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Prof. Dr. Frank Riedel
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Recent Preprints
25016
Belief-neutral efficiency in financial markets
PDF
24094
Cash-constrained R$\&$D investment
PDF
24078
Arbitrage pricing in convex, cash-additive markets
PDF
24067
Optimal Consumption for Recursive Preferences with Local Substitution under Risk
PDF
24043
Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces
PDF
24014
Optimal consumption and investment under relative performance criteria with Epstein-Zin utility
PDF
22071
Optimal consumption for recursive preferences with local substitution – the case of certainty
PDF
20094
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty
PDF
20063
A Decomposition of General Premium Principles Into Risk and Deviation
PDF
20036
A knightian irreversible investment problem
PDF
19015
Optimal consumption and portfolio choice with ambiguous interest rates and volatility
PDF
19014
On a Class of Infinite-Dimensional Singular Stochastic Control Problems
PDF
17031
Dynamically Consistent Alpha-Maxmin Expected Utility
PDF
17030
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
PDF
17028
Equilibria under Knightian Price Uncertainty
PDF
17001
Viability and Arbitrage under Knightian Uncertainty
PDF
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