User profiles for FRANK RIEDEL

Frank Riedel

Professor for Mathematics and Economics, Center for Mathematical Economics, Bielefeld …
Verified email at uni-bielefeld.de
Cited by 3040

Optimal stopping with multiple priors

F Riedel - Econometrica, 2009 - Wiley Online Library
We develop a theory of optimal stopping under Knightian uncertainty. A suitable martingale
theory for multiple priors is derived that extends the classical dynamic programming or Snell …

[HTML][HTML] Dynamic coherent risk measures

F Riedel - Stochastic processes and their applications, 2004 - Elsevier
Monetary measures of risk like Value at Risk or Worst Conditional Expectation assess the
risk of financial positions. The existing risk measures are of a static, one period nature. In this …

A genome-wide search for linkage to asthma

…, M Griese, A von Berg, M Gappa, F Riedel… - Genomics, 1999 - Elsevier
Asthma is among the most frequent chronic diseases in childhood. Although numerous
environmental risk factors have already been identified, the basis for familial occurrence of …

Keloids: current concepts of pathogenesis

…, K Hormann, F Riedel… - International …, 2009 - spandidos-publications.com
Excess scar formation occurs after dermal injury as a result of abnormal wound healing.
Hypertrophic scars and keloids both represent fibrotic skin conditions which can be very difficult, …

Optimal stopping under ambiguity in continuous time

X Cheng, F Riedel - Mathematics and Financial Economics, 2013 - Springer
We develop a theory of optimal stopping problems under ambiguity in continuous time.
Using results from (backward) stochastic calculus, we characterize the value function as the …

Optimal consumption choice with intertemporal substitution

P Bank, F Riedel - The Annals of Applied Probability, 2001 - projecteuclid.org
We analyze the intertemporal utility maximization problem under uncertainty for the
preferences proposed by Hindy, Huang and Kreps. Existence and uniqueness of optimal …

Holocene environments and climate in the Mongolian Altai reconstructed from the Hoton-Nur pollen and diatom records: a step towards better understanding climate …

…, A Andreev, A Daryin, B Diekmann, F Riedel… - Quaternary Science …, 2009 - Elsevier
This study presents the results of the palynological and diatom analyses of the sediment core
recovered in Hoton-Nur Lake (4837′18″N, 8820′45″E, 2083m) in 2004. Quantitative …

Vegetation and climate dynamics during the Holocene and Eemian interglacials derived from Lake Baikal pollen records

…, A Abzaeva, W Granoszewski, F Riedel - Palaeogeography …, 2007 - Elsevier
The last interglacial (LI) and Holocene changes in annual precipitation (P ann ), the mean
temperature of the warmest (T w ) and coldest (T c ) month and the moisture index (α) were …

Hydrological evolution during the last 15 kyr in the Tso Kar lake basin (Ladakh, India), derived from geomorphological, sedimentological and palynological records

…, B Diekmann, K Hartmann, J Krois, F Riedel… - Quaternary Science …, 2010 - Elsevier
The Tso Kar lake basin in Ladakh, northwestern Himalayas (3318′N, 78E, 4527m asl) is
located close to the modern boundary of effective moisture transport from the Indian summer …

Last glacial–interglacial vegetation and environmental dynamics in southern Siberia: Chronology, forcing and feedbacks

…, N Solovieva, SK Krivonogov, F Riedel - Palaeogeography …, 2010 - Elsevier
Radiocarbon-dated pollen and diatom records from Lake Kotokel in southern Siberia help
to reconstruct the environmental history of the area since ~47kyr BP. Pollen spectra …