EconPapers    
Economics at your fingertips  
 

Details about Jan Werner

Homepage:http://www.econ.umn.edu/~jwerner
Workplace:Department of Economics, University of Minnesota, (more information at EDIRC)

Access statistics for papers by Jan Werner.

Last updated 2017-07-14. Update your information in the RePEc Author Service.

Short-id: pwe351


Jump to Journal Articles Books

Working Papers

2016

  1. Speculative Trade under Ambiguity
    2016 Meeting Papers, Society for Economic Dynamics Downloads

2015

  1. Envelope Theorem, Euler, and Bellman Equations without Differentiability
    2015 Meeting Papers, Society for Economic Dynamics Downloads

2012

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

2011

  1. Efficient Allocations under Ambiguity
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (15)
    Also in Working Paper, Harvard University OpenScholar Downloads

    See also Journal Article in Journal of Economic Theory (2011)

2002

  1. Implementing Arrow-Debreu equilibria by trading infinitely-lived securities
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (3)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads

    See also Journal Article in Economic Theory (2004)

1997

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

1996

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

1995

  1. Arbitrage, bubbles and valuation
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads
    See also Journal Article in International Economic Review (1997)

1993

  1. Arbitrage and Existence of Equilibrium in Infinite Asset Markets
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads
    Also in Working Papers, Stanford - Institute for Thoretical Economics (1992)

    See also Journal Article in Review of Economic Studies (1995)

Journal Articles

2014

  1. Rational asset pricing bubbles and debt constraints
    Journal of Mathematical Economics, 2014, 53, (C), 145-152 Downloads View citations (19)

2011

  1. Efficient allocations under ambiguity
    Journal of Economic Theory, 2011, 146, (3), 1173-1194 Downloads View citations (17)
    See also Working Paper (2011)
  2. Liquidity and asset prices in rational expectations equilibrium with ambiguous information
    Economic Theory, 2011, 48, (2), 469-491 Downloads View citations (54)
  3. Risk aversion for variational and multiple-prior preferences
    Journal of Mathematical Economics, 2011, 47, (3), 382-390 Downloads

2009

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

2005

  1. A simple axiomatization of risk-averse expected utility
    Economics Letters, 2005, 88, (1), 73-77 Downloads View citations (3)
  2. Barucci, E.: Financial Markets Theory – Equilibrium, Efficiency and Information
    Journal of Economics, 2005, 84, (1), 95-97 Downloads

2004

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

2000

  1. Asset price bubbles in Arrow-Debreu and sequential equilibrium
    Economic Theory, 2000, 15, (2), 253-278 Downloads View citations (44)
  2. Minimum-cost portfolio insurance
    Journal of Economic Dynamics and Control, 2000, 24, (11-12), 1703-1719 Downloads View citations (13)

1998

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

1997

  1. Arbitrage, Bubbles, and Valuation
    International Economic Review, 1997, 38, (2), 453-64 View citations (4)
    See also Working Paper (1995)
  2. Diversification and Equilibrium in Securities Markets
    Journal of Economic Theory, 1997, 75, (1), 89-103 Downloads View citations (10)

1995

  1. Arbitrage and Existence of Equilibrium in Infinite Asset Markets
    Review of Economic Studies, 1995, 62, (1), 101-114 Downloads View citations (38)
    See also Working Paper (1993)

1994

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

1991

  1. Equilibria with options: Existence and indeterminacy
    Journal of Economic Theory, 1991, 54, (2), 305-320 Downloads View citations (5)
  2. On Constrained Optimal Allocations with Incomplete Markets
    Economic Theory, 1991, 1, (2), 205-09 View citations (7)

1990

  1. Structure of financial markets and real indeterminacy of equilibria
    Journal of Mathematical Economics, 1990, 19, (1-2), 217-232 Downloads View citations (5)

1989

  1. Equilibrium with incomplete markets without ordered preferences
    Journal of Economic Theory, 1989, 49, (2), 379-382 Downloads View citations (9)

1987

  1. Arbitrage and the Existence of Competitive Equilibrium
    Econometrica, 1987, 55, (6), 1403-18 Downloads View citations (107)

1985

  1. Equilibrium in economies with incomplete financial markets
    Journal of Economic Theory, 1985, 36, (1), 110-119 Downloads View citations (69)

Books

2014

  1. Principles of Financial Economics
    Cambridge Books, Cambridge University Press View citations (8)
    Also in Cambridge Books, Cambridge University Press (2014) View citations (8)
 
Page updated 2020-05-27