10
H index
12
i10 index
578
Citations
Jan Werner : Citation Profile
University of Minnesota | RESEARCH PRODUCTION: 24 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | 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 |
| 2023 | DeFi 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 |
| 2024 | Allocation 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 |
| 2023 | Optimality 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 |
| 2023 | Time-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 |
| 2024 | New 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 |
| 2023 | A 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 |
| 2023 | Ambiguous 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 |
| 2024 | Bubble economics. (2024). Toda, Alexis Akira ; Hirano, Tomohiro. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s0304406824000065. Full description at Econpapers || Download paper |
| 2023 | Trading 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 |
| 2023 | Existence 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 |
| 2023 | Necessary 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 |
| 2023 | Source 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 |
| 2023 | Roy 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 |
| 2023 | On 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 |
| 2023 | TRADING 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Principles of Financial Economics In: Cambridge Books. [Citation analysis] | book | 22 |
| 2014 | Principles of Financial Economics.(2014) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 22 | 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 | 149 |
| 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 nother 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 nother version. Agregated cites: 5 | article | |
| 2000 | Minimum-cost portfolio insurance In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 17 |
| 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 | 5 |
| 2011 | Efficient allocations under ambiguity In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 28 |
| 2011 | Efficient 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 | ||
| 2021 | The envelope theorem, Euler and Bellman equations, without differentiability In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 3 |
| 2015 | Envelope 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 | |
| 2022 | Speculative trade under ambiguity In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 3 |
| 2016 | Speculative Trade under Ambiguity.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1985 | Equilibrium in economies with incomplete financial markets In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 76 |
| 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 | 6 |
| 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 | 25 |
| 1992 | Arbitrage and Existence of Equilibrium in Finite Asset Markets. In: Stanford - Institute for Thoretical Economics. [Citation analysis] | paper | 52 |
| 1995 | Arbitrage 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: 52 | 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 nother 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 | 60 |
| 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 | 65 |
| 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. Last updated November, 3 2024. Contact: CitEc Team