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. 2019)


Publications and Accepted Papers:

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

Risks, (2019) 7(3), 98
Games and Economic Behavior, (2019) 115: 470-490 with Ali M. Khan
Econometrica (2019) 87(1): 37-64 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 (2016) 64 (2): 213-238
Mathematics and Financial Economics (2015) 9(1):39–56

under Review:

  • 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 R.-Gianin
  • Robust optimal contract in general contract spaces with Julio Backhoff and Ulrich Horst

      • A compact topology for σ-algebra convergence with Jonas M. Tölle
      • Optimal Allocations when Agents Have Alpha-MaxMin Utilities with Jan Werner

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

Patty Bristol,
Jul 17, 2020, 5:36 AM