Prof. Dr. Frank Riedel, Director

Contact Details

office hour: Friday 11-12
office: W10 - 109
phone: +49 (0) 521 106 5647
email: friedel(at)uni-bielefeld.de
personal homepage

Short CV

1995 Diploma Mathematics, Freiburg University
1998 Ph.D. Economics, Humboldt University
2000-2002 Assistant Professor, Humboldt University Berlin
2002 Visiting Scholar, UC Berkeley
2003 Feodor-Lynen-Fellow, Stanford University
2003-2007 Associate Professor, University of Bonn
since 2007 Full Professor at IMW
since 2009 Director of IMW

Fields of Research

Mathematical Finance
General Equilibrium
Evolutionary Game Theory



Representative Publications

Optimal Consumption Choice under Uncertainty with Intertemporal Substitution, Annals of Applied Probability, 11, 2001, 750–788
On the Dynamic Foundation of Evolutionary Stability in Continuous Models, Journal of Economic Theory, 107, 2002, 223–252
Dynamic Coherent Risk Measures, Stochastic Processes and Their Applications, 112, 2004, 185–200
Stochastic Equilibria for Economies under Uncertainty with Intertemporal Substitution, Annals of Finance, 2, 2006, 101–122
Brown–von Neumann–Nash Dynamics: The Continuous Strategy Case, Games and Economic Behavior, 65, 2009, 406–429
Optimal Stopping with Multiple Priors, Econometrica, 77, 2009, 857–908