Asset pricing; General equilibrium theory; Knightian uncertainty in continuous time; Economics of information; Nonlinear expectations.
Patrick Beissner is an Associate Professor of Economics. Patrick’s research covers a number of economic areas including general equilibrium theory as it applies to dynamic asset pricing. Patrick’s work appeared in top-ranked academic journals including Games and Economic Behavior, Mathematical Finance, Economic Theory, Finance and Stochastics and Econometrica.
Dynamically Consistent Alpha Maxmin Expected Utility. Mathematical Finance, (2020) 30(3):1073-1102, with Qian Lin and Frank Riedel
On Hurwicz-Nash Equilibria of Non-Bayesian Games under Incomplete Information
Games and Economic Behavior, (2019) 115: 470-490 with Ali M. Khan
Equilibria under Knightian Price Uncertainty
Econometrica (2019) 87(1): 37-64 with Frank Riedel
(Non-)Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty
Finance and Stochastics (2018) 22 (3): 603-620 with Frank Riedel
Equilibrium Prices and Trade under Ambiguous Volatility
Economic Theory (2016) 64 (2): 213-238
Endogenous Ambiguity under Probabilistic Information Purchaseswith Ali M. Khan
Optimal Allocations when Agents Have Alpha-MaxMin Utilities with Jan Werner
Financial Economics 3007 and 8037