Research Interests
Asset Pricing
General Equilibrium Theory
Knightian Uncertainty in Continuous Time
Economics of Information
Nonlinear Expectations
Patrick Beissner
Associate Professor
Australian National University (ANU)
Research School of Economics (RSE)
patrick.beissner{#at#}anu.edu.au
Working Papers:
"Endogenous ambiguity under probabilistic information purchases," under review with A. M. Khan
"Optimal allocations with alpha-maxmin utilities, Choquet expected utilities, and prospect theory," with J. Werner
"Robust dynamic utility," work in progress with F. Maccheroni, M. Marinacci and S. Mukerji
"Dynamic inconsistency and inefficiency of equilibrium under Knightian uncertainty," under review with M. Zierhut
"A compact topology for σ-algebra convergence," with J. M. Tölle
"Robust control under continuous-time volatility uncertainty," work in progress with L. Denis and C. Zhou
Publications:
Economic Theory (2021, accepted), with J. Backhoff and U. Horst
Probability, Uncertainty and Quantitative Risk (2021, accepted), with E. Rosazza-Gianin
Mathematical Finance (2020) 30(3): 1073-1102, with Q. Lin and F. Riedel
Econometrica (2019) 87(1): 37-64 with F. Riedel
Games and Economic Behavior (2019) 115: 470-490, with A. M. Khan
Risks (2019) 7(3), 98
SIAM Journal on Financial Mathematics (2018) 9(1): 381-400, with L. Denis
Finance and Stochastics (2018) 22(3): 603-620, with F. Riedel
Economic Theory (2016) 64 (2): 213-238
Mathematics and Financial Economics (2015) 9(1): 39–56