**Research Interests**

**Research Interests**

Asset Pricing

General Equilibrium Theory

Knightian Uncertainty in Continuous Time

Economics of Information

Nonlinear Expectations

**Patrick Beissner**

**Patrick Beissner**

Associate Professor

Australian National University **(ANU)**

Research School of Economics **(RSE)**

patrick.beissner{#at#}anu.edu.au

**Working ****P****apers****:**

**Working**

**P**

**apers**

**:**

*"**Endogenous**a**mbiguity under**p**robabilistic**i**nformation**p**urchases**,"***under review***"Optimal allocations with alpha-maxmin utilities, Choquet expected utilities, and prospect theory**,"*with J. Werner*"**Robust**d**ynamic**u**tility**,"***work in progress***"**Dynamic**i**nconsistency and**i**nefficiency of**e**quilibrium under Knightian**u**ncertainty,"***under review**

*"**A compact topology for σ-algebra convergence**,"*with J. M. Tölle

*"**Robust**c**ontrol under**c**ontinuous-**t**ime**v**olatility**u**ncertainty**,"***work in progress**with L. Denis and C. Zhou

**Publications:**

**Publications:**

**Economic** **Theory**** (20****21, ****accepted), **with J. Backhoff and U. Horst

**Probability****,** **Uncertainty** **and** **Quantitative** **Risk**** **** ****(20****21, ****accepted), **with E. Rosazza-Gianin

**Mathematical** **Fi****n****ance**** (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**

**Others**:

**Others**: