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#}anu.edu.au

  CV (Feb. 2018)

Research: 


Publications and Accepted Papers:

Econometrica  accepted with Frank Riedel
SIAM Journal on Financial Mathematics, 2018 9(1): 381-400 with Laurent Denis
Finance and Stochastics, 2018 22 (3): 603-620  with Frank Riedel
Economic Theory, 2017 64 (2): 213-238
Mathematics and Financial Economics 2015, 9:39–56

Revised and Resubmit:

  • On Hurwicz-Nash Equilibria of Non-Bayesian Games under Incomplete Information
with Ali M. Khan
      with Qian Lin and Frank Riedel

under Review:

  • A compact topology for σ-algebra convergence
with Jonas M. Tölle
  • The Term Structure of Sharpe Ratios and Arbitrage-Free Asset Pricing in Continuous Time 
with Emanuela Rosazza-Gianin

Others:

Work in Progress:

  • Adverse Selection with Moral Hazard and Belief Types in Continuous Time Models 

  • A Non-Bayesian Theory of Value of Information


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Patty Bristol,
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