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Content
2025
- 753 A dynamic model of authority in organizations
by Li, Bingbing & Förster, Manuel
- 752 Willful Ignorance in Legal Contexts: A Mechanism Design Approach
by Dong, Xiaoge
- 751 Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise
by Ferrari, Giorgio & Pajola, Anna
- 750 Berge Equilibria - An Algebraic Approach
by Riedel, Frank & Torrente, Maria-Laura
- 749 Sequential Information Selling: Perfect Price Discrimination and the Role of Encryption
by Förster, Manuel & Närmann, Fynn Louis
- 748 On Preference for Simplicity and Probability Weighting
by Mononen, Lasse
- 747 Hopf-Lax approximation for value functions of L´evy optimal control problems
by Kupper, Michael & Nendel, Max & Sgarabottolo, Alessandro
- 746 Existence of Viscosity Solutions to Abstract Cauchy Problems via Nonlinear Semigroups
by Fuchs, Fabian & Nendel, Max
- 745 On the Singular Control of a Diffusion and Its Running Infimum or Supremum
by Ferrari, Giorgio & Rodosthenous, Neofytos
- 744 Partial regularity of semiconvex viscosity supersolutions to fully nonlinear elliptic HJB equations and applications to stochastic control
by Federico, Salvatore & Ferrari, Giorgio & Rosestolato, Mauro
- 743 Pasting of Equilibria and Donsker-type Results for Mean Field Games
by Dianetti, Jodi & Nendel, Max & Tangpi, Ludovic & Wang, Shichun
- 742 Discrete approximation of risk-based prices under volatility uncertainty
by Blessing, Jonas & Kupper, Michael & Sgarabottolo, Alessandro
- 741 Strategic Irreversible Investment
by Steg, Jan-Henrik
- 740 Exploratory Optimal Stopping: A Singular Control Formulation
by Dianetti, Jodi & Ferrari, Giorgio & Xu, Renyuan
- 739 Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty
by De Vecchi, Corrado & Nendel, Max & Streicher, Jan
- 738 State Dependent Utility and Ambiguity
by Mononen, Lasse
- 737 The Empirical Content of Expected Utility
by Mononen, Lasse
- 736 Backward Stochastic Differential Equations with Double Mean Reflections
by Li, Hanwu
- 735 A hypothesis test for the long-term calibration in rating systems with overlapping time windows
by Kurth, Patrick & Nendel, Max & Streicher, Jan
- 734 Risk measures based on weak optimal transport
by Kupper, Michael & Nendel, Max & Sgarabottolo, Alessandro
- 733 Numerical approximation of Dynkin games with asymmetric information
by Banas, Lubomir & Ferrari, Giorgio & Randrianasolo, Tsiry Avisoa
- 731 Singular Control in a Cash Management Model with Ambiguity
by Archankul, Arnon & Ferrari, Giorgio & Hellmann, Tobias & Thijssen, Jacco J.J.
- 730 A Stochastic Non-Zero-Sum Game of Controlling the Debt-to-GDP Ratio
by Dammann, Felix & Rodosthenous, Neofytos & Villeneuve, Stéphane
- 729 Assessing swaption portfolios for prepayment risk mitigation. A parametric perspective
by Monaco, Andrea & Perrotta, Adamaria & Sgarabottolo, Alessandro
- 728 Expected Utility Without Linearity: Distinguishing Between Prospect Theory and Cumulative Prospect Theory
by Mononen, Lasse
- 727 Robust equilibria in cheap-talk games with fairly transparent motives
by Steg, Jan-Henrik & Garashli, Elshan & Greinecker, Michael & Kuzmics, Christoph
- 726 The Market Price of Jump Risk for Delivery Periods: Pricing of Electricity Swaps with Geometric Averaging
by Kemper, Annika & Schmeck, Maren Diane
- 725 An axiomatic approach to default risk and model uncertainty in rating systems
by Nendel, Max & Streicher, Jan
- 724 A parametric approach to the estimation of convex risk functionals based on Wasserstein distance
by Nendel, Max & Sgarabottolo, Alessandro
- 723 Lower semicontinuity of monotone functionals in the mixed topology on C b
by Nendel, Max
- 722 Optimal Allocations with $\alpha$-MaxMin Utilities, Choquet Expected Utilities, and Prospect Theory
by Beißner, Patrick & Werner, Jan
- 721 Stochastic representation under g-expectation and applications: The discrete time case
by Grigorova, Miryana & Li, Hanwu
- 720 Robust Orlicz spaces: observations and caveats
by Liebrich, Felix-Benedikt & Nendel, Max
- 719 Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework
by Li, Hanwu & Wang, Falei
- 718 Optimal Multiple Stopping Problem under Nonlinear Expectation
by Li, Hanwu
- 717 Backward Stochastic Differential Equations Driven by $\textit{G}$-Brownian Motion with Double Reflections
by Li, Hanwu & Song, Yongsheng
- 716 Convex monotone semigroups on lattices of continuous functions
by Denk, Robert & Kupper, Michael & Nendel, Max
- 715 Reflected backward stochastic differential equation driven by $\textit{G}$-Brownian motion with an upper obstacle
by Li, Hanwu & Peng, Shige
- 714 A singular stochastic control problem with interconnected dynamics
by Federico, Salvatore & Ferrari, Giorgio & Schuhmann, Patrick
- 713 A note on stochastic dominance, uniform integrability, and lattice properties
by Nendel, Max
- 712 Convex semigroups on Lp-like spaces
by Denk, Robert & Kupper, Michael & Nendel, Max
- 711 All wealth in assets is optimal under interest rate uncertainty
by Lin, Qian & Riedel, Frank
- 710 Default Ambiguity
by Fadina, Tolulope & Schmidt, Thorsten
- 709 On the Optimal Management of Public Debt: a Singular Stochastic Control Problem
by Ferrari, Giorgio
- 708 Strategic Investment with Positive Externalities
by Steg, Jan-Henrik & Thijssen, Jacco J.J.
- 707 Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Volatility Uncertainty
by Beißner, Patrick & Riedel, Frank
- 706 Stationary Mean-Field Games of Singular Control under Knightian Uncertainty
by Ferrari, Giorgio & Tzouanas, Ioannis
- 705 Regulation in a Mean-Field Investment Game with Climate Damage
by Aid, René & Federico, Salvatore & Ferrari, Giorgio & Rodosthenous, Neofytos
- 704 The Maschler–Perles–Shapley value for Taxation Games
by Rosenmüller, Joachim
- 703 Welfare Effects of a Concealed Information Exchange
by Müller, Lars & Karos, Dominik
- 702 Belief-neutral efficiency in financial markets
by Beißner, Patrick & Riedel, Frank
- 701 Hoping for the best while preparing for the worst in the face of uncertainty: a new type of incomplete preferences
by Bardier, Pierre & Dong-Xuan, Bach & Nguyen, Van-Quy
- 700 The Pricing Kernel under Proportional Ambiguity
by Spengemann, Marco
2024
- 699 Cash-constrained R&D Investment
by Dawid, Herbert & Riedel, Frank & Steg, Jan-Henrik & Wen, Xingang
- 698 Output Uncertainty Mitigation in Competitive Markets
by Li, Bingbing & Long, Yan
- 697 Restricted Dominant Unanimity and Social Discounting
by Dong-Xuan, Bach & Qu, Xiangyu
- 696 A comparison Principle Based on Couplings of Partial Integro-Differential Operators
by Della Corte, Serena & Fuchs, Fabian & Kraaij, Richard C. & Nendel, Max
- 695 NTU-Solutions for the Taxation Game
by Rosenmüller, Joachim
- 694 Arbitrage Pricing in Convex, Cash-Additive Markets
by Lécuyer, Emy & Riedel, Frank & Stanca, Lorenzo
- 693 Optimal Consumption for Recursive Preferences with Local Substitution under Risk
by Li, Hanwu & Riedel, Frank
- 692 Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces
by Federico, Salvatore & Ferrari, Giorgio & Riedel, Frank & Röckner, Michael
- 691 Cooperation, Correlation and Competition in Ergodic $N$-Player Games and Mean-Field Games of Singular Controls: A Case Study
by Cannerozzi, Federico & Ferrari, Giorgio
- 690 A Mean-Field Model of Optimal Investment
by Calvia, Alessandro & Federico, Salvatore & Ferrari, Giorgio & Gozzi, Fausto
- 689 Strategic Information Selection
by Preker, Jurek & Karos, Dominik
- 688 A Stationary Equilibrium Model of Green Technology Adoption with Endogenous Carbon Price
by Dammann, Felix & Ferrari, Giorgio
- 687 Dynamically Consistent Intergenerational Welfare
by Mononen, Lasse
- 686 Dynamically Consistent Intertemporal Dual-Self Expected Utility
by Mononen, Lasse
- 685 Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility
by Dianetti, Jodi & Riedel, Frank & Stanza, Lorenzo
- 671 On a Merton Problem with Irreversible Healthcare Investment
by Ferrari, Giorgio & Zhu, Shihao
2023
- 684 Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning
by Chen, An & Ferrari, Giorgio & Zhu, Shihao
- 683 Optimal Retirement Choice under Age-dependent Force of Mortality
by Ferrari, Giorgio & Zhu, Shihao
- 682 Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost
by Federico, Salvatore & Ferrari, Giorgio & Torrente, Maria Laura
- 681 Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version)
by Dianetti, Jodi & Ferrari, Giorgio & Tzouanas, Ioannis
- 680 Convergence of Infintesimal Generators and Stability of Convex Montone Semigroups
by Blessing, Jonas & Kupper, Michael & Nendel, Max
- 679 A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy
by Aïd, René & Basei, Matteo & Ferrari, Giorgio
- 678 Linear-Quadratic-Singular Stochastic Differential Games and Applications
by Dianetti, Jodi
- 677 Uncertainty over Uncertainty in Environmental Policy Adoption: Bayesian Learning of Unpredictable Socioeconomic Costs
by Basei, Matteo & Ferrari, Giorgio & Rodosthenous, Neofytos
- 676 Pricing of Electricity Swaps with Geometric Averaging
by Kemper, Annika & Schmeck, Maren Diane
- 675 A Principal-Agent Framework for Optimal Incentives in Renewable Investments
by Aïd, René & Kemper, Annika & Touzi, Nizar
- 674 Strong Solutions to Submodular Mean Field Games with Common Noise and Related McKean-Vlasov FBSDES
by Dianetti, Jodi
2022
- 673 The Role of Price Normalization in Imperfectly Competitive Economies
by Böhm, Volker
- 672 Demographic Changes and Asset Prices in an Overlapping Generations Model
by Simo-Kengne, Beatrice D. & Riedel, Frank & Demeze-Jouatsa, Ghislain-Herman
- 671 Consumption Descision, Portfolio Choice and Healthcare Irreversible Investment
by Ferrari, Giorgio & Zhu, Shihao
- 670 Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty
by Li, Hanwu & Riedel, Frank & Yang, Shuzhen
- 669 Efficient Allocations under Ambiguous Model Uncertainty
by Hara, Chiaki & Mukerji, Sujoy & Riedel, Frank & Tallon, Jean Marc
- 668 The Shapley NTU-Value via Surface Measures
by Rosenmüller, Joachim
- 667 Optimal Vaccination in a SIRS Epidemic Model
by Federico, Salvatore & Ferrari, Giorgio & Torrente, Maria-Laura
- 666 Fairness-based Altruism
by Breitmoser, Yves & Vorjohann, Pauline
- 664 The Texas Shoot-Out under Knightian Uncertainty
by Bauch, Gerrit & Riedel, Frank
- 663 Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return
by Dammann, Felix & Ferrari, Giorgio
- 662 Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence
by Blessing, Jonas & Denk, Robert & Kupper, Michael & Nendel, Max
- 661 A Unifying Framework for Submodular Mean Field Games
by Dianetti, Jodi & Ferrari, Giorgio & Fischer, Markus & Nendel, Max
- 660 Ambiguous Social Choice Functions
by Demeze-Jouatsa, Ghislain-Herman
2021
- 659 Network games with heterogeneous players
by Orlova, Olena
- 658 Bargaining Solutions via Surface Measures
by Rosenmüller, Joachim
- 657 Optimal Dividends under Markov-Modulated Bankruptcy Level
by Ferrari, Giorgio & Schuhmann, Patrick & Zhu, Shihao
- 655 Effects of Noise on the Grammar of Languages
by Bauch, Gerrit
- 654 Farsighted Rationality in Hedonic Games
by Demeze-Jouatsa, Ghislain-Herman & Karos, Dominik
- 654 Farsighted Rationality in Hedonic Games
by Demeze-Jouatsa, Ghislain-Herman & Karos, Dominik
- 653 A Free and Fair Economy: A Game of Justice and Inclusion
by Demeze-Jouatsa, Ghislain-Herman & Pongou, Roland & Tondji, Jean-Baptiste
- 652 Inequity Aversion and Limited Foresight in the Repeated Prisoner’s Dilemma
by Backhaus, Teresa & Breitmoser, Yves
- 651 Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control
by Calvia, Alessandro & Ferrari, Giorgio
- 650 Stationary Discounted and Ergodic Mean Field Games of Singular Control
by Cao, Haoyang & Dianetti, Jodi & Ferrari, Giorgio
- 649 Wasserstein Perturbations of Markovian Transition Semigroups
by Fuhrmann, Sven & Kupper, Michael & Nendel, Max
- 648 Optimal Surplus-dependent Reinsurance under Regime-Switching in a Brownian Risk Model
by Eisenberg, Julia & Fabrykowski, Lukas & Schmeck, Maren Diane
- 647 Socio-legal Systems and Implementation of the Nash Solution in Debreu-Hurwicz Equilibrium
by Haake, Claus-Jochen & Trockel, Walter
- 646 On an Irreversible Investment Problem with Two-Factor Uncertainty
by Dammann, Felix & Ferrari, Giorgio
- 645 Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls
by Dianetti, Jodi & Ferrari, Giorgio
- 644 From prejudice to racial profiling and back. A naἴve intuitive statistician's curse
by Förster, Manuel & Karos, Dominik
- 643 Two-Sided Singular Control of an Inventory with Unknown Demand Trend
by Federico, Salvatore & Ferrari, Giorgio & Rodosthenous, Neofytos
- 642 Optimal Switch from a Fossil-Fueled to an Electric Vehicle
by Falbo, Paolo & Ferrari, Giorgio & Rizzini, Giorgio & Schmeck, Maren Diane
2020
- 641 Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty
by Ferrari, Giorgio & Li, Hanwu & Riedel, Frank
- 640 Approximating Convex Bodies by Cephoids
by Rosenmüller, Joachim
- 639 Taming the Spread of an Epidemic by Lockdown Policies
by Federico, Salvatore & Ferrari, Giorgio
- 638 A Decompostion of General Premium Principles into Risk and Deviation
by Nendel, Max & Schmeck, Maren Diane & Riedel, Frank
- 638 Decomposition of General Premium Principles into Risk and Deviation
by Nendel, Max & Schmeck, Maren Diane & Riedel, Frank
- 637 Singular Control of the Drift of a Brownian System
by Federico, Salvatore & Ferrari, Giorgio & Schuhmann, Patrick
- 636 Optimal Dividend Payout under Stochastic Discounting
by Bandini, Elena & de Angelis, Tiziano & Ferrari, Giorgio & Gozzi, Fausto
- 635 The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets
by Kemper, Annika & Schmeck, Maren Diane & Khripunova Balci, Anna
- 634 A Knightian Irreversible Investment Problem
by Ferrari, Giorgio & Li, Hanwu & Riedel, Frank
- 633 Pricing Interest Rate Derivatives under Volatility Uncertainty
by Hölzermann, Julian
- 632 Nash Smoothing on the Test Bench: $H_{\alpha}$ -Essential Equilibria
by Duman, Papatya & Trockel, Walter
- 631 Personal preferences in networks
by Orlova, Olena
- 630 Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information
by Banas, Lubomir & Ferrari, Giorgio & Randrianasolo, Tsiry Avisoa
- 617 Stable Balanced Expansion in Homogeneous Dynamic Models
by Böhm, Volker
2019
- 629 Cephoids. Minkowski Sums of DeGua Simplices. Theory and Applications
by Rosenmüller, Joachim
- 628 On Nonlinear Expectations and Markov Chains under Model Uncertainty
by Nendel, Max
- 627 Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
by Koch, Torben & Vargiolu, Tiziano
- 626 Did Partisan Voters Spoil the Country? A Randomized-thought Experiment
by Barham, Victoria & Demeze-Jouatsa, Ghislain-Herman & Pongou, Roland
- 625 Capturing the power options smile by an additive two-factor model for overlapping futures prices
by Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano
- 624 A Model for the Optimal Management of Inflation
by Federico, Salvatore & Ferrari, Giorgio & Schuhmann, Patrick
- 623 A Note on Stochastic Dominance and Compactness
by Nendel, Max
- 622 Convex Semigroups on Banach Lattices
by Denk, Robert & Kupper, Michael & Nendel, Max
- 621 Submodular Mean Field Games. Existence and Approximation of Solutions
by Dianetti, Jodi & Ferrari, Giorgio & Fischer, Markus & Nendel, Max
- 620 Duality for General TU-games Redefined
by Aslan, Fatma & Duman, Papatya & Trockel, Walter
- 619 Game Options under Knightian Uncertainty in Discrete Time
by Rubbenstroth, Bodo
- 618 Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems
by Nendel, Max & Röckner, Michael
- 617 Stable Balanced Expansion in Homogeneous Dynamic Models
by Böhm, Volker
- 616 Mortality Options: the Point of View of an Insurer
by Schmeck, Maren Diane & Schmidli, Hanspeter
- 615 Universal Bounds and Monotonicity Properties of Ratios of Hermite and Parabolic Cylinder Functions
by Koch, Torben
- 614 On a Class of Infinite-Dimensional Singular Stochastic Control Problems
by Federico, Salvatore & Ferrari, Giorgio & Riedel, Frank & Röckner, Michael
- 613 Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion
by Hölzermann, Julian & Lin, Qian
- 612 Immigration, Social Networks and Occupational Mismatch
by Alaverdyan, Sevak & Zaharieva, Anna
- 611 A Note on Dynamic Consistency in Ambiguous Persuasion
by Pahlke, Marieke
- 610 A Semigroup Approach to Nonlinear Lévy Processes
by Denk, Robert & Kupper, Michael & Nendel, Max
- 609 Locally Constant Model Uncertainty Risk Measure
by Obradovic, Lazar
- 608 Optimal Reduction of Public Debt under Partial Observation of the Economic Growth
by Callegaro, Giorgia & Ceci, Claudia & Ferrari, Giorgio
- 607 Superhedging prices of European and American options in a non-linear incomplete market with default
by Grigorova, Miryana & Quenez, Marie-Claire & Sulem, Agnès
- 606 Optimal stopping under $\textit{G}$-expectation
by Li, Hanwu
- 605 Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria
by Dianetti, Jodi & Ferrari, Giorgio
- 589 Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy
by Ferrari, Giorgio & Rodosthenous, Neofytos
2018
- 604 Expectation Formation and Learning in the Labour Market with On-the-Job Search and Nash Bargaining
by Damdinsuren, Erdenebulgan & Zaharieva, Anna
- 603 An optimal extraction problem with price impact
by Ferrari, Giorgio & Koch, Torben
- 602 The Dynamics of Balanced Expansion in Monetary Economies with Sovereign Debt
by Böhm, Volker
- 601 Social Networks, Promotions, and the Glass-Ceiling Effect
by Neugart, Michael & Zaharieva, Anna
- 600 Labor Market Segmentation and Efficient Bargaining in a Macroeconomic Model
by Claas, Oliver
- 599 Dynamic Consistency in Incomplete Information Games with Multiple Priors
by Pahlke, Marieke
- 598 Doubly Reflected BSDEs and $\mathcal{E}$$^ƒ$-Dynkin games: beyond the right-continuous case
by Grigorova, Miryana & Imkeller, Peter & Quenez, Marie-Claire & Ouknine, Youssef
- 597 Equilibria under Knightian Price Uncertainty
by Beißner, Patrick & Riedel, Frank
- 596 Regularity and Asymptotic Behaviour for a Damped Plate-Membrane Transmission Problem
by Barraz Martínez, Bienvenido & Denk, Robert & Hernández Monzón, Jairo & Kammerlander, Felix & Nendel, Max
- 595 An Optimal Dividend Problem with Capital Injections over a Finite Horizon
by Ferrari, Giorgio & Schuhmann, Patrick
- 594 On the Singular Control of Exchange Rates
by Ferrari, Giorgio & Vargiolu, Tiziano
- 593 Dynamically Consistent α-Maxmin Expected Utility
by Beißner, Patrick & Lin, Qian & Riedel, Frank
- 592 On a Class of Singular Stochastic Control Problems for Reflected Diffusions
by Ferrari, Giorgio
- 591 A Note on a New Existence Result for Reflected BSDES with Interconnected Obstacles
by de Angelis, Tiziano & Ferrari, Giorgio & Hamadène, Saïd
- 590 Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion
by Li, Hanwu & Peng, Shige & Soumana Hima, Abdoulaye
- 589 Optimal Management of Debt-To-GDP Ratio with Regime-Switching Interest Rate
by Ferrari, Giorgio & Rodosthenous, Neofytos
- 588 Markov Chains under Nonlinear Expectation
by Nendel, Max
- 587 Optimal Stopping With ƒ-Expectations: the irregular case
by Grigorova, Miryana & Imkeller, Peter & Ouknine, Youssef & Quenez, Marie-Claire
- 586 On a Strategic Model of Pollution Control
by Ferrari, Giorgio & Koch, Torben
- 585 Repetition and cooperation: A model of finitely repeated games with objective ambiguity
by Demeze-Jouatsa, Ghislain-Herman
- 584 A complete folk theorem for finitely repeated games
by Demeze-Jouatsa, Ghislain-Herman
- 583 A note on ”Necessary and sufficient conditions for the perfect finite horizon folk theorem” [Econometrica, 63 (2): 425-430, 1995.]
by Demeze-Jouatsa, Ghislain-Herman
- 582 Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility Uncertainty
by Hölzermann, Julian
- 581 vNM–Stable Sets for Totally Balanced Games
by Rosenmüller, Joachim
- 580 Robust Maximum Detection: Full Information Best Choice Problem under Multiple Priors
by Obradović, Lazar
- 579 The transmission of continuous cultural traits in endogenous social networks
by Hellmann, Tim & Panebianco, Fabrizio
- 517 Pairwise stable networks in homogeneous societies
by Hellmann, Tim & Landwehr, Jakob
2017
- 578 Formal search and referrals from a firm's perspective
by Rebien, Martina & Stops, Michael & Zaharieva, Anna
- 577 Thoughts on social design
by Trockel, Walter & Haake, Claus-Jochen
- 576 The impartial observer under uncertainty
by Berens, Stefan & Chochua, Lasha
- 575 Viability and arbitrage under Knightian Uncertainty
by Burzoni, Matteo & Riedel, Frank & Soner, Halil Mete
- 574 Asymmetric dominance effect with multiple decoys for low- and high-variance lotteries
by Sürücü, Oktay & Brangewitz, Sonja & Mir Djawadi, Behnud
- 573 Dynamically consistent preferences under imprecise probabilistic information
by Riedel, Frank & Tallon, Jean-Marc & Vergopoulos, Vassili
- 572 A Note on "Renegotiation in Repeated Games" [Games Econ. Behav. 1 (1989) 327–360]
by Günther, Michael
- 571 Uncertain acts in games
by Riedel, Frank
- 570 Information transmission in hierarchies
by Schopohl, Simon
- 529 Strategic formation of homogeneous bargaining networks
by Gauer, Florian & Hellmann, Tim
- 443 Existence of financial equilibria in continuous time with potentially complete markets
by Riedel, Frank & Herzberg, Frederik
- 442 Amalgamating players, symmetry, and the Banzhaf value
by Casajus, André
- 441 Financial markets with volatility uncertainty
by Vorbrink, Jörg
- 440 Intertemporal equilibria with Knightian uncertainty
by Dana, Rose-Anne & Riedel, Frank
- 427 Impossibility results for infinite-electorate abstract aggregation rules
by Herzberg, Frederik & Eckert, Daniel
- 353 On the connectedness of coincidences and zero poins of mappings
by Talman, Dolf & Yang, Zaifu
- 352 Feasible Beliefs in Noncooperative Games
by Albers, Leif
- 350 Trading bargaining weights
by Ervig, Ulrike & Haake, Claus-Jochen
- 347 A combinatorial topological theorem and its application
by Yang, Zaifu
- 346 A general strategy proof fair allocation mechanism
by Sun, Ning & Yang, Zaifu
- 345 Power measurement as sensitivity analysis: a unified approach
by Napel, Stefan & Widgrén, Mika
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