Frank Riedel

Finance · 2001–2013

A researcher in the Science corpus: 5 papers; trusts 16 researchers and is trusted by 36 researchers here, as inferred from the citation graph.

Subfields

• Finance — 18 citations into it; #3,139 of 10,518 by trust here, #7,251 by citations
• Economics and Econometrics — 17 citations into it; #6,448 of 23,481 by trust here, #14,505 by citations
• Management Science and Operations Research — 11 citations into it; #764 of 11,946 by trust here, #2,957 by citations
• General Decision Sciences — 7 citations into it; #127 of 1,995 by trust here, #814 by citations

Whom Frank Riedel trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Freddy Delbaen
2. Zengjing Chen
3. Larry G. Epstein
4. Hans Föllmer
5. Vivek Shripad Borkar
6. Helen Weeds
7. Steven R. Grenadier
8. Evan L. Porteus
9. Kai Detlefsen
10. Jianjun Miao

Who trusts Frank Riedel overall

1. Alexander Shapiro
2. Andrzej Ruszczynski
3. Jiongmin Yong
4. A. Jobert
5. Xue Cheng
6. Alexander Schied
7. Arkadi Nemirovski
8. Hans Föllmer
9. Stefan Weber
10. L. Rogers

Papers from Frank Riedel's perspective

Ordered by how strongly the researchers Frank Riedel trusts endorse each paper. Same corpus, a different order for every researcher.

1. Ambiguity, risk, and asset returns in continuous time
2. Convex measures of risk and trading constraints (Finance and Stochastics)
3. Coherent Risk Measures on General Probability Spaces
4. Controlled Markov processes and viscosity solutions
5. Dynamic Coherent Risk Measures
6. Conditional and dynamic convex risk measures (Finance and Stochastics)
7. Dynamic variational preferences (Journal of Economics Theory)
8. Brownian Motion and Stochastic Calculus
9. Controlled diffusion processes
10. Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms

Their papers

• Dynamic Coherent Risk Measures (2004) — 461 citations
• Optimal consumption choice with intertemporal substitution (2001) — 84 citations
• Optimal Stopping With Multiple Priors (2009) — 192 citations
• Evolutionary dynamics on infinite strategy spaces (2001) — 180 citations
• Optimal stopping under ambiguity in continuous time (2013) — 95 citations