Frank Riedel

Bielefeld University - Center for Mathematical Economics

Postfach 10 01 31

Bielefeld, D-33501

Germany

SCHOLARLY PAPERS

28

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30

CROSSREF CITATIONS

44

Scholarly Papers (28)

1.

The Third Generation (Umts) Spectrum Auction in Germany

Number of pages: 23 Posted: 13 Nov 2001
Veronika Grimm, Frank Riedel and Elmar Wolfstetter
University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg - School of Business & Economics, Bielefeld University - Center for Mathematical Economics and Humboldt University of Berlin - Faculty of Economics
Downloads 865 (29,342)

Abstract:

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Auctions, Telecommunications, Industrial Organization, Game Theory

2.

Implementing Efficient Market Structure

Number of pages: 23 Posted: 25 Apr 2000
Veronika Grimm, Frank Riedel and Elmar Wolfstetter
University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg - School of Business & Economics, Bielefeld University - Center for Mathematical Economics and Humboldt University of Berlin - Faculty of Economics
Downloads 402 (79,106)

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Mechanism Design, Natural Oligopoly, Auctions, Entry

3.

Dynamic Coherent Risk Measures

Number of pages: 16 Posted: 24 Mar 2003
Frank Riedel
Bielefeld University - Center for Mathematical Economics
Downloads 384 (83,452)
Citation 21

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Risk Measures, Consistency, Coherence, Dynamic Models

4.

Low Price Equilibrium in Multi-Unit Auctions: The Gsm Spectrum Auction in Germany

Number of pages: 20 Posted: 01 Aug 2001
Veronika Grimm, Frank Riedel and Elmar Wolfstetter
University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg - School of Business & Economics, Bielefeld University - Center for Mathematical Economics and Humboldt University of Berlin - Faculty of Economics
Downloads 372 (86,640)
Citation 2

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Multi-Unit Auctions, Spectrum Auctions, Telecommunications, Industrial Organization, Game Theory

5.

Optimal Consumption and Portfolio Choice with Ambiguity

Institute of Mathematical Economics Working Paper No. 497
Number of pages: 42 Posted: 12 Jan 2014 Last Revised: 05 Feb 2014
Qian Lin and Frank Riedel
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 254 (131,193)
Citation 12

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Robust Finance, Optimal Portfolio Choice, Knightian Uncertainty, Model Uncertainty, Ambiguity

6.
Downloads 251 (132,752)
Citation 3

The Strategic Use of Ambiguity

Number of pages: 38 Posted: 03 Aug 2011 Last Revised: 29 May 2012
Frank Riedel and Linda Sass
Bielefeld University - Center for Mathematical Economics and Bielefeld University
Downloads 133 (234,520)
Citation 1

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Strategic Ambiguity, Knightian Uncertainty in Games, Ellsberg Game

Ellsberg Games

Institute of Mathematical Economics Working Paper No. 452
Number of pages: 50 Posted: 20 Mar 2012 Last Revised: 06 Mar 2013
Frank Riedel and Linda Sass
Bielefeld University - Center for Mathematical Economics and Bielefeld University
Downloads 78 (338,578)
Citation 3

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Knightian Uncertainty in Games, Strategic Ambiguity, Ellsberg Games

The Strategic Use of Ambiguity

Institute of Mathematical Economics Working Paper No. 452
Number of pages: 21 Posted: 08 Sep 2013
Frank Riedel and Linda Sass
Bielefeld University - Center for Mathematical Economics and Bielefeld University
Downloads 40 (468,409)
Citation 1

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7.

On Irreversible Investment

Number of pages: 45 Posted: 15 Jul 2006
Frank Riedel and Xia Su
Bielefeld University - Center for Mathematical Economics and University of Bonn - Economic Science Area
Downloads 245 (136,004)
Citation 3

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Irreversible Investment, Capacity Expansion, Singular Control Problem, Levy Processes

8.

Optimal Stopping Under Ambiguity

Number of pages: 37 Posted: 10 Sep 2007
Frank Riedel
Bielefeld University - Center for Mathematical Economics
Downloads 185 (177,251)
Citation 1

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Optimal Stopping, Ambiguity, Uncertainty Aversion, American Options

9.

Immediate Demand Reduction in Simultaneous Ascending Bid Auctions

Number of pages: 11 Posted: 17 Sep 2004
Frank Riedel and Elmar Wolfstetter
Bielefeld University - Center for Mathematical Economics and Humboldt University of Berlin - Faculty of Economics
Downloads 166 (194,875)

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Multi-unit auctions

10.

Dynamically Consistent α-Maxmin Expected Utility

Center for Mathematical Economics Working Paper No. 535
Number of pages: 25 Posted: 11 Feb 2015 Last Revised: 29 Feb 2016
Patrick Beissner, Qian Lin and Frank Riedel
Bielefeld University - Center for Mathematical Economics, Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 154 (207,644)
Citation 1

Abstract:

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Dynamic consistency, α maxmin expected utility, Knightian uncertaint, ambiguity attitude

11.
Downloads 95 (224,453)
Citation 3

Kuhn's Theorem for Extensive Form Ellsberg Games

Institute of Mathematical Economics Working Paper No. 510
Number of pages: 33 Posted: 26 Jun 2014 Last Revised: 05 Dec 2014
Igor Mouraviev, Frank Riedel and Linda Sass
Bielefeld University - Center for Mathematical Economics, Bielefeld University - Center for Mathematical Economics and Bielefeld University
Downloads 95 (299,120)
Citation 3

Abstract:

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Kuhn's Theorem, Strategic Ambiguity, Maxmin Utility, Ellsberg Games

12.

Subgame-Perfect Equilibria in Stochastic Timing Games

Institute of Mathematical Economics Working Paper No. 524
Number of pages: 28 Posted: 19 Sep 2014 Last Revised: 08 Nov 2014
Frank Riedel and Jan-Henrik Steg
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 131 (236,524)
Citation 3

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timing games, stochastic games, mixed strategies, subgame-perfect equilibrium in continuous time, optimal stopping

13.

A Dynamic Extension of the Foster-Hart Measure of Riskiness

Institute of Mathematical Economics Working Paper No. 528
Number of pages: 13 Posted: 27 Sep 2014 Last Revised: 08 Nov 2014
Tobias Hellmann and Frank Riedel
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 123 (248,019)
Citation 1

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Dynamic Risk Measures, Time-Consistency, Bankruptcy, Continuous Random Variable

14.

Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty

Institute of Mathematical Economics Working Paper No. 527
Number of pages: 29 Posted: 25 Sep 2014 Last Revised: 08 Nov 2014
Frank Riedel and Patrick Beissner
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 118 (255,914)
Citation 1

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Knightian Uncertainty, Ambiguity, General Equilibrium, Asset Pricing, Radner Equilibrium

15.

Do Social Preferences Matter in Competitive Markets?

Institute of Mathematical Economics Working Paper No. 392
Number of pages: 30 Posted: 18 Sep 2007
Paul Heidhues and Frank Riedel
Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE) and Bielefeld University - Center for Mathematical Economics
Downloads 96 (294,907)
Citation 4

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General Equilibrium, Social Preferences, Welfare, Externalities

16.

The Fundamental Theorem of Asset Pricing Without Probabilistic Prior Assumptions

Number of pages: 19 Posted: 24 Jul 2011
Frank Riedel
Bielefeld University - Center for Mathematical Economics
Downloads 69 (358,974)

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Probability-Free Finance, Fundamental Theorem of Asset Pricing, Full-Support Martingale Measure, Superhedging, Infinite--Dimensional Linear Programming

17.

The Continuous Logit Dynamic and Price Dispersion

Institute of Mathematical Economics Working Paper No. 521
Number of pages: 34 Posted: 03 Sep 2014 Last Revised: 08 Nov 2014
Ratul Lahkar and Frank Riedel
Ashoka University - Department of Economics and Bielefeld University - Center for Mathematical Economics
Downloads 63 (376,484)
Citation 3

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Price dispersion, Evolutionary game theory, Logit dynamic

18.

Brown-Von Neumann-Nash Dynamics: The Continuous Strategy Case

Number of pages: 35 Posted: 18 Sep 2007
Joerg Oechssler, Josef Hofbauer and Frank Riedel
University of Heidelberg - Alfred Weber Institute for Economics, University of Vienna - Department of Mathematics and Bielefeld University - Center for Mathematical Economics
Downloads 61 (382,564)
Citation 2

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learning in games, evolutionary stability, BNN

19.

Continuous-Time Public Good Contribution Under Uncertainty

Institute of Mathematical Economics Working Paper No. 485
Number of pages: 34 Posted: 12 Jul 2013
Giorgio Ferrari, Frank Riedel and Jan-Henrik Steg
Bielefeld University - Center for Mathematical Economics, Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 46 (434,485)

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irreversible investment, singular stochastic control, first order conditions for optimality, stochastic games, Nash equilibrium, free-riding

20.

The Foster-Hart Measure of Riskiness for General Gambles

Institute of Mathematical Economics Working Paper No. 474
Number of pages: 24 Posted: 31 Jan 2013
Frank Riedel and Tobias Hellmann
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Downloads 43 (446,283)

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Risk Measures, Operational, Bankruptcy, Continuous Random Variable

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 (512,813)
Citation 2

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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

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

22.

Viability and Arbitrage Under Knightian Uncertainty

Swiss Finance Institute Research Paper No. 17-48
Number of pages: 35 Posted: 10 Jan 2018
Matteo Burzoni, Frank Riedel and H. Mete Soner
Università degli studi di Milano - Dipartimento di Matematica, Bielefeld University - Center for Mathematical Economics and ETH Zürich - Department of Mathematics
Downloads 27 (521,214)
Citation 2

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Robust Finance, No Arbitrage, Viability, Knightian Uncertainty

23.

Ellsberg Games

Theory and Decision, 2013
Posted: 12 Feb 2014
Frank Riedel and Linda Sass
Bielefeld University - Center for Mathematical Economics and Bielefeld University

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Knightian uncertainty in games, Strategic ambiguity, Ellsberg games

24.

Finance Without Probabilistic Prior Assumptions

Institute of Mathematical Economics Working Paper No. 450
Posted: 20 Mar 2012
Frank Riedel
Bielefeld University - Center for Mathematical Economics

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Probability-Free Finance, Fundamental Theorem of Asset Pricing, Full-Support Martingale Measure, Superhedging, Infinite-Dimensional Linear Programming

25.

Distorted Voronoi Languages

Institute of Mathematical Economics Working Paper No. 458
Posted: 20 Mar 2012
Manuel Foerster and Frank Riedel
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics

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Cheap Talk, Signaling Game, Communication Game, Voronoi tesselation, Conflict of Interest

Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment Under Limited Resources

Institute of Mathematical Economics Working Paper No. 463
Posted: 20 Mar 2012
Maria Chiarolla, Giorgio Ferrari and Frank Riedel
Università del Salento - Dipartimento di Scienze dell'Economia (DSE), Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics

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stochastic irreversible investment, optimal stopping, the Bank and El Karoui Representation Theorem, base capacity, Lagrange multiplier optional measure

Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment Under Limited Resources

SIAM Journal on Control and Optimization 2013 51:5, 3863-3885
Posted: 11 Feb 2014
Frank Riedel, Giorgio Ferrari and Maria Chiarolla
Bielefeld University - Center for Mathematical Economics, Bielefeld University - Center for Mathematical Economics and Università del Salento - Dipartimento di Scienze dell'Economia (DSE)

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27.

Evolutionary Dynamics on Infinite Strategy Spaces

Posted: 26 Jul 2001
Joerg Oechssler and Frank Riedel
University of Heidelberg - Alfred Weber Institute for Economics and Bielefeld University - Center for Mathematical Economics

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28.

Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate

Posted: 03 May 2001
Frank Riedel
Bielefeld University - Center for Mathematical Economics

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Incomplete information, term structure of interest rates