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Frank Riedel

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Personal Details

First Name: Frank
Middle Name:
Last Name: Riedel
Suffix:

RePEc Short-ID: pri99

Email:
Homepage: http://wwwhomes.uni-bielefeld.de/friedel
Postal Address: Center for Mathematical Economics Bielefeld University Postfach 100131 33501 Bielefeld Germany
Phone: +49 521 106 5647

Affiliation

Institut für Mathematische Wirtschaftsforschung
Universität Bielefeld
Location: Bielefeld, Germany
Homepage: http://www.imw.uni-bielefeld.de/
Email:
Phone: +49(0)521-106-4907
Fax:
Postal: Postfach 10 01 31, 33501 Bielefeld
Handle: RePEc:edi:imbiede (more details at EDIRC)

Works

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Working papers

  1. Qian Lin & Frank Riedel, 2014. "Optimal consumption and portfolio choice with ambiguity," Working Papers 497, Bielefeld University, Center for Mathematical Economics.
  2. Igor Mouraviev & Frank Riedel & Linda Sass, 2014. "Kuhn's Theorem for Extensive Form Ellsberg Games," Working Papers 510, Bielefeld University, Center for Mathematical Economics.
  3. Riedel, Frank & Sass, Linda, 2013. "Ellsberg Games," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80012, Verein für Socialpolitik / German Economic Association.
  4. Frank Riedel & Tobias Hellmann, 2013. "The Foster-Hart Measure of Riskiness for General Gambles," Papers 1301.1471, arXiv.org.
  5. Frank Riedel & Frederik Herzberg, 2013. "Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets," Working Papers 443, Bielefeld University, Center for Mathematical Economics.
  6. Giorgio Ferrari & Frank Riedel & Jan-Henrik Steg, 2013. "Continuous-Time Public Good Contribution under Uncertainty," Papers 1307.2849, arXiv.org.
  7. Maria B. Chiarolla & Giorgio Ferrari & Frank Riedel, 2012. "Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources," Papers 1203.3757, arXiv.org, revised Aug 2013.
  8. Manuel Förster & Frank Riedel, 2011. "Distorted Voronoi Languages," Working Papers 458, Bielefeld University, Center for Mathematical Economics.
  9. Frank Riedel & Linda Sass, 2011. "The Strategic Use of Ambiguity," Working Papers 452, Bielefeld University, Center for Mathematical Economics.
  10. Frank Riedel, 2011. "Finance without Probabilistic Prior Assumptions," Working Papers 450, Bielefeld University, Center for Mathematical Economics.
  11. Rose-Anne Dana & Frank Riedel, 2010. "Intertemporal Equilibria with Knightian Uncertainty," Working Papers 440, Bielefeld University, Center for Mathematical Economics.
  12. Xue Cheng & Frank Riedel, 2010. "Optimal Stopping Under Ambiguity in Continuous Time," Working Papers 429, Bielefeld University, Center for Mathematical Economics.
  13. Fernando Louge & Frank Riedel, 2010. "Evolutionary Stability of First Price Auctions," Working Papers 435, Bielefeld University, Center for Mathematical Economics.
  14. Gerhard Jäger & Lars Koch-Metzger & Frank Riedel, 2009. "Voronoi languages: Equilibria in cheap-talk games with high-dimensional types and few signals," Working Papers 420, Bielefeld University, Center for Mathematical Economics.
  15. Tatjana Chudjakow & Frank Riedel, 2009. "The Best Choice Problem under ambiguity," Working Papers 413, Bielefeld University, Center for Mathematical Economics.
  16. Martins-da-Rocha, Victor Filipe & Riedel, Frank, 2008. "On Equilibrium Prices in Continuous Time," Economics Working Papers (Ensaios Economicos da EPGE) 672, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  17. Dufwenberg, Martin & Heidhues, Paul & Kirchsteiger, Georg & Riedel, Frank & Sobel, Joel, 2008. "Other-Regarding Preferences in General Equilibrium," CEPR Discussion Papers 6815, C.E.P.R. Discussion Papers.
  18. Paul Heidhues & Frank Riedel, 2007. "Do social preferences matter in competitive markets?," Working Papers 392, Bielefeld University, Center for Mathematical Economics.
  19. Frank Riedel, 2007. "Optimal stopping under ambiguity," Working Papers 390, Bielefeld University, Center for Mathematical Economics.
  20. Frank Riedel, 2007. "Optimal consumption choice with intolerance for declining standard of living," Working Papers 394, Bielefeld University, Center for Mathematical Economics.
  21. Xia Su & Frank Riedel, 2006. "On Irreversible Investment," Bonn Econ Discussion Papers bgse13_2006, University of Bonn, Germany.
  22. Ross Cressman & Josef Hofbauer & Frank Riedel, 2005. "Stability of the Replicator Equation for a Single-Species with a Multi-Dimensional Continuous Trait Space," Bonn Econ Discussion Papers bgse12_2005, University of Bonn, Germany.
  23. Josef Hofbauer & Jörg Oechssler & Frank Riedel, 2005. "Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case," Bonn Econ Discussion Papers bgse38_2005, University of Bonn, Germany.
  24. Frank Riedel & Elmar G. Wolfstetter, 2004. "Immediate Demand Reduction in Simultaneous Ascending Bid Auctions (new title: Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result)," CESifo Working Paper Series 1315, CESifo Group Munich.
  25. Peter Bank & Frank Riedel, 2003. "Optimal Dynamic Choice of Durable and Perishable Goods," Levine's Bibliography 666156000000000402, UCLA Department of Economics.
  26. Frank Riedel, 2003. "Generic Determinacy of Equilibria with Local Substitution," GE, Growth, Math methods 0303001, EconWPA.
  27. Frank Riedel, 2003. "Dynamic Coherent Risk Measures," Working Papers 03004, Stanford University, Department of Economics.
  28. Frank Riedel, 2002. "Optimal Dynamic Choice of Durbale and Perishable Goods (joint with Peter Bank)," Theory workshop papers 357966000000000096, UCLA Department of Economics.
  29. Riedel, Frank, 2001. "Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist," SFB 373 Discussion Papers 2001,28, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  30. Veronika Grimm & Frank Riedel & Elmar G. Wolfstetter, 2001. "The Third Generation (UMTS) Spectrum Auction in Germany," CESifo Working Paper Series 584, CESifo Group Munich.
  31. Veronika Grimm & Frank Riedel & Elmar G. Wolfstetter, 2001. "Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany," CESifo Working Paper Series 506, CESifo Group Munich.
  32. Riedel, Frank, 2001. "Optimal consumption choice for ratchet investors," SFB 373 Discussion Papers 2001,92, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  33. Veronika Grimm & Frank Riedel & Elmar G. Wolfstetter, 2000. "Implementing Efficient Market Structure," CESifo Working Paper Series 269, CESifo Group Munich.
  34. Bank, Peter & Riedel, Frank, 2000. "Existence and structure of stochastic equilibria with intertemporal substitution," SFB 373 Discussion Papers 2000,104, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  35. Joerg Oechssler & Frank Riedel, 2000. "On the Dynamic Foundation of Evolutionary Stability in Continuous Models," Game Theory and Information 0004004, EconWPA.
  36. Peter Bank & Frank Riedel, 1999. "Optimal Consumption Choice under Uncertainty with Intertemporal Substitution," GE, Growth, Math methods 9908002, EconWPA.
  37. Frank Riedel, 1999. "Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited," Finance 9903001, EconWPA.
  38. Peter Bank & Frank Riedel, 1998. "Non-Time Additive Utility Optimization - the Case of Certainty," GE, Growth, Math methods 9811002, EconWPA.
  39. Frank Riedel, 1998. "Imperfect Information Leads to Complete Markets if Dividends are Diffusions," Finance 9808002, EconWPA.
  40. Joerg Oechssler & Frank Riedel, 1998. "Evolutionary Dynamics on Infinite Strategy Spaces," Game Theory and Information 9805002, EconWPA, revised 12 May 1998.
  41. Riedel, Frank, 1997. "A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds," SFB 373 Discussion Papers 1997,19, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  42. Riedel, Frank, 1997. "The term structure of interest rates when the growth rate is unobservable," SFB 373 Discussion Papers 1997,78, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

Articles

  1. Frank Riedel & Linda Sass, 2014. "Ellsberg games," Theory and Decision, Springer, vol. 76(4), pages 469-509, April.
  2. Dana, Rose-Anne & Riedel, Frank, 2013. "Intertemporal equilibria with Knightian uncertainty," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1582-1605.
  3. Riedel, Frank & Herzberg, Frederik, 2013. "Existence of financial equilibria in continuous time with potentially complete markets," Journal of Mathematical Economics, Elsevier, vol. 49(5), pages 398-404.
  4. Tatjana Chudjakow & Frank Riedel, 2013. "The best choice problem under ambiguity," Economic Theory, Springer, vol. 54(1), pages 77-97, September.
  5. Fernando Louge & Frank Riedel, 2012. "Evolutionary Stability in First Price Auctions," Dynamic Games and Applications, Springer, vol. 2(1), pages 110-128, March.
  6. Jäger, Gerhard & Metzger, Lars P. & Riedel, Frank, 2011. "Voronoi languages," Games and Economic Behavior, Elsevier, vol. 73(2), pages 517-537.
  7. Martin Dufwenberg & Paul Heidhues & Georg Kirchsteiger & Frank Riedel & Joel Sobel, 2011. "Other-Regarding Preferences in General Equilibrium," Review of Economic Studies, Oxford University Press, vol. 78(2), pages 613-639.
  8. Frank Riedel & Xia Su, 2011. "On irreversible investment," Finance and Stochastics, Springer, vol. 15(4), pages 607-633, December.
  9. Martins-da-Rocha, V. Filipe & Riedel, Frank, 2010. "On equilibrium prices in continuous time," Journal of Economic Theory, Elsevier, vol. 145(3), pages 1086-1112, May.
  10. Frank Riedel, 2009. "Optimal Stopping With Multiple Priors," Econometrica, Econometric Society, vol. 77(3), pages 857-908, 05.
  11. Riedel, Frank, 2009. "Optimal consumption choice with intolerance for declining standard of living," Journal of Mathematical Economics, Elsevier, vol. 45(7-8), pages 449-464, July.
  12. Hofbauer, Josef & Oechssler, Jörg & Riedel, Frank, 2009. "Brown-von Neumann-Nash dynamics: The continuous strategy case," Games and Economic Behavior, Elsevier, vol. 65(2), pages 406-429, March.
  13. V. Martins-da-Rocha & Frank Riedel, 2006. "Stochastic equilibria for economies under uncertainty with intertemporal substitution," Annals of Finance, Springer, vol. 2(1), pages 101-122, January.
  14. Frank Riedel & Elmar Wolfstetter, 2006. "Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result," Economic Theory, Springer, vol. 29(3), pages 721-726, November.
  15. Riedel, Frank, 2005. "Generic determinacy of equilibria with local substitution," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 603-616, August.
  16. Frank Riedel, 2004. "Heterogeneous time preferences and interest rates—the preferred habitat theory revisited," The European Journal of Finance, Taylor & Francis Journals, vol. 10(1), pages 3-22.
  17. Riedel, Frank, 2004. "Dynamic coherent risk measures," Stochastic Processes and their Applications, Elsevier, vol. 112(2), pages 185-200, August.
  18. Frank Riedel, 2003. "Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist," Economic Theory, Springer, vol. 21(4), pages 929-934, 06.
  19. Grimm, Veronika & Riedel, Frank & Wolfstetter, Elmar, 2003. "Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany," International Journal of Industrial Organization, Elsevier, vol. 21(10), pages 1557-1569, December.
  20. Oechssler, Jorg & Riedel, Frank, 2002. "On the Dynamic Foundation of Evolutionary Stability in Continuous Models," Journal of Economic Theory, Elsevier, vol. 107(2), pages 223-252, December.
  21. JÃrg Oechssler & Frank Riedel, 2001. "Evolutionary dynamics on infinite strategy spaces," Economic Theory, Springer, vol. 17(1), pages 141-162.
  22. Frank Riedel & Peter Bank, 2001. "Existence and structure of stochastic equilibria with intertemporal substitution," Finance and Stochastics, Springer, vol. 5(4), pages 487-509.
  23. Riedel, Frank, 2001. "Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information," Journal of Economic Theory, Elsevier, vol. 97(1), pages 109-122, March.
  24. Bank, Peter & Riedel, Frank, 2000. "Non-time additive utility optimization--the case of certainty," Journal of Mathematical Economics, Elsevier, vol. 33(3), pages 271-290, April.
  25. Hellmann, Tobias & Riedel, Frank, 0. "The Foster-Hart measure of riskiness for general gambles," Theoretical Economics, Econometric Society.

NEP Fields

38 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2009-02-07
  2. NEP-CBA: Central Banking (2) 2008-04-12 2009-02-07
  3. NEP-CMP: Computational Economics (1) 2010-07-31
  4. NEP-CTA: Contract Theory & Applications (1) 2011-12-19
  5. NEP-DCM: Discrete Choice Models (2) 2004-06-27 2004-08-31
  6. NEP-DGE: Dynamic General Equilibrium (3) 2006-09-30 2010-09-18 2014-01-24
  7. NEP-EVO: Evolutionary Economics (9) 1998-10-02 1998-12-09 2000-08-26 2001-02-14 2005-12-14 2008-05-31 2009-10-03 2010-07-31 2011-08-09. Author is listed
  8. NEP-FIN: Finance (3) 2003-05-18 2004-11-07 2006-09-30
  9. NEP-FMK: Financial Markets (1) 1998-10-08
  10. NEP-GTH: Game Theory (9) 1998-10-02 2005-12-20 2006-01-01 2009-10-03 2010-07-31 2011-08-09 2011-12-19 2014-02-02 2014-06-28. Author is listed
  11. NEP-HPE: History & Philosophy of Economics (3) 2011-08-09 2014-02-02 2014-06-28
  12. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-01-01
  13. NEP-MAC: Macroeconomics (1) 2006-09-30
  14. NEP-MIC: Microeconomics (10) 1998-10-02 1998-12-09 2002-09-03 2004-06-27 2004-11-07 2011-08-09 2013-07-15 2014-01-24 2014-02-02 2014-06-28. Author is listed
  15. NEP-ORE: Operations Research (1) 2012-04-03
  16. NEP-PUB: Public Finance (1) 2013-07-15
  17. NEP-RMG: Risk Management (3) 2013-01-19 2013-01-26 2014-02-02
  18. NEP-UPT: Utility Models & Prospect Theory (6) 2009-02-07 2009-02-14 2010-09-18 2014-01-17 2014-01-24 2014-06-28. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
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