Patrick Beissner, Prof. Dr.

Short CV: 


Major Research Interests: 

  • Asset Pricing
  • General Equilibrium Theory
  • Knightian Uncertainty in Continuous Time
  • Economics of Information
  • Nonlinear Expectations

Publications and Accepted Papers:

  • Brownian Equilibrium under Knightian Uncertainty  Math Finan Econ (2015) 9:39–56
  • 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:

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)