Jan Werner : Citation Profile

University of Minnesota

11

H index

12

i10 index

614

Citations

RESEARCH PRODUCTION:

25

Articles

12

Papers

2

Books

RESEARCH ACTIVITY:

   38 years (1985 - 2023). See details.
   Cites by year: 16
   Journals where Jan Werner has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 15 (2.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe351
   Updated: 2025-12-20    RAS profile: 2023-01-09    
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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 (67)

Ha-Huy, Thai (49)

Pham, Ngoc-Sang (48)

Wooders, Myrna (24)

Allouch, Nizar (21)

Tallon, Jean-Marc (21)

Kamihigashi, Takashi (20)

Cornet, Bernard (18)

Nguyen, Manh Hung (17)

Page, Frank (15)

Tourky, Rabee (15)

Cites to:

Strzalecki, Tomasz (23)

Chateauneuf, Alain (22)

Gilboa, Itzhak (22)

Tallon, Jean-Marc (20)

Marinacci, Massimo (13)

Mukerji, Sujoy (12)

Epstein, Larry (11)

Billot, Antoine (10)

BONNISSEAU, Jean-Marc (8)

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

Schneider, Martin (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 (2025 and 2024)

YearTitle of citing document
2024Efficient convex PCA with applications to Wasserstein GPCA and ranked data. (2024). Wong, Ting-Kam Leonard ; Campbell, Steven. In: Papers. RePEc:arx:papers:2211.02990.

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2025Optimal sharing, equilibria, and welfare without risk aversion. (2024). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Papers. RePEc:arx:papers:2401.03328.

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2024Do backrun auctions protect traders?. (2024). MacPherson, Andrew W. In: Papers. RePEc:arx:papers:2401.08302.

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

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2024Efficiency in Pure-Exchange Economies with Risk-Averse Monetary Utilities. (2024). Zhu, Michael Boyuan ; Ghossoub, Mario. In: Papers. RePEc:arx:papers:2406.02712.

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2024Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures. (2024). Chong, Wing Fung ; Zhu, Michael B ; Ghossoub, Mario. In: Papers. RePEc:arx:papers:2409.05103.

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2025Note on Bubbles Attached to Real Assets. (2024). Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2410.17425.

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2025Bursting Bubbles in a Macroeconomic Model. (2025). Toda, Alexis Akira ; Kishi, Keiichi ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2501.08215.

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2025Asset Prices with Overlapping Generations and Capital Accumulation: Tirole (1985) Revisited. (2025). Toda, Alexis Akira ; Pham, Ngoc-Sang. In: Papers. RePEc:arx:papers:2501.16560.

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2025To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies. (2025). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Papers. RePEc:arx:papers:2508.03230.

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2025Bursting Bubbles in a Macroeconomic Model. (2025). Toda, Alexis Akira ; Kishi, Keiichi ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:25-001e.

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2024Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?. (2024). Wei, YU ; Liu, Yuntong ; Wang, Yizhi ; Zhou, Chunyan ; Shi, Chunpei. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004171.

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2024Political uncertainty and stock price crash risk: Insights from state-elections in an emerging market. (2024). Wadhwa, Kavita ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400351x.

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2024Ambiguity and informativeness of (non-)trading. (2024). Chu, Yinxiao. In: Games and Economic Behavior. RePEc:eee:gamebe:v:148:y:2024:i:c:p:367-384.

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

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2025On the optimality of straight deductibles under smooth ambiguity aversion. (2025). Wei, Wei ; Peter, Richard ; Chi, Yichun. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:234:y:2025:i:c:s0167268125001210.

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2024Sequential trading with coarse contingencies. (2024). Kochov, Asen ; Auster, Sarah ; Kettering, Jeremy. In: Journal of Economic Theory. RePEc:eee:jetheo:v:220:y:2024:i:c:s0022053124000802.

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2024Ambiguity and private investors’ behavior after forced fund liquidations. (2024). Meyer, Steffen ; Uhr, Charline. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000722.

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2024Bubble economics. (2024). Toda, Alexis Akira ; Hirano, Tomohiro. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s0304406824000065.

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2024Alpha-maxmin as an aggregation of two selves. (2024). Tallon, Jean-Marc ; Chateauneuf, Alain ; Vergopoulos, Vassili ; Faro, Jose Heleno. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000661.

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2024Robust α-maxmin representations. (2024). Chateauneuf, Alain ; Qu, Xiangyu ; Vergopoulos, Vassili ; Ventura, Caroline. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:114:y:2024:i:c:s0304406824001058.

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2025Market ambiguity, investor sentiment and market anomalies – Evidence from the Chinese A-share market. (2025). Yang, Baochen ; Gao, Qianran ; Li, Jiapeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005142.

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2024Bubble economics. (2024). Toda, Alexis Akira ; Hirano, Tomohiro. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:122042.

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2025To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies. (2025). Bosi, Stefano ; Pham, Ngoc-Sang ; le Van, Cuong. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-05199274.

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2024New Insights into Liquidity Resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; O'Sullivan, Conall. In: Post-Print. RePEc:hal:journl:hal-04432411.

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2024Alpha-maxmin as an aggregation of two selves. (2024). Tallon, Jean-Marc ; Chateauneuf, Alain ; Vergopoulos, Vassili ; Faro, Jos Heleno. In: PSE Working Papers. RePEc:hal:psewpa:halshs-04589094.

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2025Equilibrium with asymmetric information and restricted participation: The no-arbritrage characterization. (2025). de Boisdeffre, Lionel. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:25014.

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2025What are asset price bubbles? A survey on definitions of financial bubbles. (2025). Baumann, Michael Heinrich ; Janischewski, Anja. In: MPRA Paper. RePEc:pra:mprapa:123676.

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2025To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies. (2025). Bosi, Stefano ; le Van, Cuong ; Pham, Ngoc Sang. In: MPRA Paper. RePEc:pra:mprapa:125605.

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2025To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies. (2025). le Van, Cuong ; Pham, Ngoc Sang ; Bosi, Stefano. In: MPRA Paper. RePEc:pra:mprapa:125772.

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2025What are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles. (2025). Baumann, Michael Heinrich ; Janischewski, Anja. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep065.

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2024Rich by Accident: the Second Welfare Theorem with a Redundant Asset Under Imperfect Foresight. (2024). Kajii, Atsushi ; Chatterji, Shurojit. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:048.

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Works by Jan Werner:

YearTitleTypeCited
2014Principles of Financial Economics In: Cambridge Books.
[Citation analysis]		book23
2014Principles of Financial Economics.(2014) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 23		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]		article149
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]		article29
2011Efficient Allocations under Ambiguity.(2011) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
Efficient Allocations under Ambiguity.() In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		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]		article4
2016Speculative Trade under Ambiguity.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1985Equilibrium in economies with incomplete financial markets In: Journal of Economic Theory.
[Full Text][Citation analysis]		article78
1989Equilibrium with incomplete markets without ordered preferences In: Journal of Economic Theory.
[Full Text][Citation analysis]		article11
1991Equilibria with options: Existence and indeterminacy In: Journal of Economic Theory.
[Full Text][Citation analysis]		article7
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]		article31
1992Arbitrage and Existence of Equilibrium in Finite Asset Markets. In: Stanford - Institute for Thoretical Economics.
[Citation analysis]		paper52
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: 52		article
1997Arbitrage, Bubbles, and Valuation. In: International Economic Review.
[Citation analysis]		article3
1995Arbitrage, bubbles and valuation.(1995) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		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]		article70
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]		article70
2023Optimal allocations with α-MaxMin utilities, Choquet expected utilities, and Prospect Theory In: Theoretical Economics.
[Full Text][Citation analysis]		article7
1997Valuation bubbles and sequential bubbles In: Economics Working Papers.
[Full Text][Citation analysis]		paper2

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