Working Papers, Center for Mathematical Economics (IMW), Bielefeld University

ISSN: 0931-6558

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 348
Year of PublicationTitleAuthor(s)
2025The pricing kernel under proportional ambiguitySpengemann, Marco
2025Belief-neutral efficiency in financial marketsBeißner, Patrick; Riedel, Frank
2025Hoping for the best while preparing for the worst in the face of uncertainty: A new typemof incomplete preferencesBardier, Pierre; Xuan, Bach Dong; Nguyen, Van-Quy
2024A stationary equilibrium model of green technology adoption with endogenous carbon priceDammann, Felix; Ferrari, Giorgio
2024Dynamically consistent intertemporal dual-self expected utilityMononen, Lasse
2024Dynamically consistent intergenerational welfareMononen, Lasse
2024Strategic information selectionPreker, Jurek; Karos, Dominik
2024A mean-field model of optimal investmentCalvia, Alessandro; Federico, Salvatore; Ferrari, Giorgio; Gozzi, Fausto
2024Optimal consumption and investment under relative performance citeria with Epstein-Zin utilityDianetti, Jodi; Riedel, Frank; Stanza, Lorenzo
2024Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spacesFederico, Salvatore; Ferrari, Giorgio; Riedel, Frank; Röckner, Michael
2024Cooperation, correlation and competition in ergodic N-player games and mean-field games of singular controls: A case studyCannerozzi, Federico; Ferrari, Giorgio
2024Optimal consumption for recursive preferences with local substitution under riskLi, Hanwu; Riedel, Frank
2024Arbitrage pricing in convex, cash-additive marketsLécuyer, Emy; Riedel, Frank; Stanca, Lorenzo
2024Restricted dominant unanimity and social discountingBach Dong Xuan; Qu, Xiangyu
2024A comparison principle based on couplings of partial integro-differential operatorsDella Corte, Serena; Fuchs, Fabian; Kraaij, Richard; Nendel, Max
2024NTU-Solutions for the taxation gameRosenmüller, Joachim
2024Output uncertainty mitigation in competitive marketsLi, Bingbing; Long, Yan
2024Cash-constrained R&D investmentDawid, Herbert; Riedel, Frank; Steg, Jan-Henrik; Wen, Xingang
2023Ergodic mean-field games of singular control with regime-switchingDianetti, Jodi; Ferrari, Giorgio; Tzouanas, Ioannis
2023A stationary mean-field equilibrium model of irreversible investment in a two-regime economyAïd, René; Basei, Matteo; Ferrari, Giorgio
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 348
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