**Research Interests**

**Research Interests**

Asset Pricing

General Equilibrium Theory

Ambiguity in Continuous Time

Economics of Information

Nonlinear Expectations

Differential Calculus

**Patrick Beißner**

**Patrick Beißner**

Associate Professor

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

patrick.beissner{at}anu.edu.au

**Working ****P****apers**:

**Working**

**P**

**apers**:

*Endogenous**a**mbiguity under**p**robabilistic**i**nformation**p**urchases*

**under**** ****review** with A. M. Khan

*Dynamic**i**nconsistency and**i**nefficiency of**e**quilibrium under Knightian**u**ncertainty*

**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:**

**Publications:**

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

**Theoretical Economics**** ****(****2022****) (accepted) **with J. Werner

**Economic** **Theory**** (2022) ****73: 917–945****, **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**** (201****7****) 64 (2): 213-238**

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

### W**ork**** in **P**rogress:**

**ork**

**in**P

**rogress:**

*Decision propblems with dynamic robust utility**Sentiment-based asset pricing**Equilibrium interest rates under volatility uncertainty**Robust**c**ontrol under**c**ontinuous-**t**ime**v**olatility**u**ncertainty*

**Others**:

**Others**: