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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
http://wwwhomes.uni-bielefeld.de/friedel
Center for Mathematical Economics Bielefeld University Postfach 100131 33501 Bielefeld Germany
+49 521 106 5647
Bielefeld, Germany
http://www.imw.uni-bielefeld.de/

: +49(0)521-106-4907

Postfach 10 01 31, 33501 Bielefeld
RePEc:edi:imbiede (more details at EDIRC)
Auckland Park, South Africa
http://www.uj.ac.za/ecofin

: +27 (0)11 559 2492
+27 (0)11 559 2036
P.O. Box 524, Auckland Park 2006
RePEc:edi:serauza (more details at EDIRC)
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  1. Patrick Beissner & Frank Riedel, 2016. "Knight--Walras Equilibria," Papers 1605.04385, arXiv.org.
  2. Patrick Beissner & Frank Riedel, 2014. "Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty," Papers 1409.6940, arXiv.org.
  3. Lin, Quian & Riedel, Frank, 2014. "Optimal consumption and portfolio choice with ambiguity," Center for Mathematical Economics Working Papers 497, Center for Mathematical Economics, Bielefeld University.
  4. Ferrari, Giorgio & Riedel, Frank & Steg, Jan-Henrik, 2014. "Continuous-Time Public Good Contribution under Uncertainty," Center for Mathematical Economics Working Papers 485, Center for Mathematical Economics, Bielefeld University.
  5. Igor Mouraviev & Frank Riedel & Linda Sass, 2014. "Kuhn's Theorem for Extensive Form Ellsberg Games," Center for Mathematical Economics Working Papers 510, Center for Mathematical Economics, Bielefeld University.
  6. Hellmann, Tobias & Riedel, Frank, 2014. "A Dynamic Extension of the Foster-Hart Measure of Riskiness," Center for Mathematical Economics Working Papers 528, Center for Mathematical Economics, Bielefeld University.
  7. Riedel, Frank & Steg, Jan-Henrik, 2014. "Subgame-Perfect Equilibria in Stochastic Timing Games," Center for Mathematical Economics Working Papers 524, Center for Mathematical Economics, Bielefeld University.
  8. Ratul Lahkar & Frank Riedel, 2014. "The Continuous Logit Dynamic and Price Dispersion," Center for Mathematical Economics Working Papers 521, Center for Mathematical Economics, Bielefeld University.
  9. Chiarolla, Maria B. & Ferrari, Giorgio & Riedel, Frank, 2014. "Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources," Center for Mathematical Economics Working Papers 463, Center for Mathematical Economics, Bielefeld University.
  10. Frank Riedel & Frederik Herzberg, 2013. "Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets," Center for Mathematical Economics Working Papers 443, Center for Mathematical Economics, Bielefeld University.
  11. 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.
  12. Giorgio Ferrari & Frank Riedel & Jan-Henrik Steg, 2013. "Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach," Papers 1307.2849, arXiv.org, revised Oct 2015.
  13. Frank Riedel & Tobias Hellmann, 2013. "The Foster-Hart Measure of Riskiness for General Gambles," Papers 1301.1471, arXiv.org.
  14. 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.
  15. Riedel, Frank, 2011. "Optimal consumption choice with intolerance for declining standard of living," Center for Mathematical Economics Working Papers 394, Center for Mathematical Economics, Bielefeld University.
  16. Heidhues, Paul & Riedel, Frank, 2011. "Do social preferences matter in competitive markets?," Center for Mathematical Economics Working Papers 392, Center for Mathematical Economics, Bielefeld University.
  17. Frank Riedel & Linda Sass, 2011. "The Strategic Use of Ambiguity," Center for Mathematical Economics Working Papers 452, Center for Mathematical Economics, Bielefeld University.
  18. Frank Riedel, 2011. "Finance without Probabilistic Prior Assumptions," Center for Mathematical Economics Working Papers 450, Center for Mathematical Economics, Bielefeld University.
  19. Jäger, Gerhard & Koch-Metzger, Lars & Riedel, Frank, 2011. "Voronoi languages. Equilibria in cheap-talk games with high-dimensional types and few signals," Center for Mathematical Economics Working Papers 420, Center for Mathematical Economics, Bielefeld University.
  20. Louge, Fernando & Riedel, Frank, 2011. "Evolutionary stability of first price auctions," Center for Mathematical Economics Working Papers 435, Center for Mathematical Economics, Bielefeld University.
  21. Manuel Förster & Frank Riedel, 2011. "Distorted Voronoi Languages," Center for Mathematical Economics Working Papers 458, Center for Mathematical Economics, Bielefeld University.
  22. Rose-Anne Dana & Frank Riedel, 2010. "Intertemporal Equilibria with Knightian Uncertainty," Center for Mathematical Economics Working Papers 440, Center for Mathematical Economics, Bielefeld University.
  23. Riedel, Frank, 2010. "Optimal Stopping under Ambiguity in Continuous Time," Center for Mathematical Economics Working Papers 429, Center for Mathematical Economics, Bielefeld University.
  24. Chudjakow, Tatjana & Riedel, Frank, 2010. "The Best Choice Problem under Ambiguity," Center for Mathematical Economics Working Papers 413, Center for Mathematical Economics, Bielefeld University.
  25. Riedel, Frank, 2010. "Optimal Stopping under Ambiguity," Center for Mathematical Economics Working Papers 390, Center for Mathematical Economics, Bielefeld University.
  26. 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).
  27. 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.
  28. Xia Su & Frank Riedel, 2006. "On Irreversible Investment," Bonn Econ Discussion Papers bgse13_2006, University of Bonn, Germany.
  29. 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.
  30. 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.
  31. 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.
  32. Frank Riedel, 2003. "Generic Determinacy of Equilibria with Local Substitution," GE, Growth, Math methods 0303001, EconWPA.
  33. Frank Riedel, 2003. "Dynamic Coherent Risk Measures," Working Papers 03004, Stanford University, Department of Economics.
  34. Peter Bank & Frank Riedel, 2003. "Optimal Dynamic Choice of Durable and Perishable Goods," Levine's Bibliography 666156000000000402, UCLA Department of Economics.
  35. Frank Riedel, 2002. "Optimal Dynamic Choice of Durbale and Perishable Goods (joint with Peter Bank)," Theory workshop papers 357966000000000096, UCLA Department of Economics.
  36. Veronika Grimm & Frank Riedel & Elmar G. Wolfstetter, 2001. "The Third Generation (UMTS) Spectrum Auction in Germany," CESifo Working Paper Series 584, CESifo Group Munich.
  37. 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.
  38. 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.
  39. 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.
  40. Joerg Oechssler & Frank Riedel, 2000. "On the Dynamic Foundation of Evolutionary Stability in Continuous Models," Game Theory and Information 0004004, EconWPA.
  41. Veronika Grimm & Frank Riedel & Elmar G. Wolfstetter, 2000. "Implementing Efficient Market Structure," CESifo Working Paper Series 269, CESifo Group Munich.
  42. 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.
  43. Peter Bank & Frank Riedel, 1999. "Optimal Consumption Choice under Uncertainty with Intertemporal Substitution," GE, Growth, Math methods 9908002, EconWPA.
  44. Frank Riedel, 1999. "Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited," Finance 9903001, EconWPA.
  45. Frank Riedel, 1998. "Imperfect Information Leads to Complete Markets if Dividends are Diffusions," Finance 9808002, EconWPA.
  46. Joerg Oechssler & Frank Riedel, 1998. "Evolutionary Dynamics on Infinite Strategy Spaces," Game Theory and Information 9805002, EconWPA, revised 12 May 1998.
  47. Peter Bank & Frank Riedel, 1998. "Non-Time Additive Utility Optimization - the Case of Certainty," GE, Growth, Math methods 9811002, EconWPA.
  48. 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.
  49. 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.
  1. Lahkar, Ratul & Riedel, Frank, 2015. "The logit dynamic for games with continuous strategy sets," Games and Economic Behavior, Elsevier, vol. 91(C), pages 268-282.
  2. Hellmann, Tobias & Riedel, Frank, 2015. "The Foster-Hart measure of riskiness for general gambles," Theoretical Economics, Econometric Society, vol. 10(1), January.
  3. Frank Riedel, 2015. "Financial economics without probabilistic prior assumptions," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 38(1), pages 75-91, April.
  4. Hellmann, Tobias & Riedel, Frank, 2015. "A dynamic extension of the Foster–Hart measure of riskiness," Journal of Mathematical Economics, Elsevier, vol. 59(C), pages 66-70.
  5. Mark Broom & Vlastimil Křivan & Frank Riedel, 2015. "Dynamic Games and Applications: Second Special Issue on Population Games: Introduction," Dynamic Games and Applications, Springer, vol. 5(2), pages 155-156, June.
  6. Frank Riedel & Linda Sass, 2014. "Ellsberg games," Theory and Decision, Springer, vol. 76(4), pages 469-509, April.
  7. Mark Broom & Vlastimil Křivan & Frank Riedel, 2014. "Applications: Introduction to the Special Issue on Population Games," Dynamic Games and Applications, Springer, vol. 4(4), pages 377-378, December.
  8. Tatjana Chudjakow & Frank Riedel, 2013. "The best choice problem under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(1), pages 77-97, September.
  9. 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.
  10. Dana, Rose-Anne & Riedel, Frank, 2013. "Intertemporal equilibria with Knightian uncertainty," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1582-1605.
  11. Fernando Louge & Frank Riedel, 2012. "Evolutionary Stability in First Price Auctions," Dynamic Games and Applications, Springer, vol. 2(1), pages 110-128, March.
  12. Frank Riedel & Xia Su, 2011. "On irreversible investment," Finance and Stochastics, Springer, vol. 15(4), pages 607-633, December.
  13. Jäger, Gerhard & Metzger, Lars P. & Riedel, Frank, 2011. "Voronoi languages," Games and Economic Behavior, Elsevier, vol. 73(2), pages 517-537.
  14. 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.
  15. 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.
  16. 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.
  17. Frank Riedel, 2009. "Optimal Stopping With Multiple Priors," Econometrica, Econometric Society, vol. 77(3), pages 857-908, 05.
  18. 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.
  19. 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.
  20. Frank Riedel & Elmar Wolfstetter, 2006. "Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(3), pages 721-726, November.
  21. Riedel, Frank, 2005. "Generic determinacy of equilibria with local substitution," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 603-616, August.
  22. Riedel, Frank, 2004. "Dynamic coherent risk measures," Stochastic Processes and their Applications, Elsevier, vol. 112(2), pages 185-200, August.
  23. 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.
  24. 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.
  25. Frank Riedel, 2003. "Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(4), pages 929-934, 06.
  26. 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.
  27. JÃrg Oechssler & Frank Riedel, 2001. "Evolutionary dynamics on infinite strategy spaces," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 17(1), pages 141-162.
  28. Frank Riedel & Peter Bank, 2001. "Existence and structure of stochastic equilibria with intertemporal substitution," Finance and Stochastics, Springer, vol. 5(4), pages 487-509.
  29. 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.
  30. 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.
  31. Frank Riedel, 2000. "Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate," Review of Finance, European Finance Association, vol. 4(1), pages 51-67.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 45 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MIC: Microeconomics (15) 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 2014-10-03 2014-10-13 2014-10-22 2016-03-10 2016-05-21. Author is listed
  2. NEP-GTH: Game Theory (11) 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 2014-10-03 2014-10-22. Author is listed
  3. 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
  4. 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
  5. NEP-HPE: History & Philosophy of Economics (5) 2011-08-09 2014-02-02 2014-06-28 2014-10-03 2014-10-13. Author is listed
  6. NEP-DCM: Discrete Choice Models (3) 2004-06-27 2004-08-31 2014-10-03
  7. NEP-DGE: Dynamic General Equilibrium (3) 2006-09-30 2010-09-18 2014-01-24
  8. NEP-FIN: Finance (3) 2003-05-18 2004-11-07 2006-09-30
  9. NEP-ORE: Operations Research (3) 2012-04-03 2014-10-03 2014-10-22
  10. NEP-RMG: Risk Management (3) 2013-01-19 2013-01-26 2014-02-02
  11. NEP-CBA: Central Banking (2) 2008-04-12 2009-02-07
  12. NEP-BEC: Business Economics (1) 2009-02-07
  13. NEP-CMP: Computational Economics (1) 2010-07-31
  14. NEP-CTA: Contract Theory & Applications (1) 2011-12-19
  15. NEP-EEC: European Economics (1) 2001-09-10
  16. NEP-FMK: Financial Markets (1) 1998-10-08
  17. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-01-01
  18. NEP-MAC: Macroeconomics (1) 2006-09-30
  19. NEP-PUB: Public Finance (1) 2013-07-15
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