Jan Werner : Citation Profile


Are you Jan Werner?

University of Minnesota

10

H index

12

i10 index

572

Citations

RESEARCH PRODUCTION:

24

Articles

12

Papers

2

Books

RESEARCH ACTIVITY:

   37 years (1985 - 2022). See details.
   Cites by year: 15
   Journals where Jan Werner has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 15 (2.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe351
   Updated: 2024-07-05    RAS profile: 2023-01-09    
   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 (67)

Ha-Huy, Thai (49)

Pham, Ngoc-Sang (37)

Wooders, Myrna (24)

Allouch, Nizar (21)

Kamihigashi, Takashi (20)

Cornet, Bernard (18)

Nguyen, Manh Hung (17)

Tallon, Jean-Marc (17)

Page, Frank (15)

Tourky, Rabee (15)

Cites to:

Strzalecki, Tomasz (21)

Chateauneuf, Alain (21)

Gilboa, Itzhak (20)

Tallon, Jean-Marc (20)

Marinacci, Massimo (13)

Mukerji, Sujoy (12)

Epstein, Larry (11)

Billot, Antoine (10)

Martins-da-Rocha, V. Filipe (7)

Schneider, Martin (7)

LeRoy, Stephen (7)

Main data


Where Jan Werner has published?


Journals with more than one article published# docs
Journal of Economic Theory7
Economic Theory5
Journal of Mathematical Economics4
Economics Letters2

Recent works citing Jan Werner (2024 and 2023)


YearTitle of citing document
2023Efficient 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

2023DeFi Security: Turning The Weakest Link Into The Strongest Attraction. (2023). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2312.00033.

Full description at Econpapers || Download paper

2024Allocation Mechanisms in Decentralized Exchange Markets with Frictions. (2024). Principi, Giulio ; Ghossoub, Mario ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2404.10900.

Full description at Econpapers || Download paper

2023Optimality in an OLG model with nonsmooth preferences. (2023). Ohtaki, Eisei. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:611-659.

Full description at Econpapers || Download paper

2023Time-varying minimum-cost portfolio insurance problem via an adaptive fuzzy-power LVI-PDNN. (2023). Li, Shuai ; Stanimirovi, Predrag S ; Mourtas, Spyridon D ; Katsikis, Vasilios N ; Cao, Xinwei. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:441:y:2023:i:c:s0096300322007688.

Full description at Econpapers || Download paper

2024New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609.

Full description at Econpapers || Download paper

2023A test of (weak) certainty independence. (2023). Trautmann, Stefan T ; Kops, Christopher ; Konig-Kersting, Christian. In: Journal of Economic Theory. RePEc:eee:jetheo:v:209:y:2023:i:c:s0022053123000194.

Full description at Econpapers || Download paper

2023Ambiguous price formation. (2023). He, Xue-Zhong ; Aliyev, Nihad. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:106:y:2023:i:c:s0304406823000356.

Full description at Econpapers || Download paper

2023Trading ambiguity: a tale of two heterogeneities. (2023). Tallon, Jean Marc ; Ozsoylev, Han N ; Mukerji, Sujoy. In: Post-Print. RePEc:hal:journl:halshs-03962563.

Full description at Econpapers || Download paper

2023Existence of equilibrium on asset markets with a countably infinite number of states. (2023). le Van, Cuong ; Ha-Huy, Thai. In: Working Papers. RePEc:hal:wpaper:hal-04130993.

Full description at Econpapers || Download paper

2023Necessary and Sufficient Condition for the Existence of Equilibrium in Finite Dimensional Asset Markets with Short-Selling and Preferences with Half-Lines. (2023). Wooders, Myrna ; le Van, Cuong ; Ha-Huy, Thai. In: Working Papers. RePEc:hal:wpaper:hal-04131008.

Full description at Econpapers || Download paper

2023Source and rank-dependent utility. (2023). Zank, Horst ; Abdellaoui, Mohammed. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:4:d:10.1007_s00199-022-01434-4.

Full description at Econpapers || Download paper

2023Roy Radner: A Subtle Theorist. (2023). Majumdar, Mukul. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:3:d:10.1007_s40953-023-00364-9.

Full description at Econpapers || Download paper

2023On the Welfare Role of Redundant Assets with Heterogeneous Forecasts. (2023). Kajii, Atsushi ; Chatterji, Shurojit. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:046.

Full description at Econpapers || Download paper

2023TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES. (2023). Tallon, Jeanmarc ; Ozsoylev, Han N ; Mukerji, Sujoy. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1127-1164.

Full description at Econpapers || Download paper

Works by Jan Werner:


YearTitleTypeCited
2014Principles of Financial Economics In: Cambridge Books.
[Citation analysis]
book22
2014Principles of Financial Economics.(2014) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 22
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]
article148
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 nother 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 nother version. Agregated cites: 5
article
2000Minimum-cost portfolio insurance In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article17
1994Portfolio characterization of risk aversion In: Economics Letters.
[Full Text][Citation analysis]
article3
2005A simple axiomatization of risk-averse expected utility In: Economics Letters.
[Full Text][Citation analysis]
article5
2011Efficient allocations under ambiguity In: Journal of Economic Theory.
[Full Text][Citation analysis]
article28
2011Efficient Allocations under Ambiguity.(2011) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28
paper
Efficient Allocations under Ambiguity.() In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28
paper
2021The envelope theorem, Euler and Bellman equations, without differentiability In: Journal of Economic Theory.
[Full Text][Citation analysis]
article3
2015Envelope Theorem, Euler, and Bellman Equations without Differentiability.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2022Speculative trade under ambiguity In: Journal of Economic Theory.
[Full Text][Citation analysis]
article3
2016Speculative Trade under Ambiguity.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
1985Equilibrium in economies with incomplete financial markets In: Journal of Economic Theory.
[Full Text][Citation analysis]
article76
1989Equilibrium with incomplete markets without ordered preferences In: Journal of Economic Theory.
[Full Text][Citation analysis]
article10
1991Equilibria with options: Existence and indeterminacy In: Journal of Economic Theory.
[Full Text][Citation analysis]
article6
1997Diversification and Equilibrium in Securities Markets In: Journal of Economic Theory.
[Full Text][Citation analysis]
article10
1990Structure of financial markets and real indeterminacy of equilibria In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article6
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]
article24
1992Arbitrage and Existence of Equilibrium in Finite Asset Markets. In: Stanford - Institute for Thoretical Economics.
[Citation analysis]
paper51
1995Arbitrage and Existence of Equilibrium in Infinite Asset Markets.(1995) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51
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 nother version. Agregated cites: 2
paper
2005Barucci, E.: Financial Markets Theory – Equilibrium, Efficiency and Information. In: Journal of Economics.
[Full Text][Citation analysis]
article0
2021Participation in risk sharing under ambiguity In: Theory and Decision.
[Full Text][Citation analysis]
article0
2012Rational Asset Pricing Bubbles Revisited In: 2012 Meeting Papers.
[Full Text][Citation analysis]
paper0
2018Speculative Bubbles, Heterogeneopus Beliefs, and Learning. In: 2018 Meeting Papers.
[Full Text][Citation analysis]
paper1
2000Asset price bubbles in Arrow-Debreu and sequential equilibrium In: Economic Theory.
[Full Text][Citation analysis]
article58
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]
article64
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 June, 27 2024. Contact: CitEc Team