Details about Jan Werner

Access statistics for papers by Jan Werner.

Last updated 2023-01-09. Update your information in the RePEc Author Service.

Short-id: pwe351

Working Papers

2018

1. Speculative Bubbles, Heterogeneopus Beliefs, and Learning
   2018 Meeting Papers, Society for Economic Dynamics View citations (1)

2016

2. Speculative Trade under Ambiguity
   2016 Meeting Papers, Society for Economic Dynamics
   See also Journal Article Speculative trade under ambiguity, Journal of Economic Theory, Elsevier (2022) View citations (3) (2022)

2015

3. Envelope Theorem, Euler, and Bellman Equations without Differentiability
   2015 Meeting Papers, Society for Economic Dynamics
   See also Journal Article The envelope theorem, Euler and Bellman equations, without differentiability, Journal of Economic Theory, Elsevier (2021) View citations (3) (2021)

2012

4. Rational Asset Pricing Bubbles Revisited
   2012 Meeting Papers, Society for Economic Dynamics

2011

5. Efficient Allocations under Ambiguity
   Scholarly Articles, Harvard University Department of Economics View citations (27)
   Also in Working Paper, Harvard University OpenScholar View citations (21)
   See also Journal Article Efficient allocations under ambiguity, Journal of Economic Theory, Elsevier (2011) View citations (28) (2011)

2002

6. Implementing Arrow-Debreu equilibria by trading infinitely-lived securities
   Research Working Paper, Federal Reserve Bank of Kansas City View citations (3)
   Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
   See also Journal Article Implementing Arrow-Debreu equilibria by trading infinitely-lived securities, Economic Theory, Springer (2004) View citations (5) (2004)

1997

7. Incomplete Derivative Markets and Portfolio Insurance
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
8. Valuation bubbles and sequential bubbles
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (2)

1996

9. Portfolio Dominance and Optimality in Infinite Securities Markets
   Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
10. Yudin Cones and Inductive Limit Topologies
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences

1995

11. Arbitrage, bubbles and valuation
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
    See also Journal Article Arbitrage, Bubbles, and Valuation, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1997) View citations (5) (1997)

1993

12. Arbitrage and Existence of Equilibrium in Infinite Asset Markets
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
    Also in Working Papers, Stanford - Institute for Thoretical Economics (1992)
    See also Journal Article Arbitrage and Existence of Equilibrium in Infinite Asset Markets, The Review of Economic Studies, Review of Economic Studies Ltd (1995) View citations (54) (1995)

Journal Articles

2023

1. Optimal allocations with α-MaxMin utilities, Choquet expected utilities, and Prospect Theory
   Theoretical Economics, 2023, 18, (3) View citations (2)

2022

2. Speculative trade under ambiguity
   Journal of Economic Theory, 2022, 199, (C) View citations (3)
   See also Working Paper Speculative Trade under Ambiguity, 2016 Meeting Papers (2016) (2016)

2021

3. Participation in risk sharing under ambiguity
   Theory and Decision, 2021, 90, (3), 507-519 View citations (1)
4. The envelope theorem, Euler and Bellman equations, without differentiability
   Journal of Economic Theory, 2021, 196, (C) View citations (3)
   See also Working Paper Envelope Theorem, Euler, and Bellman Equations without Differentiability, 2015 Meeting Papers (2015) (2015)

2014

5. Rational asset pricing bubbles and debt constraints
   Journal of Mathematical Economics, 2014, 53, (C), 145-152 View citations (27)

2011

6. Efficient allocations under ambiguity
   Journal of Economic Theory, 2011, 146, (3), 1173-1194 View citations (28)
   See also Working Paper Efficient Allocations under Ambiguity, Scholarly Articles (2011) View citations (27) (2011)
7. Liquidity and asset prices in rational expectations equilibrium with ambiguous information
   Economic Theory, 2011, 48, (2), 469-491 View citations (70)
8. Risk aversion for variational and multiple-prior preferences
   Journal of Mathematical Economics, 2011, 47, (3), 382-390

2009

9. Risk and risk aversion when states of nature matter
   Economic Theory, 2009, 41, (2), 231-246 View citations (5)

2005

10. A simple axiomatization of risk-averse expected utility
    Economics Letters, 2005, 88, (1), 73-77 View citations (6)
11. Barucci, E.: Financial Markets Theory – Equilibrium, Efficiency and Information
    Journal of Economics, 2005, 84, (1), 95-97

2004

12. Implementing Arrow-Debreu equilibria by trading infinitely-lived securities
    Economic Theory, 2004, 24, (3), 603-622 View citations (5)
    See also Working Paper Implementing Arrow-Debreu equilibria by trading infinitely-lived securities, Research Working Paper (2002) View citations (3) (2002)

2000

13. Asset price bubbles in Arrow-Debreu and sequential equilibrium
    Economic Theory, 2000, 15, (2), 253-278 View citations (70)
14. Minimum-cost portfolio insurance
    Journal of Economic Dynamics and Control, 2000, 24, (11-12), 1703-1719 View citations (17)

1998

15. Portfolio dominance and optimality in infinite security markets
    Journal of Mathematical Economics, 1998, 30, (3), 347-366 View citations (17)

1997

16. Arbitrage, Bubbles, and Valuation
    International Economic Review, 1997, 38, (2), 453-64 View citations (5)
    See also Working Paper Arbitrage, bubbles and valuation, Economics Working Papers (1995) (1995)
17. Diversification and Equilibrium in Securities Markets
    Journal of Economic Theory, 1997, 75, (1), 89-103 View citations (11)

1995

18. Arbitrage and Existence of Equilibrium in Infinite Asset Markets
    The Review of Economic Studies, 1995, 62, (1), 101-114 View citations (54)
    See also Working Paper Arbitrage and Existence of Equilibrium in Infinite Asset Markets, Working Papers (1993) (1993)

1994

19. Portfolio characterization of risk aversion
    Economics Letters, 1994, 45, (2), 259-265 View citations (3)

1991

20. Equilibria with options: Existence and indeterminacy
    Journal of Economic Theory, 1991, 54, (2), 305-320 View citations (6)
21. On Constrained Optimal Allocations with Incomplete Markets
    Economic Theory, 1991, 1, (2), 205-09 View citations (7)

1990

22. Structure of financial markets and real indeterminacy of equilibria
    Journal of Mathematical Economics, 1990, 19, (1-2), 217-232 View citations (6)

1989

23. Equilibrium with incomplete markets without ordered preferences
    Journal of Economic Theory, 1989, 49, (2), 379-382 View citations (10)

1987

24. Arbitrage and the Existence of Competitive Equilibrium
    Econometrica, 1987, 55, (6), 1403-18 View citations (150)

1985

25. Equilibrium in economies with incomplete financial markets
    Journal of Economic Theory, 1985, 36, (1), 110-119 View citations (76)

Books

2014

1. Principles of Financial Economics
   Cambridge Books, Cambridge University Press View citations (27)
   Also in Cambridge Books, Cambridge University Press (2014) View citations (27)