Patrick Beissner
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Person:1650940
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
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