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Prof. Dr. Frank Riedel

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eMail: ed.dlefeleib-inu ledeir.knarf

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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