Jan Werner : Citation Profile


Are you Jan Werner?

University of Minnesota

10

H index

10

i10 index

459

Citations

RESEARCH PRODUCTION:

21

Articles

11

Papers

2

Books

RESEARCH ACTIVITY:

   31 years (1985 - 2016). See details.
   Cites by year: 14
   Journals where Jan Werner has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 11 (2.34 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwe351
   Updated: 2021-11-28    RAS profile: 2017-07-14    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jan Werner.

Is cited by:

LE VAN, CUONG (51)

Ha-Huy, Thai (21)

Pham, Ngoc-Sang (20)

Allouch, Nizar (19)

Wooders, Myrna (18)

Cornet, Bernard (17)

Tallon, Jean-Marc (16)

Tourky, Rabee (15)

Kamihigashi, Takashi (15)

Page, Frank (14)

Martins-da-Rocha, V. Filipe (14)

Cites to:

Schmeidler, David (11)

Marinacci, Massimo (8)

Strzalecki, Tomasz (6)

Shiller, Robert (6)

Epstein, Larry (6)

LeRoy, Stephen (5)

Kocherlakota, Narayana (5)

Quinzii, Martine (5)

Gilboa, Itzhak (5)

Tallon, Jean-Marc (5)

Magill, Michael (5)

Main data


Where Jan Werner has published?


Journals with more than one article published# docs
Journal of Economic Theory5
Economic Theory5
Journal of Mathematical Economics4
Economics Letters2

Recent works citing Jan Werner (2021 and 2020)


YearTitle of citing document
2021The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1908.03233.

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2020Robust Arbitrage Conditions for Financial Markets. (2020). Zhang, Shuzhong ; Singh, Derek. In: Papers. RePEc:arx:papers:2004.09432.

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2021Risk sharing under heterogeneous beliefs without convexity. (2021). Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2108.05791.

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2020The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance. (2020). Ravi, Kashyap. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:20:y:2020:i:2:p:23:n:13.

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2020The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance. (2020). Ravi, Kashyap. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:20:y:2020:i:2:p:23:n:4.

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2021Restrictions of the Islamic Financial System and Counterpart Financial Support for Xinjiang. (2021). Shunming, Zhang ; Jiawei, Xia ; Zexin, Wei ; Hui, Wang. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:9:y:2021:i:2:p:105-130:n:4.

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2020Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS). (2020). Li, Shuai ; Stanimirovi, Predrag S ; Mourtas, Spyridon D ; Katsikis, Vasilios N ; Cao, Xinwei. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:385:y:2020:i:c:s0096300320304148.

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2020Loss aversion and market crashes. (2020). Ouzan, Samuel. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:70-86.

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2021Real indeterminacy and dynamics of asset price bubbles in general equilibrium. (2021). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02993656.

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2020Market Allocations under Ambiguity: A Survey. (2020). Tallon, Jean-Marc ; Mukerji, Sujoy ; Billot, Antoine. In: Post-Print. RePEc:hal:journl:halshs-02495663.

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2020Market Allocations under Ambiguity: A Survey. (2020). Tallon, Jean-Marc ; Mukerji, Sujoy ; Billot, Antoine. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:halshs-02495663.

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2021Real indeterminacy and dynamics of asset price bubbles in general equilibrium. (2021). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Working Papers. RePEc:hal:wpaper:halshs-02993656.

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2020International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming. (2020). Han, Liyan ; Yin, Libo. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-013-9365-z.

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2020ORPIT: A Matlab Toolbox for Option Replication and Portfolio Insurance in Incomplete Markets. (2020). Mourtas, Spyridon D ; Katsikis, Vasilios N. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09936-5.

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2021Participation in risk sharing under ambiguity. (2021). Werner, Jan. In: Theory and Decision. RePEc:kap:theord:v:90:y:2021:i:3:d:10.1007_s11238-020-09787-9.

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2021Indeterminacy of Cournot–Walras equilibrium with incomplete markets. (2021). Zierhut, Michael. In: Economic Theory. RePEc:spr:joecth:v:71:y:2021:i:1:d:10.1007_s00199-020-01248-2.

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2021Competitive equilibria in a comonotone market. (2021). Wang, Ruodu ; Liu, Fangda ; Boonen, Tim J. In: Economic Theory. RePEc:spr:joecth:v:72:y:2021:i:4:d:10.1007_s00199-020-01319-4.

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2021Robust Arbitrage Conditions for Financial Markets. (2021). Zhang, Shuzong ; Singh, Derek. In: SN Operations Research Forum. RePEc:spr:snopef:v:2:y:2021:i:3:d:10.1007_s43069-021-00073-0.

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2020Optimality in an OLG model with nonsmooth preferences. (2020). Ohtaki, Eisei. In: Working Papers. RePEc:tcr:wpaper:e145.

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2021Viability and Arbitrage Under Knightian Uncertainty. (2021). Soner, Mete H ; Riedel, Frank ; Burzoni, Matteo. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:3:p:1207-1234.

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Works by Jan Werner:


YearTitleTypeCited
2014Principles of Financial Economics In: Cambridge Books.
[Citation analysis]
book10
2014Principles of Financial Economics.(2014) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 10
book
1997Incomplete Derivative Markets and Portfolio Insurance In: Cowles Foundation Discussion Papers.
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paper1
1987Arbitrage and the Existence of Competitive Equilibrium. In: Econometrica.
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article112
2000Implementing Arrow-Debreu Equilibria by Trading Infinitely-Lived Securities In: Econometric Society World Congress 2000 Contributed Papers.
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paper5
2002Implementing Arrow-Debreu equilibria by trading infinitely-lived securities.(2002) In: Research Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2004Implementing Arrow-Debreu equilibria by trading infinitely-lived securities.(2004) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2000Minimum-cost portfolio insurance In: Journal of Economic Dynamics and Control.
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article15
1994Portfolio characterization of risk aversion In: Economics Letters.
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article2
2005A simple axiomatization of risk-averse expected utility In: Economics Letters.
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article2
2011Efficient allocations under ambiguity In: Journal of Economic Theory.
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article20
2011Efficient Allocations under Ambiguity.(2011) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
Efficient Allocations under Ambiguity.() In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
1985Equilibrium in economies with incomplete financial markets In: Journal of Economic Theory.
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article73
1989Equilibrium with incomplete markets without ordered preferences In: Journal of Economic Theory.
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article9
1991Equilibria with options: Existence and indeterminacy In: Journal of Economic Theory.
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article5
1997Diversification and Equilibrium in Securities Markets In: Journal of Economic Theory.
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article9
1990Structure of financial markets and real indeterminacy of equilibria In: Journal of Mathematical Economics.
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article6
1998Portfolio dominance and optimality in infinite security markets In: Journal of Mathematical Economics.
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article16
2011Risk aversion for variational and multiple-prior preferences In: Journal of Mathematical Economics.
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article0
2014Rational asset pricing bubbles and debt constraints In: Journal of Mathematical Economics.
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article21
1992Arbitrage and Existence of Equilibrium in Finite Asset Markets. In: Stanford - Institute for Thoretical Economics.
[Citation analysis]
paper39
1995Arbitrage and Existence of Equilibrium in Infinite Asset Markets.(1995) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
article
1997Arbitrage, Bubbles, and Valuation. In: International Economic Review.
[Citation analysis]
article2
1995Arbitrage, bubbles and valuation.(1995) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2005Barucci, E.: Financial Markets Theory – Equilibrium, Efficiency and Information. In: Journal of Economics.
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article0
2012Rational Asset Pricing Bubbles Revisited In: 2012 Meeting Papers.
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paper0
2015Envelope Theorem, Euler, and Bellman Equations without Differentiability In: 2015 Meeting Papers.
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paper0
2016Speculative Trade under Ambiguity In: 2016 Meeting Papers.
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paper0
2000Asset price bubbles in Arrow-Debreu and sequential equilibrium In: Economic Theory.
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article43
1991On Constrained Optimal Allocations with Incomplete Markets. In: Economic Theory.
[Citation analysis]
article7
2009Risk and risk aversion when states of nature matter In: Economic Theory.
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article4
2011Liquidity and asset prices in rational expectations equilibrium with ambiguous information In: Economic Theory.
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article56
1997Valuation bubbles and sequential bubbles In: Economics Working Papers.
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paper2

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