Publications
A6 - Typenvielfalt, Loyalität und die Bildung von Handelsnetzwerken
Immediate Demand Reduction in Simultaneous Ascending Bid Auctions: A Uniqueness Result
Economic Theory, Volume: 29(3), 2006, Pp 721-
726
The Third Generation (UMTS) Spectrum License Auction in Germany
Illing, G. and U. Klüh (eds.), Spectrum Auctions and Competition in Telecommunications, MIT Press, 2004, Pp 223-246
together with A7
Heterogeneous Time Preferences and Humps in the Yield Curve: The Preferred Habitat Theory Revisited
European Journal of Finance, Volume: 10, 2004, Pp 3-23
JEL classification: G12
Stochastic equilibria for economies under uncertainty with intertemporal substitution
Annals of Finance, 2005
Speculation in Standard Auctions with Resale
Econometrica, 2005
Generic Determinacy of Equilibria with Local Substitution
Journal of Mathematical Economics, Volume: 41, 2005, Pp 603-616
Keywords: prevalence, local substitution, determinacy, infinite-dimensional commodity spaces, Hindy-Huang-Kreps preferences, local substitution
JEL classification: D91
Stability of the replicator equation for a single species with a multidimensional continuous trait space
Journal of Theoretical Biology, 2005
Dynamic Coherent Risk Measures
Stochastic Processes and Their Applications, 2004, Pp 185-200
Keywords: Risk Measures, Consistency, Coherence, Dynamic Models
JEL classification: D81
Gregarious Behaviour of Evasive Prey
Journal of Mathematical Biology, Volume: 52(5), 2006, Pp 595 - 612
Existence of Linear Equilibria in the Kyle Model with Multiple Informed Traders
Annals of Finance, 2005
together with C7