Frank Riedel
Universität Bielefeld
H-index: 26
Europe-Germany
Top articles of Frank Riedel
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Stochastic representation under g-expectation and applications: The discrete time case | Journal of Mathematical Analysis and Applications | Miryana Grigorova Hanwu Li | 2023/2/1 |
A Knightian irreversible investment problem | Journal of Mathematical Analysis and Applications | Giorgio Ferrari Hanwu Li Frank Riedel | 2022/3/1 |
On a class of infinite-dimensional singular stochastic control problems | SIAM Journal on Control and Optimization | Salvatore Federico Giorgio Ferrari Frank Riedel Michael Röckner | 2021 |
A decomposition of general premium principles into risk and deviation | Insurance: Mathematics and Economics | Max Nendel Frank Riedel Maren Diane Schmeck | 2021/9/1 |
Viability and arbitrage under Knightian uncertainty | Econometrica | Matteo Burzoni Frank Riedel H Mete Soner | 2021/5 |
Optimal consumption and portfolio choice with ambiguous interest rates and volatility | Economic Theory | Q. Lin F. Riedel | 2021 |
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty | arXiv preprint arXiv:2011.03982 | Giorgio Ferrari Hanwu Li Frank Riedel | 2020/11/8 |
Dynamically consistent alpha‐maxmin expected utility | Mathematical Finance | Patrick Beissner Qian Lin Frank Riedel | 2020/7 |
Purification and disambiguation of Ellsberg equilibria | Economic Theory | Benoit Decerf Frank Riedel | 2020/4 |
Co-Authors
