Professoren
Prof. Dr. Frank Riedel

Prof. Dr. Frank Riedel

Finance / General Equilibrium

Generic Determinacy of Equilibria with Local Substitution,
Journal of Mathematical Economics, to appear

Dynamic Coherent Risk Measures
Stochastic Processes and Applications, 112, 2004, 185-200

Heterogeneous Time Preferences and Humps in the Yield Curve: The Preferred Habitat Theory Revisited
European Journal of Finance, 10, 2004, 3-23

Arrow- Debreu Equilibria With Asymptotically Heterogeneous Expectations Exist
Economic Theory, 21, 2003, pp.929-934

Optimal Consumption Choice under Uncertainty with Intertemporal Substitution (with Peter Bank),
Annals of Applied Probability, 2001, vol. 11, no. 3, pp. 750-788

Existence of Arrow--Radner Equilibrium with Endogenously Complete Markets under Incomplete Information,
Journal of Economic Theory, 97, 2001, pp. 109-122

Existence and Structure of Stochastic Equilibria with Intertemporal Substitution (with Peter Bank),
Finance and Stochastics, 5, 2001, pp. 487-509

Non-Time Additive Utility Optimization - the Case of Certainty (with Peter Bank),
Journal of Mathematical Economics, 33, 2000, pp.271-290

Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate,
European Finance Review 4 (1):51-67, 2000.

Game Theory

Low Price Equilibrium in Multi-Unit Auctions: The GSM Spectrum Auction in Germany(with V.Grimm, E.Wolfstetter)
International Journal of Industrial Organization, 21, 2003, 1557-1569

Implementing Efficient Market Structure(with Veronika Grimm, Elmar Wolfstetter)
Review of Economic Design, 7, 2003, 443-463

On the Dynamic Foundation of Evolutionary Stability in Continuous Models(with Jörg Oechssler)
Journal of Economic Theory, 107, 2002, pp.223-252

The Third Generation (UMTS) Spectrum Auction in Germany (with V.Grimm, E.Wolfstetter),
ifo Studien, 48, 2002, pp.123-143

Evolutionary Dynamics on Infinite Strategy Spaces (with Jörg Oechssler),
Economic Theory, 17, 2001, pp. 141-162


Book

Imperfect Information and Investor Heterogeneity in the Bond Market, Dissertation, Physica Verlag 1999


Discussion Papers

Optimal Dynamic Choice of Durable and Perishable Goods (with Peter Bank)
Stanford University, Working Paper 03-009

Generic Determinacy of Equilibria with Local Substitution ,
Economics Department, University of California, Berkeley, Working Paper E02-319

Optimal Consumption Choice for Ratchet Investors
Discussion Paper No.92, 2001, SFB 373, Humboldt-University Berlin

A class of Heath-Jarrow-Morton models in which the unbiased expectations hypothesis holds
Discussion paper No.19, 1997, SFB 373, Humboldt-University Berlin

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