Patrick Beissner

Short CV: 
Major Research Interests: 
  • Asset Pricing
  • General Equilibrium Theory
  • Knightian Uncertainty in Continuous Time
  • Economics of Information
  • Nonlinear Expectations





Publications and Accepted Papers:

  • Equilibrium Prices and Trade under Ambiguous Volatility  Economic Theory (2017)  
  • Duality, the Theory of Value and Asset Pricing under Knightian Uncertainty (with Laurent Denis)

Revised and Resubmit:

    • On Hurwicz-Nash Equilibria of Non-Bayesian Games under Incomplete Information (with Ali M. Khan)

under Review:

  • A compact topology for σ-algebra convergence. (with Jonas M. Tölle)
  • The Term Structure of Sharpe Ratios and Arbitrage-Free Asset Pricing in Continuous Time (with Emanuela Rosazza-Gianin)


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