6 13 18
Viability and Arbitrage under Knightian Uncertainty 0 0 0 28 1 2 6 42
Viability and arbitrage under Knightian Uncertainty 0 0 0 16 2 4 16 58
Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals 0 1 1 86 0 4 13 304
Total Working Papers 0 4 15 6,633 29 295 1,227 26,416
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 2 6 0 3 13 20
A dynamic extension of the Foster–Hart measure of riskiness 0 0 0 7 0 0 5 38
Applications: Introduction to the Special Issue on Population Games 0 0 0 2 0 0 4 24
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist 0 0 0 34 0 0 3 185
Brown-von Neumann-Nash dynamics: The continuous strategy case 0 0 0 75 0 4 25 420
Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate 0 0 0 0 0 3 7 17
Dynamic Games and Applications: Second Special Issue on Population Games: Introduction 0 0 0 6 0 1 3 30
Dynamic coherent risk measures 0 0 1 19 0 3 18 107
Dynamically consistent alpha‐maxmin expected utility 0 0 1 7 0 1 11 36
Dynamically consistent preferences under imprecise probabilistic information 0 0 0 2 0 3 13 37
Ellsberg games 0 0 0 14 1 5 10 75
Equilibria Under Knightian Price Uncertainty 0 0 1 18 0 6 14 103
Evolutionary Stability in First Price Auctions 0 0 0 3 0 2 8 49
Evolutionary dynamics on infinite strategy spaces 0 1 3 57 0 4 19 277
Existence and structure of stochastic equilibria with intertemporal substitution 0 0 0 51 0 2 14 337
Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information 0 0 0 48 1 6 12 198
Existence of financial equilibria in continuous time with potentially complete markets 0 0 0 9 0 0 17 57
Financial economics without probabilistic prior assumptions 0 1 1 10 0 4 13 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 0 3 12 451
Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result 0 0 0 6 0 3 10 66
Intertemporal equilibria with Knightian uncertainty 0 0 1 21 0 2 18 98
Kuhn’s Theorem for extensive form Ellsberg games 0 0 0 7 0 0 8 64
Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany 0 1 1 74 0 3 14 294
Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty 0 0 0 0 0 4 16 39
Non-time additive utility optimization--the case of certainty 0 0 0 24 0 3 12 152
On equilibrium prices in continuous time 0 0 0 40 0 4 16 169
On irreversible investment 0 0 0 14 0 2 12 74
On the Dynamic Foundation of Evolutionary Stability in Continuous Models 0 0 0 50 2 7 28 217
Optimal Stopping With Multiple Priors 1 2 3 128 1 6 14 375
Optimal consumption and portfolio choice with ambiguous interest rates and volatility 0 0 0 4 2 3 6 29
Optimal consumption choice with intolerance for declining standard of living 1 1 1 25 1 3 12 94
Optimal consumption for recursive preferences with local substitution — the case of certainty 0 0 0 1 0 4 12 17
Other-Regarding Preferences in General Equilibrium 0 0 1 108 1 5 23 368
Purification and disambiguation of Ellsberg equilibria 0 0 0 4 0 4 14 42
Stochastic equilibria for economies under uncertainty with intertemporal substitution 0 0 0 30 0 2 7 119
Subgame-perfect equilibria in stochastic timing games 0 0 0 5 0 1 14 46
The Foster-Hart measure of riskiness for general gambles 0 0 0 13 0 2 15 106
The Texas Shoot-Out under Knightian uncertainty 0 0 1 2 1 2 17 21
The best choice problem under ambiguity 0 0 0 6 0 3 9 72
The logit dynamic for games with continuous strategy sets 0 0 1 17 1 5 20 85
Uncertain Acts in Games 0 0 0 1 1 2 9 35
Viability and Arbitrage Under Knightian Uncertainty 0 0 1 4 0 1 13 45
Voronoi languages 0 0 0 15 0 5 12 83
Total Journal Articles 2 6 19 1,064 12 126 553 5,318

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Statistics updated 2026-07-10