### Research Interests

Asset Pricing

General Equilibrium Theory

Ambiguity in Continuous Time

Economics of Information

Nonlinear Expectations

Differential Calculus

### Patrick Beißner

Associate Professor

Australian National University (ANU)

Research School of Economics (RSE)

patrick.beissner{at}anu.edu.au

### Working Papers:

Endogenous ambiguity under probabilistic information purchases

under review with A. M. Khan

Linking no-Betting and Belief-Neutral Pareto Efficiency

under review with M. Ghossoub

Dynamic inconsistency and inefficiency of equilibrium under Knightian uncertainty

under review with M. Zierhut

submitted with F. Maccheroni, M. Marinacci and S. Mukerji

### Publications:

No-Betting Pareto Optima under Rank-Dependent Utility

Mathematics of Operations Research (2023) (accepted) with T. Boonen and M. Ghossoub

Theoretical Economics (2023) 18(3): 993–1022 with J. Werner

Economic Theory (2022) 73: 917–945, with J. Backhoff and U. Horst

Probability, Uncertainty and Quantitative Risk (2021) 6(1): 23-52, with E. Rosazza-Gianin

Mathematical Finance (2020) 30(3): 1073-1102, with Q. Lin and F. Riedel

Econometrica (2019) 87(1): 37-64 with F. Riedel

Games and Economic Behavior (2019) 115: 470-490, with A. M. Khan

Risks (2019) 7(3): 98

SIAM Journal on Financial Mathematics (2018) 9(1): 381-400, with L. Denis

Finance and Stochastics (2018) 22(3): 603-620, with F. Riedel

Economic Theory (2017) 64 (2): 213-238

Mathematics and Financial Economics (2015) 9(1): 39–56

### Work in Progress:

Decision problems with dynamic robust utility with F. Maccheroni, M. Marinacci and S. Mukerji

Sentiment-based asset pricing with Y. Ait-Sahalia, P. Cheridito and F. Matthys

Equilibrium interest rates under volatility uncertainty with U. Horst

Robust control under continuous-time volatility uncertainty with L. Denis and C. Zhou