Patrick Beissner

Research interests:
      • Asset Pricing
      • General Equilibrium Theory
      • Knightian Uncertainty in Continuous Time
      • Economics of Information
      • Nonlinear Expectations


  Patrick Beissner

  Lecturer at Australian National University    


  Research School of Economics                          patrick.beissner{#at#}

  CV (Feb. 2018)


Publications and Accepted Papers:

2019, Mathematical Finance,  accepted, with Qian Lin and Frank Riedel

2019, Risks, accepted
2019, Games and Economic Behavior 115: 470-490 with Ali M. Khan
2019, Econometrica  87(1): 37-64 with Frank Riedel
2018, SIAM Journal on Financial Mathematics 9(1): 381-400 with Laurent Denis
2018, Finance and Stochastics 22 (3): 603-620  with Frank Riedel
2017, Economic Theory 64 (2): 213-238
2015, Mathematics and Financial Economics 9(1):39–56

under Review:

  • A compact topology for σ-algebra convergence with Jonas M. Tölle
  • Dynamic Inconsistency and Inefficiency of Equilibrium under Knightian Uncertainty with Michael Zierhut
  • The Term Structure of Sharpe Ratios and Arbitrage-Free Asset Pricing in Continuous Time  with Emanuela Rosazza-Gianin

Work in Progress:

  • Robust optimal contract in general contract spaces with Julio Backhoff and Ulrich Horst

      • A Non-Bayesian Look at the Radner-Stiglitz Nonconcavity in the Value of Information
  • A Non-Bayesian Theory of Value of Information 

Patty Bristol,
Jan 31, 2018, 9:07 AM