Research interests:

  • Asset Pricing

  • General Equilibrium Theory

  • Knightian Uncertainty in Continuous Time

  • Economics of Information

  • Nonlinear Expectations

Patrick Beissner

Associate Professor

Australian National University

Research School of Economics


CV August 2020


  1. The Term Structure of Sharpe Ratios and Arbitrage-Free Asset Pricing in Continuous Time,

Probability, Uncertainty and Quantitative Risk (conditionally accepted) , with Emanuela Rosazza.-Gianin

  1. Dynamically Consistent Alpha Maxmin Expected Utility

Mathematical Finance (2020) 30(3):1073-1102, with Qian Lin and Frank Riedel

  1. Coherent Price Systems and Uncertainty-Neutral Valuation

Risks, (2019) 7(3), 98

  1. On Hurwicz-Nash Equilibria of Non-Bayesian Games under Incomplete Information

Games and Economic Behavior (2019) 115: 470-490 with Ali M. Khan

  1. Equilibria under Knightian Price Uncertainty

Econometrica (2019) 87(1): 37-64 with Frank Riedel

  1. Duality, the Theory of Value and Asset Pricing under Knightian Uncertainty

SIAM Journal on Financial Mathematics (2018) 9(1): 381-400 with Laurent Denis

  1. (Non-)Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty

Finance and Stochastics (2018) 22 (3): 603-620 with Frank Riedel

  1. Equilibrium Prices and Trade under Ambiguous Volatility

Economic Theory (2016) 64 (2): 213-238

  1. Brownian Equilibrium under Knightian Uncertainty

Mathematics and Financial Economics (2015) 9(1):39–56

submitted/under Review:

Working Papers:

  • Optimal Allocations when Agents Have Alpha-MaxMin Utilities with Jan Werner

  • A compact topology for σ-algebra convergence with Jonas M. Tölle

Work in Progress:

  • Robust Dynamic Utility with Fabio Maccheroni, Massimo Marinacci and Sujoy Mukerji

  • Robust Control under Continuous-Time Volatility Uncertainty with Laurent Denis and Chao Zhou