Frederik Herzberg

Bielefeld University - Center for Mathematical Economics

Postfach 10 01 31

Bielefeld, D-33501

Germany

SCHOLARLY PAPERS

10

DOWNLOADS

333

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (10)

1.

Microeconomic Foundations of Representative Agent Models by Means of Ultraproducts

Institute of Mathematical Economics Working Paper No. 514
Number of pages: 13 Posted: 16 Jul 2014 Last Revised: 05 Dec 2014
Geghard Bedrosian and Frederik Herzberg
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 85 (320,366)

Abstract:

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microfoundation, representative agent, social choice, reflexive Banach space, convex optimisation, ultrafilter, bounded ultrapower, nonstandard analysis

2.

Weak Approximation of G-Expectation with Discrete State Space

Institute of Mathematical Economics Working Paper No. 503
Number of pages: 16 Posted: 13 Feb 2014 Last Revised: 10 Apr 2015
Tolulope Fadina and Frederik Herzberg
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 70 (358,398)
Citation 2

Abstract:

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G-expectation, Volatility uncertainty, Weak limit theorem, Discretization, Donsker invariance theorem

3.

Failure of Ad Valorem and Specific Tax Equivalence Under Uncertainty

CESifo Working Paper Series No. 3946
Number of pages: 22 Posted: 03 Oct 2012
Laszlo Goerke, Frederik Herzberg and Thorsten Upmann
University of Trier - Institute of Labour Law and Industrial Relations in the European Union, Bielefeld University - Center for Mathematical Economics and Helmholtz Institute for Functional Marine Biodiversity at the University of Oldenburg
Downloads 50 (422,153)

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ad valorem taxes and specific taxes, revenue neutrality, price uncertainty, concept of pathwise neutrality

Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets

Institute of Mathematical Economics Working Paper No. 443
Number of pages: 19 Posted: 20 Mar 2012 Last Revised: 30 Jan 2013
Frank Riedel and Frederik Herzberg
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 31 (515,906)
Citation 2

Abstract:

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Potentially complete market, Continuous-time financial market, Radner equilibrium, Itô diffusion, Analytic transition density

Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets

Journal of Mathematical Economics, Vol. 49, No. 5, 2013
Posted: 29 Jan 2014
Frank Riedel and Frederik Herzberg
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics

Abstract:

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Potentially complete market, Continuous-time financial market, Radner equilibrium, Itô diffusion

5.

Respect for Experts or Respect for Unanimity? The Liberal Paradox in Probabilistic Opinion Pooling

Institute of Mathematical Economics Working Paper No. 513
Number of pages: 6 Posted: 26 Jun 2014
Frederik Herzberg
Bielefeld University - Center for Mathematical Economics
Downloads 30 (508,227)

Abstract:

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probabilistic opinion pooling, Sen’s liberal paradox, expert rights, liberal rights, unanimity, general aggregation theory

6.

Hyperfinite Construction of G-Expectation

Center for Mathematical Economics Working Paper No. 540
Number of pages: 11 Posted: 19 Apr 2015
Tolulope Fadina and Frederik Herzberg
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 23 (548,402)

Abstract:

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G-expectation, Volatility uncertainty, Lifting theorem, Robinsonian Nonstandard analysis, Hyperfinite discretization

7.

Aggregating Infinitely Many Probability Measures

Institute of Mathematical Economics Working Paper No. 499
Number of pages: 20 Posted: 06 Feb 2014
Frederik Herzberg
Bielefeld University - Center for Mathematical Economics
Downloads 22 (554,687)
Citation 1

Abstract:

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probabilistic opinion pooling, general aggregation theory, Richard Bradley, multiple priors, Arrow’s impossibility theorem, Bayesian epistemology, society of mind, finite anonymity, ultrafilter, measure problem, non-standard analysis

8.

Aggregation of Monotonic Bernoullian Archimedean Preferences: Arrovian Impossibility Results

Institute of Mathematical Economics Working Paper No. 488
Number of pages: 16 Posted: 20 Oct 2013
Frederik Herzberg
Bielefeld University - Center for Mathematical Economics
Downloads 22 (554,687)
Citation 4

Abstract:

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ambiguity, Knightian uncertainty, expected utility, Monotonic Bernoullian Archimedean (MBA) preferences, Arrovian social choice, Arrow's theorem, impossibility result, ultrafilter, ultraproduct

9.

The (Im)Possibility of Collective Risk Measurement: Arrovian Aggregation of Variational Preferences

Economic Theory Bulletin, Volume 1, Issue 1, 2013
Posted: 12 Feb 2014
Frederik Herzberg
Bielefeld University - Center for Mathematical Economics

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Arrow-type preference aggregation, Abstract aggregation theory, Variational preferences, Convex risk measures, Ultraproduct

10.

An Algebraic Approach to General Aggregation Theory: Propositional-Attitude Aggregators as MV-Homomorphisms

Institute of Mathematical Economics Working Paper No. 445
Posted: 20 Mar 2012
Frederik Herzberg
Bielefeld University - Center for Mathematical Economics

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propositional attitude aggregation, judgment aggregation, linear opinion pooling, Arrow's impossibility theorem, many-valued logic, MV-algebra, homomorphism, functional equation