### Research Interests

Asset Pricing

General Equilibrium Theory

Ambiguity in Continuous Time

Economics of Information

Nonlinear Expectations

Differential Calculus

### Patrick Beißner

Associate Professor

Australian National University (ANU) at Research School of Economics (RSE)

patrick.beissner{at}anu.edu.au

### Working Papers:

Endogenous ambiguity under probabilistic information purchases

submitted with A. M. Khan

Dynamic inconsistency and inefficiency of equilibrium under Knightian uncertainty

submitted with M. Zierhut

No-Betting Pareto Optima under Rank-Dependent Utility

submitted with T. Boonen and M. Ghossoub

Robust utility in continuous time

available on request with F. Maccheroni, M. Marinacci and S. Mukerji

### Publications:

Optimal allocations with alpha-maxmin utilities, Choquet expected utilities, and prospect theory

Theoretical Economics (2023) (accepted) with J. Werner

Economic Theory (2022) 73: 917–945, with J. Backhoff and U. Horst

Probability, Uncertainty and Quantitative Risk (2021) 6(1): 23-52, with E. Rosazza-Gianin

Mathematical Finance (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 (2017) 64 (2): 213-238

Mathematics and Financial Economics (2015) 9(1): 39–56

### Work in Progress:

Decision propblems with dynamic robust utility with F. Maccheroni, M. Marinacci and S. Mukerji

Sentiment-based asset pricing with Y. Ait-Sahalia, P. Cheridito and F. Matthys

Equilibrium interest rates under volatility uncertainty with U. Horst

Robust control under continuous-time volatility uncertainty with L. Denis and C. Zhou