Jan Werner : Citation Profile

Are you Jan Werner?

University of Minnesota

9

H index

9

i10 index

414

Citations

RESEARCH PRODUCTION:

21

Articles

11

Papers

2

Books

RESEARCH ACTIVITY:

   31 years (1985 - 2016). See details.
   Cites by year: 13
   Journals where Jan Werner has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 11 (2.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwe351
   Updated: 2019-11-16    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 (49)

Ha-Huy, Thai (19)

Pham, Ngoc-Sang (18)

Tourky, Rabee (15)

Kamihigashi, Takashi (15)

Wooders, Myrna (15)

Page, Frank (14)

Florenzano, Monique (13)

Martins-da-Rocha, V. Filipe (10)

Allouch, Nizar (10)

Polemarchakis, Herakles (9)

Cites to:

Schmeidler, David (11)

Marinacci, Massimo (8)

Epstein, Larry (6)

Shiller, Robert (6)

Brown, Donald (6)

Strzalecki, Tomasz (6)

Quinzii, Martine (5)

Kocherlakota, Narayana (5)

Magill, Michael (5)

Tallon, Jean-Marc (5)

LeRoy, Stephen (5)

Main data

Where Jan Werner has published?

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

Recent works citing Jan Werner (2018 and 2017)

YearTitle of citing document
2017Mean-Reverting Portfolio Design with Budget Constraint. (2017). Palomar, Daniel P ; Zhao, Ziping. In: Papers. RePEc:arx:papers:1701.05016.

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2019Options on CPPI with guaranteed minimum equity exposure. (2019). Oliva, I ; di Persio, L. In: Papers. RePEc:arx:papers:1902.06505.

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2019The 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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2019Dynamic Consistency, Valuable Information and Subjective Beliefs. (2019). Galanis, Spyros. In: Working Papers. RePEc:cty:dpaper:19/02.

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2019A heuristic process on the existence of positive bases with applications to minimum-cost portfolio insurance in C[a, b]. (2019). Mourtas, Spyridon D ; Katsikis, Vasilios N. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:349:y:2019:i:c:p:221-244.

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2017Flexible contracts. (2017). Tallon, Jean-Marc ; Gottardi, Piero ; Ghirardato, Paolo. In: Games and Economic Behavior. RePEc:eee:gamebe:v:103:y:2017:i:c:p:145-167.

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2019Optimal initial capital induced by the optimized certainty equivalent. (2019). Nishide, Katsumasa ; Asano, Takao ; Arai, Takuji. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:115-125.

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2018Detecting money market bubbles. (2018). Platen, Eckhard ; Ignatieva, Katja ; Baldeaux, Jan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:369-379.

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2018National elections and tail risk: International evidence. (2018). Li, Qingyuan ; Xu, LI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:113-128.

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2018Robust trading for ambiguity-averse insiders. (2018). Vitale, Paolo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:113-130.

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2019Search and resale frictions in a two-sided online platform: A case of multi-use assets. (2019). NAKABAYASHI, Jun ; Yoshimoto, Hisayuki. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:85-105.

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2017Ambiguity, reasoned determination, and climate-change policy. (2017). Melkonyan, Tigran ; Chambers, Robert G. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:81:y:2017:i:c:p:74-92.

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2017The pricing effects of ambiguous private information. (2017). Ganguli, Jayant ; Condie, Scott . In: Journal of Economic Theory. RePEc:eee:jetheo:v:172:y:2017:i:c:p:512-557.

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2018Financial market structures revealed by pricing rules: Efficient complete markets are prevalent. (2018). Faro, José ; Chateauneuf, Alain ; Araujo, Aloisio. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:257-288.

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2018Dynamic market participation and endogenous information aggregation. (2018). Yu, Edison. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:491-517.

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2018Risk sharing in the small and in the large. (2018). Siniscalchi, Marciano ; Ghirardato, Paolo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:730-765.

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2017Existence of equilibrium on asset markets with a countably infinite number of states. (2017). Ha-Huy, Thai ; le Van, Cuong. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:73:y:2017:i:c:p:44-53.

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2018Margins on short sales and equilibrium price indeterminacy. (2018). Ma, Chenghu ; Xu, Yifan ; Hu, Jianqiang. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:74:y:2018:i:c:p:79-92.

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2018Financial bubbles and capital accumulation in altruistic economies. (2018). Pham, Ngoc-Sang ; Ha-Huy, Thai ; le Van, Cuong ; Bosi, Stefano. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:75:y:2018:i:c:p:125-139.

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2018Equilibria in the CAPM with non-tradeable endowments. (2018). Koch-Medina, Pablo ; Wenzelburger, Jan. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:75:y:2018:i:c:p:93-107.

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2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:76:y:2018:i:c:p:1-20.

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2018Arbitrage and equilibrium in economies with short-selling and ambiguity. (2018). Ha-Huy, Thai ; Tran-Viet, Cuong ; le Van, Cuong. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:76:y:2018:i:c:p:95-100.

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2019A re-examination of constrained Pareto inefficiency in economies with incomplete markets. (2019). Mendolicchio, Concetta ; Pietra, T. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:80:y:2019:i:c:p:39-55.

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2019Nonexistence of constrained efficient production plans. (2019). Zierhut, Michael. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:83:y:2019:i:c:p:127-136.

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2017Asset bubbles and efficiency in a generalized two-sector model. (2017). Pham, Ngoc-Sang ; Bosi, Stefano ; le Van, Cuong. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:88:y:2017:i:c:p:37-48.

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2018A Simple optimality-based no-bubble theorem for deterministic sequential economies with strictly monotone preferences. (2018). Kamihigashi, Takashi. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:91:y:2018:i:c:p:36-41.

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2017No-arbitrage and Equilibrium in Finite Dimension: A General Result. (2017). Wooders, Myrna ; Ha-Huy, Thai ; Page, Frank ; le Van, Cuong. In: Documents de recherche. RePEc:eve:wpaper:17-06.

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2017Equilibrium of a production economy with noncompact attainable allocation set. (2017). BONNISSEAU, Jean-Marc ; Ounaies, Senda ; Chebbi, Souhail. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01382539.

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2017No-arbitrage and Equilibrium in Finite Dimension: A General Result. (2017). Wooders, Myrna ; Ha-Huy, Thai ; Page, Frank ; le Van, Cuong. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01529663.

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2019Equilibrium of a production economy with non-compact attainable allocations set. (2019). BONNISSEAU, Jean-Marc ; Chebbi, Souhail ; Ounaies, Senda. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01859163.

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2017Flexible contracts. (2017). Tallon, Jean-Marc ; Gottardi, Piero ; Ghirardato, Paolo. In: Post-Print. RePEc:hal:journl:hal-01238046.

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2019Market Allocations under Ambiguity: A Survey. (2019). Tallon, Jean-Marc ; Mukerji, Sujoy ; Billot, Antoine. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02173491.

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2018Expectation-driven asset price fluctuations under the spirit of capitalism hypothesis: The role of heterogeneity. (2018). Clain-Chamosset-Yvrard, Lise. In: Working Papers. RePEc:hal:wpaper:halshs-01719844.

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2017A Simple Optimality-Based No-Bubble Theorem for Deterministic Sequential Economies with Strictly Monotone Preferences. (2017). Kamihigashi, Takashi. In: Discussion Paper Series. RePEc:kob:dpaper:dp2016-32.

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2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15067rr.

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2017Equilibrium of a production economy with noncompact attainable allocations set. (2017). BONNISSEAU, Jean-Marc ; Chebbi, Souhail ; Ounaies, Senda. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16056r.

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2017No-arbitrage and Equilibrium in Finite Dimension: A General Result. (2017). Wooders, Myrna ; Ha-Huy, Thai ; Page, Frank ; le Van, Cuong. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17023.

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2017Price Uncertainty and Price-Contingent Securities. (2017). Heal, Geoffrey. In: NBER Working Papers. RePEc:nbr:nberwo:23723.

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2017Assets with possibly negative dividends. (2017). Pham, Ngoc-Sang. In: MPRA Paper. RePEc:pra:mprapa:78193.

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2018Financial bubbles and capital accumulation in altruistic economies. (2018). Pham, Ngoc-Sang ; Ha-Huy, Thai ; le Van, Cuong ; Bosi, Stefano. In: MPRA Paper. RePEc:pra:mprapa:84429.

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2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; Bosi, Stefano ; le Van, Cuong. In: MPRA Paper. RePEc:pra:mprapa:84905.

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2017General Aspects of Risk and Uncertainty in Making Financial – Economic Decisions. (2017). Diaconu, Aurelian ; Avram, Doina. In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:6:p:40-50.

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2017Eliminating useless portfolios in constrained financial economies. (2017). Aouani, Zaier ; Cornet, Bernard. In: Economic Theory. RePEc:spr:joecth:v:63:y:2017:i:1:d:10.1007_s00199-016-1000-5.

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2017General economic equilibrium with financial markets and retainability. (2017). Rockafellar, R T ; Jofre, A. In: Economic Theory. RePEc:spr:joecth:v:63:y:2017:i:1:d:10.1007_s00199-016-1031-y.

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2017Equilibrium prices and trade under ambiguous volatility. (2017). Beissner, Patrick. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:2:d:10.1007_s00199-016-0979-y.

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2018Variational Formulation of a General Equilibrium Model with Incomplete Financial Markets and Numeraire Assets: Existence. (2018). Donato, Maria Bernadette ; Villanacci, Antonio ; Milasi, Monica. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:179:y:2018:i:2:d:10.1007_s10957-018-1388-0.

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2019Financial Markets with Multidimensional Uncertainty. (2019). Aliyev, Nihad . In: PhD Thesis. RePEc:uts:finphd:2-2019.

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2017Ambiguous Market Making. (2017). He, Xuezhong ; Aliyev, Nihad . In: Research Paper Series. RePEc:uts:rpaper:383.

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2018Sustainable Debt. (2018). Vailakis, Yiannis ; Polemarchakis, Herakles ; Bloise, Gaetano. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1178.

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2018Sustainable Debt. (2018). Vailakis, Yiannis ; Polemarchakis, Herakles ; Bloise, Gaetano. In: CRETA Online Discussion Paper Series. RePEc:wrk:wcreta:45.

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2018The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy. (2018). Zietz, Joachim ; Rehse, Dominik ; Rottke, Nico ; Riordan, Ryan. In: ZEW Discussion Papers. RePEc:zbw:zewdip:18024.

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Works by Jan Werner:

YearTitleTypeCited
2014Principles of Financial Economics In: Cambridge Books.
[Citation analysis]		book6
2014Principles of Financial Economics.(2014) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 6		book
1997Incomplete Derivative Markets and Portfolio Insurance In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1
1987Arbitrage and the Existence of Competitive Equilibrium. In: Econometrica.
[Full Text][Citation analysis]		article103
2000Implementing Arrow-Debreu Equilibria by Trading Infinitely-Lived Securities In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article12
1994Portfolio characterization of risk aversion In: Economics Letters.
[Full Text][Citation analysis]		article2
2005A simple axiomatization of risk-averse expected utility In: Economics Letters.
[Full Text][Citation analysis]		article2
2011Efficient allocations under ambiguity In: Journal of Economic Theory.
[Full Text][Citation analysis]		article15
2011Efficient Allocations under Ambiguity.(2011) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
Efficient Allocations under Ambiguity.() In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
1985Equilibrium in economies with incomplete financial markets In: Journal of Economic Theory.
[Full Text][Citation analysis]		article69
1989Equilibrium with incomplete markets without ordered preferences In: Journal of Economic Theory.
[Full Text][Citation analysis]		article9
1991Equilibria with options: Existence and indeterminacy In: Journal of Economic Theory.
[Full Text][Citation analysis]		article5
1997Diversification and Equilibrium in Securities Markets In: Journal of Economic Theory.
[Full Text][Citation analysis]		article9
1990Structure of financial markets and real indeterminacy of equilibria In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article5
1998Portfolio dominance and optimality in infinite security markets In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article16
2011Risk aversion for variational and multiple-prior preferences In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article0
2014Rational asset pricing bubbles and debt constraints In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article17
1992Arbitrage and Existence of Equilibrium in Finite Asset Markets. In: Stanford - Institute for Thoretical Economics.
[Citation analysis]		paper33
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: 33		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.
[Full Text][Citation analysis]		article0
2012Rational Asset Pricing Bubbles Revisited In: 2012 Meeting Papers.
[Full Text][Citation analysis]		paper0
2015Envelope Theorem, Euler, and Bellman Equations without Differentiability In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper0
2016Speculative Trade under Ambiguity In: 2016 Meeting Papers.
[Full Text][Citation analysis]		paper0
2000Asset price bubbles in Arrow-Debreu and sequential equilibrium In: Economic Theory.
[Full Text][Citation analysis]		article40
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.
[Full Text][Citation analysis]		article4
2011Liquidity and asset prices in rational expectations equilibrium with ambiguous information In: Economic Theory.
[Full Text][Citation analysis]		article50
1997Valuation bubbles and sequential bubbles In: Economics Working Papers.
[Full Text][Citation analysis]		paper2

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