Jan Werner : Citation Profile


Are you Jan Werner?

University of Minnesota

9

H index

9

i10 index

437

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: 26.    Total self citations: 11 (2.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe351
   Updated: 2020-09-14    RAS profile: 2017-07-14    
   Missing citations? Add them    Incorrect content? Let us know

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)

Pham, Ngoc-Sang (20)

Ha-Huy, Thai (19)

Allouch, Nizar (19)

Wooders, Myrna (18)

Tallon, Jean-Marc (16)

Kamihigashi, Takashi (15)

Tourky, Rabee (15)

Page, Frank (14)

Florenzano, Monique (13)

BONNISSEAU, Jean-Marc (12)

Cites to:

Schmeidler, David (11)

Marinacci, Massimo (8)

Epstein, Larry (6)

Strzalecki, Tomasz (6)

Shiller, Robert (6)

Brown, Donald (6)

Tallon, Jean-Marc (5)

Gilboa, Itzhak (5)

Kocherlakota, Narayana (5)

Magill, Michael (5)

Quinzii, Martine (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 (2020 and 2019)


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

Full description at Econpapers || Download paper

2020The 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Efficient allocations under law-invariance: A unifying approach. (2019). Svindland, Gregor ; Liebrich, Felix-Benedikt. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:84:y:2019:i:c:p:28-45.

Full description at Econpapers || Download paper

2019A projection pricing model for non-Gaussian financial returns. (2019). Crisostomo, Vicente L ; Cavalcante, Charles C ; Flavia, Ana. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312646.

Full description at Econpapers || Download paper

2019Debt Limits and Credit Bubbles in General Equilibrium. (2019). Phan, Toan ; Martins-da-Rocha, V. Filipe ; Vailakis, Yiannis. In: Working Paper. RePEc:fip:fedrwp:19-19.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Equilibrium of a production economy with non-compact attainable allocations set. (2019). BONNISSEAU, Jean-Marc ; Chebbi, Souhail ; Ounaies, Senda. In: Post-Print. RePEc:hal:journl:halshs-01859163.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Equilibrium of a production economy with non-compact attainable allocations set. (2019). BONNISSEAU, Jean-Marc ; Chebbi, Souhail ; Ounaies, Senda. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:halshs-01859163.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Real indeterminacy and dynamics of asset price bubbles in general equilibrium. (2019). Pham, Ngoc-Sang ; Bosi, Stefano ; le Van, Cuong. In: MPRA Paper. RePEc:pra:mprapa:96834.

Full description at Econpapers || Download paper

2019Market Allocations under Ambiguity: A Survey. (2019). Tallon, Jean-Marc ; Mukerji, Sujoy ; Billot, Antoine. In: Working Papers. RePEc:qmw:qmwecw:897.

Full description at Econpapers || Download paper

2019The effect of the central bank’s standing facilities on interbank lending and bank liquidity holding. (2019). Nather, Maria . In: Economic Theory. RePEc:spr:joecth:v:68:y:2019:i:3:d:10.1007_s00199-018-1134-8.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Derivatives pricing with liquidity risk. (2019). Ding, Shusheng ; Zhang, Yongmin ; Duygun, Meryem. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:11:p:1471-1485.

Full description at Econpapers || Download paper

Works by Jan Werner:


YearTitleTypeCited
2014Principles of Financial Economics In: Cambridge Books.
[Citation analysis]
book8
2014Principles of Financial Economics.(2014) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 8
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]
article108
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]
article13
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]
article18
2011Efficient Allocations under Ambiguity.(2011) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
Efficient Allocations under Ambiguity.() In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
1985Equilibrium in economies with incomplete financial markets In: Journal of Economic Theory.
[Full Text][Citation analysis]
article70
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]
article19
1992Arbitrage and Existence of Equilibrium in Finite Asset Markets. In: Stanford - Institute for Thoretical Economics.
[Citation analysis]
paper37
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: 37
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]
article41
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]
article54
1997Valuation bubbles and sequential bubbles In: Economics Working Papers.
[Full Text][Citation analysis]
paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team