Frank Riedel
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
Working papers
- Qian Lin & Frank Riedel, 2014.
"Optimal consumption and portfolio choice with ambiguity,"
Working Papers
497, Bielefeld University, Center for Mathematical Economics.
- Qian Lin & Frank Riedel, 2014. "Optimal consumption and portfolio choice with ambiguity," Papers 1401.1639, arXiv.org.
- Igor Mouraviev & Frank Riedel & Linda Sass, 2014. "Kuhn's Theorem for Extensive Form Ellsberg Games," Working Papers 510, Bielefeld University, Center for Mathematical Economics.
- 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.
- Frank Riedel & Linda Sass, 2014. "Ellsberg games," Theory and Decision, Springer, vol. 76(4), pages 469-509, April.
- Frank Riedel & Tobias Hellmann, 2013.
"The Foster-Hart Measure of Riskiness for General Gambles,"
Papers
1301.1471, arXiv.org.
- Hellmann, Tobias & Riedel, Frank, 0. "The Foster-Hart measure of riskiness for general gambles," Theoretical Economics, Econometric Society.
- Frank Riedel & Tobias Hellmann, 2013. "The Foster-Hart Measure of Riskiness for General Gambles," Working Papers 474, Bielefeld University, Center for Mathematical Economics.
- Hellmann, Tobias & Riedel, Frank, 2013. "The Foster-Hart Measure of Riskiness for General Gambles," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79752, Verein für Socialpolitik / German Economic Association.
- 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.
- 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.
- Frederik Herzberg & Frank Riedel, 2012. "Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets," Papers 1207.2010, arXiv.org.
- Giorgio Ferrari & Frank Riedel & Jan-Henrik Steg, 2013.
"Continuous-Time Public Good Contribution under Uncertainty,"
Papers
1307.2849, arXiv.org.
- Giorgio Ferrari & Jan-Henrik Steg & Frank Riedel, 2013. "Continuous-Time Public Good Contribution under Uncertainty," Working Papers 485, Bielefeld University, Center for Mathematical Economics.
- 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.
- Maria B. Chiarolla & Giorgio Ferrari & Frank Riedel, 2012. "Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources," Working Papers 463, Bielefeld University, Center for Mathematical Economics.
- Manuel Förster & Frank Riedel, 2011. "Distorted Voronoi Languages," Working Papers 458, Bielefeld University, Center for Mathematical Economics.
- Frank Riedel & Linda Sass, 2011. "The Strategic Use of Ambiguity," Working Papers 452, Bielefeld University, Center for Mathematical Economics.
- Frank Riedel, 2011.
"Finance without Probabilistic Prior Assumptions,"
Working Papers
450, Bielefeld University, Center for Mathematical Economics.
- Frank Riedel, 2011. "Finance Without Probabilistic Prior Assumptions," Papers 1107.1078, arXiv.org.
- Rose-Anne Dana & Frank Riedel, 2010.
"Intertemporal Equilibria with Knightian Uncertainty,"
Working Papers
440, Bielefeld University, Center for Mathematical Economics.
- Dana, Rose-Anne & Riedel, Frank, 2013. "Intertemporal equilibria with Knightian uncertainty," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1582-1605.
- Riedel, Frank & Dana, Rose-Anne, 2013. "Intertemporal equilibria with Knightian uncertainty," Economics Papers from University Paris Dauphine 123456789/11268, Paris Dauphine University.
- Riedel, Frank & Dana, Rose-Anne, 2010. "Intertemporal Equilibria with Knightian Uncertainty," Economics Papers from University Paris Dauphine 123456789/5375, Paris Dauphine University.
- Rose-Anne Dana & Franck Riedel, 2013. "Intertemporal Equilibria with Knightian uncertainty," Post-Print hal-00927170, HAL.
- Rose-Anne Dana & Frank Riedel, 2013. "Intertemporal equilibria with Knightian Uncertainty," Working Papers 2013-016, Department of Research, Ipag Business School.
- Xue Cheng & Frank Riedel, 2010. "Optimal Stopping Under Ambiguity in Continuous Time," Working Papers 429, Bielefeld University, Center for Mathematical Economics.
- Fernando Louge & Frank Riedel, 2010.
"Evolutionary Stability of First Price Auctions,"
Working Papers
435, Bielefeld University, Center for Mathematical Economics.
- Fernando Louge & Frank Riedel, 2012. "Evolutionary Stability in First Price Auctions," Dynamic Games and Applications, Springer, vol. 2(1), pages 110-128, March.
- 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.
- Tatjana Chudjakow & Frank Riedel, 2009.
"The Best Choice Problem under ambiguity,"
Working Papers
413, Bielefeld University, Center for Mathematical Economics.
- Tatjana Chudjakow & Frank Riedel, 2013. "The best choice problem under ambiguity," Economic Theory, Springer, vol. 54(1), pages 77-97, September.
- 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).
- 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.
- V. Filipe Martins-da-Rocha & Frank Riedel, 2008. "On Equilibrium Prices in Continuous Time," Papers 0802.3585, arXiv.org.
- V. Filipe Martins-da-Rocha & Frank Riedel, 2008. "On equilibrium prices in continuous time," Working Papers 397, Bielefeld University, Center for Mathematical Economics.
- 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.
- 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.
- Martin Dufwenberg & Paul Heidhues & Georg Kirchsteiger & Frank Riedel & Joel Sobel, 2011. "Other-Regarding Preferences in General Equilibrium," ULB Institutional Repository 2013/149598, ULB -- Universite Libre de Bruxelles.
- Paul Heidhues & Frank Riedel, 2007. "Do social preferences matter in competitive markets?," Working Papers 392, Bielefeld University, Center for Mathematical Economics.
- Frank Riedel, 2007. "Optimal stopping under ambiguity," Working Papers 390, Bielefeld University, Center for Mathematical Economics.
- Frank Riedel, 2007.
"Optimal consumption choice with intolerance for declining standard of living,"
Working Papers
394, Bielefeld University, Center for Mathematical Economics.
- 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.
- Xia Su & Frank Riedel, 2006.
"On Irreversible Investment,"
Bonn Econ Discussion Papers
bgse13_2006, University of Bonn, Germany.
- Frank Riedel & Xia Su, 2011. "On irreversible investment," Finance and Stochastics, Springer, vol. 15(4), pages 607-633, December.
- 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.
- 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.
- 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.
- Josef Hofbauer & Jörg Oechssler, 2005. "Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case," Working Papers 0424, University of Heidelberg, Department of Economics, revised Dec 2005.
- Josef Hofbauer & Joerg Oechssler & Frank Riedel, 2005. "Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case," Game Theory and Information 0512003, EconWPA.
- Hofbauer, Josef & Oechssler, Jörg & Riedel, Frank, 2005. "Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case," Sonderforschungsbereich 504 Publications 05-41, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- 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.
- Peter Bank & Frank Riedel, 2003.
"Optimal Dynamic Choice of Durable and Perishable Goods,"
Levine's Bibliography
666156000000000402, UCLA Department of Economics.
- Peter Bank & Frank Riedel, 2003. "Optimal Dynamic Choice of Durable and Perishable Goods," Bonn Econ Discussion Papers bgse29_2003, University of Bonn, Germany.
- Frank Riedel, 2003.
"Generic Determinacy of Equilibria with Local Substitution,"
GE, Growth, Math methods
0303001, EconWPA.
- Riedel, Frank, 2005. "Generic determinacy of equilibria with local substitution," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 603-616, August.
- Riedel, Frank, 2002. "Generic Determinacy of Equilibria with Local Substitution," Department of Economics, Working Paper Series qt1727r74c, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Riedel, Frank, 2002. "Generic Determinancy of Equilibria with Local Substitution," Department of Economics, Working Paper Series qt43j2n5f5, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Frank Riedel, 2003.
"Dynamic Coherent Risk Measures,"
Working Papers
03004, Stanford University, Department of Economics.
- Riedel, Frank, 2004. "Dynamic coherent risk measures," Stochastic Processes and their Applications, Elsevier, vol. 112(2), pages 185-200, August.
- Frank Riedel, 2002. "Optimal Dynamic Choice of Durbale and Perishable Goods (joint with Peter Bank)," Theory workshop papers 357966000000000096, UCLA Department of Economics.
- 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.
- Frank Riedel, 2003. "Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist," Economic Theory, Springer, vol. 21(4), pages 929-934, 06.
- Veronika Grimm & Frank Riedel & Elmar G. Wolfstetter, 2001.
"The Third Generation (UMTS) Spectrum Auction in Germany,"
CESifo Working Paper Series
584, CESifo Group Munich.
- Grimm, Veronika & Riedel, Frank & Wolfstetter, Elmar, 2001. "The third generation (UMTS) spectrum auction in Germany," SFB 373 Discussion Papers 2001,70, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- 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.
- 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.
- Grimm, Veronika & Riedel, Frank & Wolfstetter, Elmar, 2001. "Low price equilibrium in multi-unit auctions: The GSM spectrum auction in Germany," SFB 373 Discussion Papers 2001,31, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- 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.
- Veronika Grimm & Frank Riedel & Elmar G. Wolfstetter, 2000.
"Implementing Efficient Market Structure,"
CESifo Working Paper Series
269, CESifo Group Munich.
- Grimm, Veronika & Riedel, Frank & Wolfstetter, Elmar, 2000. "Implementing efficient market structure," SFB 373 Discussion Papers 2000,19, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Veronika Grimm & Frank Riedel & Elmar Wolfstetter, 2000. "Implementing Efficient Market Structure," Econometric Society World Congress 2000 Contributed Papers 0268, Econometric Society.
- 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.
- Frank Riedel & Peter Bank, 2001. "Existence and structure of stochastic equilibria with intertemporal substitution," Finance and Stochastics, Springer, vol. 5(4), pages 487-509.
- Joerg Oechssler & Frank Riedel, 2000.
"On the Dynamic Foundation of Evolutionary Stability in Continuous Models,"
Game Theory and Information
0004004, EconWPA.
- 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.
- Jörg Oechssler & Frank Riedel, 2000. "On the Dynamic Foundation of Evolutionary Stability in Continuous Models," Bonn Econ Discussion Papers bgse7_2000, University of Bonn, Germany.
- Oechssler, Jörg & Riedel, Frank, 2000. "On the dynamic foundation of evolutionary stability in continuous models," SFB 373 Discussion Papers 2000,73, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Peter Bank & Frank Riedel, 1999.
"Optimal Consumption Choice under Uncertainty with Intertemporal Substitution,"
GE, Growth, Math methods
9908002, EconWPA.
- Bank, Peter & Riedel, Frank, 1999. "Optimal consumption choice under uncertainty with intertemporal substitution," SFB 373 Discussion Papers 1999,71, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Frank Riedel, 1999.
"Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited,"
Finance
9903001, EconWPA.
- 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.
- Riedel, Frank, 1999. "Heterogeneous time preferences and interest rates: The preferred habitat theory revisited," SFB 373 Discussion Papers 1999,23, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Peter Bank & Frank Riedel, 1998.
"Non-Time Additive Utility Optimization - the Case of Certainty,"
GE, Growth, Math methods
9811002, EconWPA.
- 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.
- Riedel, Frank & Bank, Peter, 1998. "Non-time additive utility optimization: The case of certainty," SFB 373 Discussion Papers 1998,108, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Frank Riedel, 1998. "Imperfect Information Leads to Complete Markets if Dividends are Diffusions," Finance 9808002, EconWPA.
- Joerg Oechssler & Frank Riedel, 1998.
"Evolutionary Dynamics on Infinite Strategy Spaces,"
Game Theory and Information
9805002, EconWPA, revised 12 May 1998.
- JÃrg Oechssler & Frank Riedel, 2001. "Evolutionary dynamics on infinite strategy spaces," Economic Theory, Springer, vol. 17(1), pages 141-162.
- Oechssler, Jörg & Riedel, Frank, 1998. "Evolutionary dynamics on infinite strategy spaces," SFB 373 Discussion Papers 1998,68, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Oechssler, Joerg & Frank Riedel, 1999. "Evolutionary Dynamics on Infinite Strategy Spaces," Discussion Paper Serie A 606, University of Bonn, Germany.
- 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.
- 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
- Frank Riedel & Linda Sass, 2014.
"Ellsberg games,"
Theory and Decision,
Springer, vol. 76(4), pages 469-509, April.
- 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.
- Dana, Rose-Anne & Riedel, Frank, 2013.
"Intertemporal equilibria with Knightian uncertainty,"
Journal of Economic Theory,
Elsevier, vol. 148(4), pages 1582-1605.
- Rose-Anne Dana & Frank Riedel, 2010. "Intertemporal Equilibria with Knightian Uncertainty," Working Papers 440, Bielefeld University, Center for Mathematical Economics.
- Rose-Anne Dana & Franck Riedel, 2013. "Intertemporal Equilibria with Knightian uncertainty," Post-Print hal-00927170, HAL.
- Rose-Anne Dana & Frank Riedel, 2013. "Intertemporal equilibria with Knightian Uncertainty," Working Papers 2013-016, Department of Research, Ipag Business School.
- Riedel, Frank & Dana, Rose-Anne, 2013. "Intertemporal equilibria with Knightian uncertainty," Economics Papers from University Paris Dauphine 123456789/11268, Paris Dauphine University.
- Riedel, Frank & Dana, Rose-Anne, 2010. "Intertemporal Equilibria with Knightian Uncertainty," Economics Papers from University Paris Dauphine 123456789/5375, Paris Dauphine University.
- 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.
- 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.
- Frederik Herzberg & Frank Riedel, 2012. "Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets," Papers 1207.2010, arXiv.org.
- Tatjana Chudjakow & Frank Riedel, 2013.
"The best choice problem under ambiguity,"
Economic Theory,
Springer, vol. 54(1), pages 77-97, September.
- Tatjana Chudjakow & Frank Riedel, 2009. "The Best Choice Problem under ambiguity," Working Papers 413, Bielefeld University, Center for Mathematical Economics.
- Fernando Louge & Frank Riedel, 2012.
"Evolutionary Stability in First Price Auctions,"
Dynamic Games and Applications,
Springer, vol. 2(1), pages 110-128, March.
- Fernando Louge & Frank Riedel, 2010. "Evolutionary Stability of First Price Auctions," Working Papers 435, Bielefeld University, Center for Mathematical Economics.
- Jäger, Gerhard & Metzger, Lars P. & Riedel, Frank, 2011. "Voronoi languages," Games and Economic Behavior, Elsevier, vol. 73(2), pages 517-537.
- 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.
- 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.
- Martin Dufwenberg & Paul Heidhues & Georg Kirchsteiger & Frank Riedel & Joel Sobel, 2011. "Other-Regarding Preferences in General Equilibrium," ULB Institutional Repository 2013/149598, ULB -- Universite Libre de Bruxelles.
- Frank Riedel & Xia Su, 2011.
"On irreversible investment,"
Finance and Stochastics,
Springer, vol. 15(4), pages 607-633, December.
- Xia Su & Frank Riedel, 2006. "On Irreversible Investment," Bonn Econ Discussion Papers bgse13_2006, University of Bonn, Germany.
- 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.
- V. Filipe Martins-da-Rocha & Frank Riedel, 2008. "On equilibrium prices in continuous time," Working Papers 397, Bielefeld University, Center for Mathematical Economics.
- V. Filipe Martins-da-Rocha & Frank Riedel, 2008. "On Equilibrium Prices in Continuous Time," Papers 0802.3585, arXiv.org.
- 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).
- Frank Riedel, 2009. "Optimal Stopping With Multiple Priors," Econometrica, Econometric Society, vol. 77(3), pages 857-908, 05.
- 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.
- Frank Riedel, 2007. "Optimal consumption choice with intolerance for declining standard of living," Working Papers 394, Bielefeld University, Center for Mathematical Economics.
- 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.
- Hofbauer, Josef & Oechssler, Jörg & Riedel, Frank, 2005. "Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case," Sonderforschungsbereich 504 Publications 05-41, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Josef Hofbauer & Joerg Oechssler & Frank Riedel, 2005. "Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case," Game Theory and Information 0512003, EconWPA.
- Josef Hofbauer & Jörg Oechssler, 2005. "Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case," Working Papers 0424, University of Heidelberg, Department of Economics, revised Dec 2005.
- 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.
- 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.
- 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.
- Riedel, Frank, 2005.
"Generic determinacy of equilibria with local substitution,"
Journal of Mathematical Economics,
Elsevier, vol. 41(4-5), pages 603-616, August.
- Riedel, Frank, 2002. "Generic Determinacy of Equilibria with Local Substitution," Department of Economics, Working Paper Series qt1727r74c, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Riedel, Frank, 2002. "Generic Determinancy of Equilibria with Local Substitution," Department of Economics, Working Paper Series qt43j2n5f5, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Frank Riedel, 2003. "Generic Determinacy of Equilibria with Local Substitution," GE, Growth, Math methods 0303001, EconWPA.
- 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.
- Riedel, Frank, 1999. "Heterogeneous time preferences and interest rates: The preferred habitat theory revisited," SFB 373 Discussion Papers 1999,23, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Frank Riedel, 1999. "Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited," Finance 9903001, EconWPA.
- Riedel, Frank, 2004.
"Dynamic coherent risk measures,"
Stochastic Processes and their Applications,
Elsevier, vol. 112(2), pages 185-200, August.
- Frank Riedel, 2003. "Dynamic Coherent Risk Measures," Working Papers 03004, Stanford University, Department of Economics.
- Frank Riedel, 2003.
"Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist,"
Economic Theory,
Springer, vol. 21(4), pages 929-934, 06.
- 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.
- 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.
- 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.
- Grimm, Veronika & Riedel, Frank & Wolfstetter, Elmar, 2001. "Low price equilibrium in multi-unit auctions: The GSM spectrum auction in Germany," SFB 373 Discussion Papers 2001,31, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- 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.
- Oechssler, Jörg & Riedel, Frank, 2000. "On the dynamic foundation of evolutionary stability in continuous models," SFB 373 Discussion Papers 2000,73, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Joerg Oechssler & Frank Riedel, 2000. "On the Dynamic Foundation of Evolutionary Stability in Continuous Models," Game Theory and Information 0004004, EconWPA.
- Jörg Oechssler & Frank Riedel, 2000. "On the Dynamic Foundation of Evolutionary Stability in Continuous Models," Bonn Econ Discussion Papers bgse7_2000, University of Bonn, Germany.
- JÃrg Oechssler & Frank Riedel, 2001.
"Evolutionary dynamics on infinite strategy spaces,"
Economic Theory,
Springer, vol. 17(1), pages 141-162.
- Joerg Oechssler & Frank Riedel, 1998. "Evolutionary Dynamics on Infinite Strategy Spaces," Game Theory and Information 9805002, EconWPA, revised 12 May 1998.
- Oechssler, Jörg & Riedel, Frank, 1998. "Evolutionary dynamics on infinite strategy spaces," SFB 373 Discussion Papers 1998,68, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Oechssler, Joerg & Frank Riedel, 1999. "Evolutionary Dynamics on Infinite Strategy Spaces," Discussion Paper Serie A 606, University of Bonn, Germany.
- Frank Riedel & Peter Bank, 2001.
"Existence and structure of stochastic equilibria with intertemporal substitution,"
Finance and Stochastics,
Springer, vol. 5(4), pages 487-509.
- 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.
- 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.
- 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.
- Peter Bank & Frank Riedel, 1998. "Non-Time Additive Utility Optimization - the Case of Certainty," GE, Growth, Math methods 9811002, EconWPA.
- Riedel, Frank & Bank, Peter, 1998. "Non-time additive utility optimization: The case of certainty," SFB 373 Discussion Papers 1998,108, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Hellmann, Tobias & Riedel, Frank, 0.
"The Foster-Hart measure of riskiness for general gambles,"
Theoretical Economics,
Econometric Society.
- Frank Riedel & Tobias Hellmann, 2013. "The Foster-Hart Measure of Riskiness for General Gambles," Working Papers 474, Bielefeld University, Center for Mathematical Economics.
- Frank Riedel & Tobias Hellmann, 2013. "The Foster-Hart Measure of Riskiness for General Gambles," Papers 1301.1471, arXiv.org.
- Hellmann, Tobias & Riedel, Frank, 2013. "The Foster-Hart Measure of Riskiness for General Gambles," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79752, Verein für Socialpolitik / German Economic Association.
NEP Fields
38 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-BEC: Business Economics (1) 2009-02-07
- NEP-CBA: Central Banking (2) 2008-04-12 2009-02-07
- NEP-CMP: Computational Economics (1) 2010-07-31
- NEP-CTA: Contract Theory & Applications (1) 2011-12-19
- NEP-DCM: Discrete Choice Models (2) 2004-06-27 2004-08-31
- NEP-DGE: Dynamic General Equilibrium (3) 2006-09-30 2010-09-18 2014-01-24
- 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
- NEP-FIN: Finance (3) 2003-05-18 2004-11-07 2006-09-30
- NEP-FMK: Financial Markets (1) 1998-10-08
- 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
- NEP-HPE: History & Philosophy of Economics (3) 2011-08-09 2014-02-02 2014-06-28
- NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-01-01
- NEP-MAC: Macroeconomics (1) 2006-09-30
- 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
- NEP-ORE: Operations Research (1) 2012-04-03
- NEP-PUB: Public Finance (1) 2013-07-15
- NEP-RMG: Risk Management (3) 2013-01-19 2013-01-26 2014-02-02
- 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:- Number of Works
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
Most cited item
- Frank Riedel, 2003. "Dynamic Coherent Risk Measures," Working Papers 03004, Stanford University, Department of Economics.
Most downloaded item (past 12 months)
- 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.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
For general information on how to correct material on RePEc, see these instructions.To update listings or check citations waiting for approval, Frank Riedel should log into the RePEc Author Service
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.