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Patrick Beißner
(Patrick Beissner)

Personal Details

First Name:Patrick
Middle Name:
Last Name:Beißner
Suffix:
RePEc Short-ID:pbe923
https://sites.google.com/site/beissnerpatrick/

Affiliation

Institut für Mathematische Wirtschaftsforschung
Universität Bielefeld

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)

Research output

as
Jump to: Working papers

Working papers

  1. Riedel, Frank & Beißner, Patrick, 2016. "Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty," Center for Mathematical Economics Working Papers 527, Center for Mathematical Economics, Bielefeld University.
  2. Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.
  3. Beißner, Patrick, 2015. "Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility," Center for Mathematical Economics Working Papers 447, Center for Mathematical Economics, Bielefeld University.
  4. Beißner, Patrick, 2014. "Coherent price systems and uncertainty-neutral valuation," Center for Mathematical Economics Working Papers 464, Center for Mathematical Economics, Bielefeld University.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Riedel, Frank & Beißner, Patrick, 2016. "Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty," Center for Mathematical Economics Working Papers 527, Center for Mathematical Economics, Bielefeld University.

    Cited by:

    1. Patrick Beissner & Frank Riedel, 2019. "Equilibria Under Knightian Price Uncertainty," Econometrica, Econometric Society, vol. 87(1), pages 37-64, January.
    2. Patrick Beissner, 2019. "Coherent-Price Systems and Uncertainty-Neutral Valuation," Risks, MDPI, Open Access Journal, vol. 7(3), pages 1-18, September.
    3. Qian Lin, 2015. "Dynamic indifference pricing via the G-expectation," Papers 1503.08628, arXiv.org, revised Sep 2020.

  2. Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.

    Cited by:

    1. Qian Lin, 2015. "Dynamic indifference pricing via the G-expectation," Papers 1503.08628, arXiv.org, revised Sep 2020.

  3. Beißner, Patrick, 2015. "Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility," Center for Mathematical Economics Working Papers 447, Center for Mathematical Economics, Bielefeld University.

    Cited by:

    1. Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.

  4. Beißner, Patrick, 2014. "Coherent price systems and uncertainty-neutral valuation," Center for Mathematical Economics Working Papers 464, Center for Mathematical Economics, Bielefeld University.

    Cited by:

    1. Alexander Alvarez & Sebastian E. Ferrando, 2016. "Trajectory-Based Models, Arbitrage And Continuity," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(03), pages 1-34, May.
    2. Vorbrink, Jörg, 2014. "Financial markets with volatility uncertainty," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 64-78.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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-UPT: Utility Models & Prospect Theory (2) 2011-04-23 2014-01-17. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (1) 2011-04-23. Author is listed
  3. NEP-HPE: History & Philosophy of Economics (1) 2014-10-13. Author is listed
  4. NEP-MIC: Microeconomics (1) 2014-10-13. Author is listed
  5. NEP-ORE: Operations Research (1) 2011-04-23. Author is listed

Corrections

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