**Research Interests**

**Research Interests**

Asset Pricing

General Equilibrium Theory

Ambiguity 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 ambiguity under probabilistic information purchases,"

**under****review**with A. M. Khan"Optimal allocations with alpha-maxmin utilities, Choquet expected utilities, and prospect theory,"

**under****review**with J. Werner"Robust dynamic utility,"

**work****in****progress**with F. Maccheroni, M. Marinacci and S. Mukerji"Dynamic inconsistency and inefficiency of equilibrium under Knightian uncertainty,"

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

"Robust control under continuous-time volatility uncertainty,"

**work****in****progress**with L. Denis and C. Zhou

**Publications:**

**Publications:**

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

**Probability****,** **Uncertainty** **and** **Quantitative** **Risk**** **** ****(20****21) 6(1): 23-52****, **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**: