Dynamic coherent risk measures. Zbl 1114.91055
Riedel, Frank |
|
2004
|
Evolutionary dynamics on infinite strategy spaces. Zbl 0982.91002
Oechssler, Jörg; Riedel, Frank |
|
2001
|
Optimal stopping with multiple priors. Zbl 1181.60064
Riedel, Frank |
|
2009
|
On the dynamic foundation of evolutionary stability in continuous models. Zbl 1035.91017
Oechssler, Jörg; Riedel, Frank |
|
2002
|
Optimal consumption choice with intertemporal substitution. Zbl 1022.90045
Bank, Peter; Riedel, Frank |
|
2001
|
Brown-von Neumann-Nash dynamics: The continuous strategy case. Zbl 1158.91326
Hofbauer, Josef; Oechssler, Jörg; Riedel, Frank |
|
2009
|
Ellsberg games. Zbl 1304.91012
Riedel, Frank; Sass, Linda |
|
2014
|
On irreversible investment. Zbl 1303.91199
Riedel, Frank; Su, Xia |
|
2011
|
Optimal stopping under ambiguity in continuous time. Zbl 1272.60020
Cheng, Xue; Riedel, Frank |
|
2013
|
Other-regarding preferences in general equilibrium. Zbl 1215.91048
Dufwenberg, Martin; Heidhues, Paul; Kirchsteiger, Georg; Riedel, Frank; Sobel, Joel |
|
2011
|
Stability of the replicator equation for a single species with a multi-dimensional continuous trait space. Zbl 1445.92190
Cressman, Ross; Hofbauer, Josef; Riedel, Frank |
|
2006
|
Financial economics without probabilistic prior assumptions. Zbl 1398.91613
Riedel, Frank |
|
2015
|
The logit dynamic for games with continuous strategy sets. Zbl 1318.91015
Lahkar, Ratul; Riedel, Frank |
|
2015
|
Existence of financial equilibria in continuous time with potentially complete markets. Zbl 1282.91188
Riedel, Frank; Herzberg, Frederik |
|
2013
|
Voronoi languages: equilibria in cheap-talk games with high-dimensional types and few signals. Zbl 1274.91090
Jäger, Gerhard; Metzger, Lars P.; Riedel, Frank |
|
2011
|
Subgame-perfect equilibria in stochastic timing games. Zbl 1394.91069
Riedel, Frank; Steg, Jan-Henrik |
|
2017
|
Generalized Kuhn-Tucker conditions for \(N\)-firm stochastic irreversible investment under limited resources. Zbl 1283.91143
Chiarolla, Maria B.; Ferrari, Giorgio; Riedel, Frank |
|
2013
|
Optimal consumption and portfolio choice with ambiguous interest rates and volatility. Zbl 1484.91434
Lin, Qian; Riedel, Frank |
|
2021
|
Optimal consumption choice with intolerance for declining standard of living. Zbl 1163.91460
Riedel, Frank |
|
2009
|
Dynamically consistent alpha-maxmin expected utility. Zbl 1508.91574
Beissner, Patrick; Lin, Qian; Riedel, Frank |
|
2020
|
Intertemporal equilibria with Knightian uncertainty. Zbl 1285.91079
Dana, Rose-Anne; Riedel, Frank |
|
2013
|
Existence and structure of stochastic equilibria with intertemporal substitution. Zbl 0994.91037
Bank, Peter; Riedel, Frank |
|
2001
|
Viability and arbitrage under Knightian uncertainty. Zbl 1475.91371
Burzoni, Matteo; Riedel, Frank; Soner, H. Mete |
|
2021
|
The Foster-Hart measure of riskiness for general gambles. Zbl 1395.91130
Riedel, Frank; Hellmann, Tobias |
|
2015
|
The best choice problem under ambiguity. Zbl 1280.91043
Chudjakow, Tatjana; Riedel, Frank |
|
2013
|
Equilibria under Knightian price uncertainty. Zbl 1422.91260
Beissner, Patrick; Riedel, Frank |
|
2019
|
Kuhn’s theorem for extensive form Ellsberg games. Zbl 1395.91038
Muraviev, Igor; Riedel, Frank; Sass, Linda |
|
2017
|
Non-time additive utility optimization – the case of certainty. Zbl 0976.91015
Bank, Peter; Riedel, Frank |
|
2000
|
Dynamically consistent preferences under imprecise probabilistic information. Zbl 1418.91176
Riedel, Frank; Tallon, Jean-Marc; Vergopoulos, Vassili |
|
2018
|
Continuous-time public good contribution under uncertainty: a stochastic control approach. Zbl 1368.93784
Ferrari, Giorgio; Riedel, Frank; Steg, Jan-Henrik |
|
2017
|
Evolutionary stability in first price auctions. Zbl 1277.91031
Louge, Fernando; Riedel, Frank |
|
2012
|
A decomposition of general premium principles into risk and deviation. Zbl 1471.91477
Nendel, Max; Riedel, Frank; Schmeck, Maren Diane |
|
2021
|
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty. Zbl 1402.91284
Beissner, Patrick; Riedel, Frank |
|
2018
|
Existence of Arrow-Radner equilibrium with endogenously complete markets under incomplete information. Zbl 0994.91039
Riedel, Frank |
|
2001
|
A dynamic extension of the Foster-Hart measure of riskiness. Zbl 1320.91045
Hellmann, Tobias; Riedel, Frank |
|
2015
|
Purification and disambiguation of Ellsberg equilibria. Zbl 1435.91012
Decerf, Benoit; Riedel, Frank |
|
2020
|
A Knightian irreversible investment problem. Zbl 1475.91327
Ferrari, Giorgio; Li, Hanwu; Riedel, Frank |
|
2022
|
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist. Zbl 1043.91042
Riedel, Frank |
|
2003
|
Decreasing yield curves in a model with an unknown constant growth rate. Zbl 0970.91045
Riedel, Frank |
|
2000
|
On equilibrium prices in continuous time. Zbl 1245.91033
Martins-da-Rocha, V. Filipe; Riedel, Frank |
|
2010
|
Implementing efficient market structure. Optimal licensing in natural oligopoly when tax revenue matters. Zbl 1047.91018
Grimm, Veronika; Riedel, Frank; Wolfstetter, Elmar |
|
2002
|
Stochastic equilibria for economies under uncertainty with intertemporal substitution. Zbl 1233.91175
Martins-da-Rocha, V. Filipe; Riedel, Frank |
|
2006
|
Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result. Zbl 1117.91027
Riedel, Frank; Wolfstetter, Elmar |
|
2006
|
Optimal consumption with Hindy-Huang-Kreps preferences under nonlinear expectations. Zbl 1505.91348
Ferrari, Giorgio; Li, Hanwu; Riedel, Frank |
|
2022
|
A Knightian irreversible investment problem. Zbl 1475.91327
Ferrari, Giorgio; Li, Hanwu; Riedel, Frank |
|
2022
|
Optimal consumption with Hindy-Huang-Kreps preferences under nonlinear expectations. Zbl 1505.91348
Ferrari, Giorgio; Li, Hanwu; Riedel, Frank |
|
2022
|
Optimal consumption and portfolio choice with ambiguous interest rates and volatility. Zbl 1484.91434
Lin, Qian; Riedel, Frank |
|
2021
|
Viability and arbitrage under Knightian uncertainty. Zbl 1475.91371
Burzoni, Matteo; Riedel, Frank; Soner, H. Mete |
|
2021
|
A decomposition of general premium principles into risk and deviation. Zbl 1471.91477
Nendel, Max; Riedel, Frank; Schmeck, Maren Diane |
|
2021
|
Dynamically consistent alpha-maxmin expected utility. Zbl 1508.91574
Beissner, Patrick; Lin, Qian; Riedel, Frank |
|
2020
|
Purification and disambiguation of Ellsberg equilibria. Zbl 1435.91012
Decerf, Benoit; Riedel, Frank |
|
2020
|
Equilibria under Knightian price uncertainty. Zbl 1422.91260
Beissner, Patrick; Riedel, Frank |
|
2019
|
Dynamically consistent preferences under imprecise probabilistic information. Zbl 1418.91176
Riedel, Frank; Tallon, Jean-Marc; Vergopoulos, Vassili |
|
2018
|
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty. Zbl 1402.91284
Beissner, Patrick; Riedel, Frank |
|
2018
|
Subgame-perfect equilibria in stochastic timing games. Zbl 1394.91069
Riedel, Frank; Steg, Jan-Henrik |
|
2017
|
Kuhn’s theorem for extensive form Ellsberg games. Zbl 1395.91038
Muraviev, Igor; Riedel, Frank; Sass, Linda |
|
2017
|
Continuous-time public good contribution under uncertainty: a stochastic control approach. Zbl 1368.93784
Ferrari, Giorgio; Riedel, Frank; Steg, Jan-Henrik |
|
2017
|
Financial economics without probabilistic prior assumptions. Zbl 1398.91613
Riedel, Frank |
|
2015
|
The logit dynamic for games with continuous strategy sets. Zbl 1318.91015
Lahkar, Ratul; Riedel, Frank |
|
2015
|
The Foster-Hart measure of riskiness for general gambles. Zbl 1395.91130
Riedel, Frank; Hellmann, Tobias |
|
2015
|
A dynamic extension of the Foster-Hart measure of riskiness. Zbl 1320.91045
Hellmann, Tobias; Riedel, Frank |
|
2015
|
Ellsberg games. Zbl 1304.91012
Riedel, Frank; Sass, Linda |
|
2014
|
Optimal stopping under ambiguity in continuous time. Zbl 1272.60020
Cheng, Xue; Riedel, Frank |
|
2013
|
Existence of financial equilibria in continuous time with potentially complete markets. Zbl 1282.91188
Riedel, Frank; Herzberg, Frederik |
|
2013
|
Generalized Kuhn-Tucker conditions for \(N\)-firm stochastic irreversible investment under limited resources. Zbl 1283.91143
Chiarolla, Maria B.; Ferrari, Giorgio; Riedel, Frank |
|
2013
|
Intertemporal equilibria with Knightian uncertainty. Zbl 1285.91079
Dana, Rose-Anne; Riedel, Frank |
|
2013
|
The best choice problem under ambiguity. Zbl 1280.91043
Chudjakow, Tatjana; Riedel, Frank |
|
2013
|
Evolutionary stability in first price auctions. Zbl 1277.91031
Louge, Fernando; Riedel, Frank |
|
2012
|
On irreversible investment. Zbl 1303.91199
Riedel, Frank; Su, Xia |
|
2011
|
Other-regarding preferences in general equilibrium. Zbl 1215.91048
Dufwenberg, Martin; Heidhues, Paul; Kirchsteiger, Georg; Riedel, Frank; Sobel, Joel |
|
2011
|
Voronoi languages: equilibria in cheap-talk games with high-dimensional types and few signals. Zbl 1274.91090
Jäger, Gerhard; Metzger, Lars P.; Riedel, Frank |
|
2011
|
On equilibrium prices in continuous time. Zbl 1245.91033
Martins-da-Rocha, V. Filipe; Riedel, Frank |
|
2010
|
Optimal stopping with multiple priors. Zbl 1181.60064
Riedel, Frank |
|
2009
|
Brown-von Neumann-Nash dynamics: The continuous strategy case. Zbl 1158.91326
Hofbauer, Josef; Oechssler, Jörg; Riedel, Frank |
|
2009
|
Optimal consumption choice with intolerance for declining standard of living. Zbl 1163.91460
Riedel, Frank |
|
2009
|
Stability of the replicator equation for a single species with a multi-dimensional continuous trait space. Zbl 1445.92190
Cressman, Ross; Hofbauer, Josef; Riedel, Frank |
|
2006
|
Stochastic equilibria for economies under uncertainty with intertemporal substitution. Zbl 1233.91175
Martins-da-Rocha, V. Filipe; Riedel, Frank |
|
2006
|
Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result. Zbl 1117.91027
Riedel, Frank; Wolfstetter, Elmar |
|
2006
|
Dynamic coherent risk measures. Zbl 1114.91055
Riedel, Frank |
|
2004
|
Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist. Zbl 1043.91042
Riedel, Frank |
|
2003
|
On the dynamic foundation of evolutionary stability in continuous models. Zbl 1035.91017
Oechssler, Jörg; Riedel, Frank |
|
2002
|
Implementing efficient market structure. Optimal licensing in natural oligopoly when tax revenue matters. Zbl 1047.91018
Grimm, Veronika; Riedel, Frank; Wolfstetter, Elmar |
|
2002
|
Evolutionary dynamics on infinite strategy spaces. Zbl 0982.91002
Oechssler, Jörg; Riedel, Frank |
|
2001
|
Optimal consumption choice with intertemporal substitution. Zbl 1022.90045
Bank, Peter; Riedel, Frank |
|
2001
|
Existence and structure of stochastic equilibria with intertemporal substitution. Zbl 0994.91037
Bank, Peter; Riedel, Frank |
|
2001
|
Existence of Arrow-Radner equilibrium with endogenously complete markets under incomplete information. Zbl 0994.91039
Riedel, Frank |
|
2001
|
Non-time additive utility optimization – the case of certainty. Zbl 0976.91015
Bank, Peter; Riedel, Frank |
|
2000
|
Decreasing yield curves in a model with an unknown constant growth rate. Zbl 0970.91045
Riedel, Frank |
|
2000
|
