CUFinder

Frank Riedel

About Frank Riedel

Frank Riedel, With an exceptional h-index of 26 and a recent h-index of 18 (since 2020), a distinguished researcher at Universität Bielefeld, specializes in the field of Financial Economics, Game Theory, General Equilibrium.

His recent articles reflect a diverse array of research interests and contributions to the field:

Stochastic representation under g-expectation and applications: The discrete time case

A Knightian irreversible investment problem

A decomposition of general premium principles into risk and deviation

Viability and arbitrage under Knightian uncertainty

Optimal consumption and portfolio choice with ambiguous interest rates and volatility

On a class of infinite-dimensional singular stochastic control problems

Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty

Dynamically consistent alpha‐maxmin expected utility

Frank Riedel Information

University

Position

Professor for Mathematics and Economics Center for Mathematical Economics

Citations(all)

3000

Citations(since 2020)

1021

Cited By

2470

hIndex(all)

26

hIndex(since 2020)

18

i10Index(all)

39

i10Index(since 2020)

28

Email

University Profile Page

Google Scholar

Frank Riedel Skills & Research Interests

Financial Economics

Game Theory

General Equilibrium

Top articles of Frank Riedel

Stochastic representation under g-expectation and applications: The discrete time case

Journal of Mathematical Analysis and Applications

2023/2/1

Hanwu Li
Hanwu Li

H-Index: 4

A Knightian irreversible investment problem

Journal of Mathematical Analysis and Applications

2022/3/1

Giorgio Ferrari
Giorgio Ferrari

H-Index: 23

Hanwu Li
Hanwu Li

H-Index: 4

Frank Riedel
Frank Riedel

H-Index: 18

A decomposition of general premium principles into risk and deviation

Insurance: Mathematics and Economics

2021/9/1

Frank Riedel
Frank Riedel

H-Index: 18

Maren Diane Schmeck
Maren Diane Schmeck

H-Index: 6

Viability and arbitrage under Knightian uncertainty

Econometrica

2021/5

Matteo Burzoni
Matteo Burzoni

H-Index: 8

Frank Riedel
Frank Riedel

H-Index: 18

Optimal consumption and portfolio choice with ambiguous interest rates and volatility

Economic Theory

2021

On a class of infinite-dimensional singular stochastic control problems

SIAM Journal on Control and Optimization

2021

Salvatore Federico
Salvatore Federico

H-Index: 17

Giorgio Ferrari
Giorgio Ferrari

H-Index: 23

Frank Riedel
Frank Riedel

H-Index: 18

Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty

arXiv preprint arXiv:2011.03982

2020/11/8

Giorgio Ferrari
Giorgio Ferrari

H-Index: 23

Hanwu Li
Hanwu Li

H-Index: 4

Frank Riedel
Frank Riedel

H-Index: 18

Dynamically consistent alpha‐maxmin expected utility

Mathematical Finance

2020/7

Qian Lin
Qian Lin

H-Index: 16

Frank Riedel
Frank Riedel

H-Index: 18

Purification and disambiguation of Ellsberg equilibria

Economic Theory

2020/4

Frank Riedel
Frank Riedel

H-Index: 18

See List of Professors in Frank Riedel University(Universität Bielefeld)

Co-Authors

academic-engine

Useful Links

List of top 50 universities
List of top 100 universities
List of top 500 universities
Find Professors Email
Find Universities Email
CUFinder Academic Engine