10
H index
12
i10 index
524
Citations
Jan Werner : Citation Profile
University of Minnesota | RESEARCH PRODUCTION: 25 Articles 12 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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37 years (1985 - 2022). 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:
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Main data
Where Jan Werner has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Theory | 7 |
| Economic Theory | 5 |
| Journal of Mathematical Economics | 4 |
| Economics Letters | 2 |
Recent works citing Jan Werner (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2022 | Risk sharing under heterogeneous beliefs without convexity. (2021). Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2108.05791. Full description at Econpapers || Download paper |
| 2022 | Optimal Investment and Equilibrium Pricing under Ambiguity. (2022). Schneider, Paul ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2206.10489. Full description at Econpapers || Download paper |
| 2022 | Efficient Convex PCA with applications to Wasserstein geodesic PCA and ranked data. (2022). Wong, Ting-Kam Leonard ; Campbell, Steven. In: Papers. RePEc:arx:papers:2211.02990. Full description at Econpapers || Download paper |
| 2021 | The Limits to Local Insurance. (2021). Milan, Pau ; GIERLINGER, Johannes . In: Working Papers. RePEc:bge:wpaper:1293. Full description at Econpapers || Download paper |
| 2021 | Restrictions 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. Full description at Econpapers || Download paper |
| 2021 | Policy uncertainty and seasoned equity offerings methods. (2021). Dang, Man ; Vo, Xuan Vinh ; Jones, Edward ; Mazur, Mieszko ; Puwanenthiren, Premkanth. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001642. Full description at Econpapers || Download paper |
| 2021 | Ambiguity, asset illiquidity, and price variability. (2021). Zhou, Tong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:280-292. Full description at Econpapers || Download paper |
| 2021 | Smooth aggregation of Bayesian experts. (2021). Stanca, Lorenzo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:196:y:2021:i:c:s0022053121001253. Full description at Econpapers || Download paper |
| 2022 | Implications of uncertainty for optimal policies. (2022). Troshkin, Maxim ; Lensman, Todd. In: Journal of Economic Theory. RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053121000235. Full description at Econpapers || Download paper |
| 2022 | The impact of economic policy uncertainties on the volatility of European carbon market. (2022). Wang, Jiqiang ; Duc, Toan Luu ; Xiong, Xiong ; Dai, Peng-Fei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000416. Full description at Econpapers || Download paper |
| 2022 | Real indeterminacy and dynamics of asset price bubbles in general equilibrium. (2022). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:100:y:2022:i:c:s0304406822000131. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2021 | Real 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. Full description at Econpapers || Download paper |
| 2022 | How Uncertainty About Market Crowdedness Impacts Asset Prices: Knight meets Vives. (2022). Yang, Hao. In: Working Papers. RePEc:hal:wpaper:hal-03686748. Full description at Econpapers || Download paper |
| 2021 | Real 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. Full description at Econpapers || Download paper |
| 2022 | Restricted Participation on Financial Markets: A General Equilibrium Approach Using Variational Inequality Methods. (2022). Villanacci, Antonio ; Milasi, Monica ; Donato, Maria Bernadette. In: Networks and Spatial Economics. RePEc:kap:netspa:v:22:y:2022:i:2:d:10.1007_s11067-019-09491-4. Full description at Econpapers || Download paper |
| 2021 | Afriat and arbitrage. (2021). Beggs, Alan. In: Economic Theory Bulletin. RePEc:spr:etbull:v:9:y:2021:i:2:d:10.1007_s40505-021-00208-w. Full description at Econpapers || Download paper |
| 2021 | Indeterminacy 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. Full description at Econpapers || Download paper |
| 2021 | Competitive 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. Full description at Econpapers || Download paper |
| 2022 | Financial intermediation and the welfare theorems in incomplete markets. (2022). Zierhut, Michael ; Hens, Thorsten ; Bettzuge, Marc Oliver. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:2:d:10.1007_s00199-020-01294-w. Full description at Econpapers || Download paper |
| 2021 | Robust 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. Full description at Econpapers || Download paper |
| 2021 | . Full description at Econpapers || Download paper |
| 2021 | Viability 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. Full description at Econpapers || Download paper |
| 2022 | Mechanisms leading to equilibrium in economy with financial market. (2022). Wiczek, Ilona ; Lipieta, Agnieszka. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4166-4182. Full description at Econpapers || Download paper |
Works by Jan Werner:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Principles of Financial Economics In: Cambridge Books. [Citation analysis] | book | 20 |
| 2014 | Principles of Financial Economics.(2014) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 20 | book | |
| 1997 | Incomplete Derivative Markets and Portfolio Insurance In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1987 | Arbitrage and the Existence of Competitive Equilibrium. In: Econometrica. [Full Text][Citation analysis] | article | 135 |
| 2000 | Implementing Arrow-Debreu Equilibria by Trading Infinitely-Lived Securities In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 5 |
| 2002 | Implementing 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 | |
| 2004 | Implementing 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 | |
| 2000 | Minimum-cost portfolio insurance In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 16 |
| 1994 | Portfolio characterization of risk aversion In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2005 | A simple axiomatization of risk-averse expected utility In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2011 | Efficient allocations under ambiguity In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 23 |
| 2011 | Efficient Allocations under Ambiguity.(2011) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| Efficient Allocations under Ambiguity.() In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | ||
| 2021 | The envelope theorem, Euler and Bellman equations, without differentiability In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 1 |
| 2015 | Envelope Theorem, Euler, and Bellman Equations without Differentiability.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2022 | Speculative trade under ambiguity In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 1 |
| 2016 | Speculative Trade under Ambiguity.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1985 | Equilibrium in economies with incomplete financial markets In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 75 |
| 1989 | Equilibrium with incomplete markets without ordered preferences In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 10 |
| 1991 | Equilibria with options: Existence and indeterminacy In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 5 |
| 1997 | Diversification and Equilibrium in Securities Markets In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 10 |
| 1990 | Structure of financial markets and real indeterminacy of equilibria In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 6 |
| 1998 | Portfolio dominance and optimality in infinite security markets In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 16 |
| 2011 | Risk aversion for variational and multiple-prior preferences In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Rational asset pricing bubbles and debt constraints In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 24 |
| 1992 | Arbitrage and Existence of Equilibrium in Finite Asset Markets. In: Stanford - Institute for Thoretical Economics. [Citation analysis] | paper | 42 |
| 1995 | Arbitrage 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: 42 | article | |
| 1997 | Arbitrage, Bubbles, and Valuation. In: International Economic Review. [Citation analysis] | article | 2 |
| 1995 | Arbitrage, bubbles and valuation.(1995) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2005 | Barucci, E.: Financial Markets Theory – Equilibrium, Efficiency and Information. In: Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Participation in risk sharing under ambiguity In: Theory and Decision. [Full Text][Citation analysis] | article | 0 |
| 2012 | Rational Asset Pricing Bubbles Revisited In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Speculative Bubbles, Heterogeneopus Beliefs, and Learning. In: 2018 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Asset price bubbles in Arrow-Debreu and sequential equilibrium In: Economic Theory. [Full Text][Citation analysis] | article | 52 |
| 1991 | On Constrained Optimal Allocations with Incomplete Markets. In: Economic Theory. [Citation analysis] | article | 7 |
| 2009 | Risk and risk aversion when states of nature matter In: Economic Theory. [Full Text][Citation analysis] | article | 4 |
| 2011 | Liquidity and asset prices in rational expectations equilibrium with ambiguous information In: Economic Theory. [Full Text][Citation analysis] | article | 60 |
| 2022 | Optimal allocations with ?-MaxMin utilities, Choquet expected utilities, and Prospect Theory In: Theoretical Economics. [Full Text][Citation analysis] | article | 0 |
| 1997 | Valuation bubbles and sequential bubbles In: Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team