Patrick Beissner
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| (No-)betting Pareto optima under rank-dependent utility Mathematics of Operations Research | 2024-11-07 | Paper |
| Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory Theoretical Economics | 2023-10-17 | Paper |
| The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time Probability, Uncertainty and Quantitative Risk | 2021-07-06 | Paper |
| Dynamically consistent alpha-maxmin expected utility Mathematical Finance | 2021-03-23 | Paper |
| Equilibria under Knightian price uncertainty Econometrica | 2019-07-19 | Paper |
| Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty Finance and Stochastics | 2018-07-16 | Paper |
| A compact topology for $\sigma$-algebra convergence | 2018-02-16 | Paper |
| Equilibrium prices and trade under ambiguous volatility Economic Theory | 2017-09-08 | Paper |
| Brownian equilibria under Knightian uncertainty Mathematics and Financial Economics | 2015-03-24 | Paper |
Research outcomes over time
This page was built for person: Patrick Beissner
