Frank Riedel

Bielefeld University - Center for Mathematical Economics

Postfach 10 01 31

Bielefeld, D-33501

Germany

SCHOLARLY PAPERS

27

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CITATIONS
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61

Scholarly Papers (27)

1.

The Third Generation (UMTS) Spectrum Auction in Germany

CESifo Working Paper Series No. 584
Number of pages: 23 Posted: 13 Nov 2001
Veronika Grimm, Frank Riedel and Elmar Wolfstetter
Universidad de Alicante - Department of Economic Analysis, Bielefeld University - Center for Mathematical Economics and Humboldt University of Berlin - Faculty of Economics
Downloads 800 (21,705)
Citation 10

Abstract:

Auctions, Telecommunications, Industrial Organization, Game Theory

2.

Implementing Efficient Market Structure

CESifo Working Paper Series No. 269
Number of pages: 23 Posted: 25 Apr 2000
Veronika Grimm, Frank Riedel and Elmar Wolfstetter
Universidad de Alicante - Department of Economic Analysis, Bielefeld University - Center for Mathematical Economics and Humboldt University of Berlin - Faculty of Economics
Downloads 379 (59,117)
Citation 2

Abstract:

Mechanism Design, Natural Oligopoly, Auctions, Entry

3.

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

CESifo Working Paper Series No. 506
Number of pages: 20 Posted: 01 Aug 2001
Veronika Grimm, Frank Riedel and Elmar Wolfstetter
Universidad de Alicante - Department of Economic Analysis, Bielefeld University - Center for Mathematical Economics and Humboldt University of Berlin - Faculty of Economics
Downloads 355 (63,617)
Citation 13

Abstract:

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

4.

Dynamic Coherent Risk Measures

Number of pages: 16 Posted: 24 Mar 2003
Frank Riedel
Bielefeld University - Center for Mathematical Economics
Downloads 350 (63,838)
Citation 24

Abstract:

Risk Measures, Consistency, Coherence, Dynamic Models

5.

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 219 (101,823)
Citation 6

Abstract:

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

6.
Downloads 193 (123,952)
Citation 4

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 110 (198,834)
Citation 4

Abstract:

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 54 (305,780)
Citation 4

Abstract:

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 29 (392,101)
Citation 4

Abstract:

7.

Optimal Stopping Under Ambiguity

Number of pages: 37 Posted: 10 Sep 2007
Frank Riedel
Bielefeld University - Center for Mathematical Economics
Downloads 169 (138,564)
Citation 1

Abstract:

Optimal Stopping, Ambiguity, Uncertainty Aversion, American Options

8.

Immediate Demand Reduction in Simultaneous Ascending Bid Auctions

CESifo Working Paper Series No. 1315
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 158 (144,509)

Abstract:

Multi-unit auctions

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 86 (235,509)

Abstract:

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

10.

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 100 (137,141)

Abstract:

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

11.

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 91 (201,926)

Abstract:

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

12.

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
ESMT and Bielefeld University - Center for Mathematical Economics
Downloads 73 (253,801)
Citation 1

Abstract:

General Equilibrium, Social Preferences, Welfare, Externalities

13.

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 71 (203,241)

Abstract:

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

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 60 (214,640)

Abstract:

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

15.

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 47 (286,359)

Abstract:

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

16.

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 41 (320,768)

Abstract:

learning in games, evolutionary stability, BNN

17.

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 35 (237,014)

Abstract:

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

18.

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 30 (312,150)

Abstract:

Price dispersion, Evolutionary game theory, Logit dynamic

19.

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 26 (373,888)

Abstract:

Risk Measures, Operational, Bankruptcy, Continuous Random Variable

20.

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 21 (366,394)

Abstract:

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

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 21 (433,807)

Abstract:

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
affiliation not provided to SSRN, Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics

Abstract:

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

22.

Ellsberg Games

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

Abstract:

Knightian uncertainty in games, Strategic ambiguity, Ellsberg games

23.

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

Abstract:

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

24.

Distorted Voronoi Languages

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

Abstract:

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
University of Rome I - Department of Methods and Models for Economics, Territory and Finance (MEMOTEF), Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics

Abstract:

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
Bielefeld University - Center for Mathematical Economics, Bielefeld University - Center for Mathematical Economics and University of Rome I - Department of Methods and Models for Economics, Territory and Finance (MEMOTEF)

Abstract:

26.

Evolutionary Dynamics on Infinite Strategy Spaces

Economic Theory, Vol. 17, Issue 1
Posted: 26 Jul 2001
Joerg Oechssler and Frank Riedel
University of Heidelberg - Alfred Weber Institute for Economics and Bielefeld University - Center for Mathematical Economics

Abstract:

27.

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

European Finance Review, Vol. 4, No. 1, 2001
Posted: 03 May 2001
Frank Riedel
Bielefeld University - Center for Mathematical Economics

Abstract:

Incomplete information, term structure of interest rates