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Jan Werner

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Personal Details

First Name:Jan
Middle Name:
Last Name:Werner
Suffix:
RePEc Short-ID:pwe351
[This author has chosen not to make the email address public]
http://www.econ.umn.edu/~jwerner
Minneapolis, Minnesota (United States)
http://www.econ.umn.edu/

: (612)625-6353
(612)624-0209
4-101 Hanson Hall, 1925 Fourth Street South, Minneapolis, MN 55455
RePEc:edi:deumnus (more details at EDIRC)
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  1. Jan Werner, 2016. "Speculative Trade under Ambiguity," 2016 Meeting Papers 1607, Society for Economic Dynamics.
  2. Jan Werner & Ramon Marimon, 2015. "Envelope Theorem, Euler, and Bellman Equations without Differentiability," 2015 Meeting Papers 1415, Society for Economic Dynamics.
  3. Jan Werner, 2012. "Rational Asset Pricing Bubbles Revisited," 2012 Meeting Papers 1165, Society for Economic Dynamics.
  4. Kevin X. D. Huang & Jan Werner, 2002. "Implementing Arrow-Debreu equilibria by trading infinitely-lived securities," Research Working Paper RWP 02-08, Federal Reserve Bank of Kansas City.
  5. C. D. Aliprantis & D. Brown & J. Werner, 1999. "Minimum-Cost Portfolio Insurance," Discussion Paper Serie A 599, University of Bonn, Germany.
  6. Kevin X.D. Huang & Jan Werner, 1997. "Valuation bubbles and sequential bubbles," Economics Working Papers 303, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 1997.
  7. Charalambos Aliprantis & Donald J. Brown & Werner, J., 1997. "Incomplete Derivative Markets and Portfolio Insurance," Cowles Foundation Discussion Papers 1126R, Cowles Foundation for Research in Economics, Yale University.
  8. Aliprantis, C. D. & Brown, D. J. & Polyrakis, I. A. & Werner, J., 1996. "Yudin Cones and Inductive Limit Topologies," Working Papers 964, California Institute of Technology, Division of the Humanities and Social Sciences.
  9. Aliprantis, C. D. & D. J. Brown & I. A. Polyrakis & J. Werner, 1996. "Portfolio Dominance and Optimality in Infinite Security Markets," Discussion Paper Serie B 383, University of Bonn, Germany.
  10. Aliprantis, C. D. & Brown, D. J. & Polyrakis, I.A. & Werner, J., 1996. "Portfolio Dominance and Optimality in Infinite Securities Markets," Working Papers 965, California Institute of Technology, Division of the Humanities and Social Sciences.
  11. Jan Werner, 1995. "Arbitrage, bubbles and valuation," Economics Working Papers 121, Department of Economics and Business, Universitat Pompeu Fabra.
  12. Werner,Jan & Wang,Zhenyu, 1992. "Portfolio characterization of risk aversion," Discussion Paper Serie A 373, University of Bonn, Germany.
  13. Brown, D.J. & Werner, J., 1992. "Arbitrage and Existence of Equilibrium in Finite Asset Markets," Papers 43, Stanford - Institute for Thoretical Economics.
  14. Krasa,Stefan & Werner,Jan, 1989. "Equilibria with options: Existence and indeterminacy," Discussion Paper Serie A 230, University of Bonn, Germany.
  15. Werner,Jan, 1988. "Equilibrium with incomplete markets without ordered preferences," Discussion Paper Serie A 184, University of Bonn, Germany.
  16. Tomasz Strzalecki & Jan Werner, "undated". "Efficient Allocations under Ambiguity," Working Paper 8325, Harvard University OpenScholar.
  17. Werner,Jan, "undated". "Structure of financial markets and real indeterminacy of equilibria," Discussion Paper Serie B 80, University of Bonn, Germany.
  18. Werner,Jan, "undated". "Asset prices and real indeterminacy in equilibrium with financial markets," Discussion Paper Serie B 50, University of Bonn, Germany.
  1. Werner, Jan, 2014. "Rational asset pricing bubbles and debt constraints," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 145-152.
  2. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient allocations under ambiguity," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1173-1194, May.
  3. Han Ozsoylev & Jan Werner, 2011. "Liquidity and asset prices in rational expectations equilibrium with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 469-491, October.
  4. Werner, Jan, 2011. "Risk aversion for variational and multiple-prior preferences," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 382-390.
  5. Jan Werner, 2009. "Risk and risk aversion when states of nature matter," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(2), pages 231-246, November.
  6. J. Werner, 2005. "Barucci, E.: Financial Markets Theory – Equilibrium, Efficiency and Information," Journal of Economics, Springer, vol. 84(1), pages 95-97, 02.
  7. Werner, Jan, 2005. "A simple axiomatization of risk-averse expected utility," Economics Letters, Elsevier, vol. 88(1), pages 73-77, July.
  8. Kevin Huang & Jan Werner, 2004. "Implementing Arrow-Debreu equilibria by trading infinitely-lived securities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(3), pages 603-622, October.
  9. Aliprantis, C. D. & Brown, D. J. & Werner, J., 2000. "Minimum-cost portfolio insurance," Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1703-1719, October.
  10. Kevin X.D. Huang & Jan Werner, 2000. "Asset price bubbles in Arrow-Debreu and sequential equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 15(2), pages 253-278.
  11. Aliprantis, C. D. & Brown, D. J. & Polyrakis, I. A. & Werner, J., 1998. "Portfolio dominance and optimality in infinite security markets," Journal of Mathematical Economics, Elsevier, vol. 30(3), pages 347-366, October.
  12. Werner, Jan, 1997. "Diversification and Equilibrium in Securities Markets," Journal of Economic Theory, Elsevier, vol. 75(1), pages 89-103, July.
  13. Werner, Jan, 1997. "Arbitrage, Bubbles, and Valuation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(2), pages 453-464, May.
  14. Donald J. Brown & Jan Werner, 1995. "Arbitrage and Existence of Equilibrium in Infinite Asset Markets," Review of Economic Studies, Oxford University Press, vol. 62(1), pages 101-114.
  15. Wang, Zhenyu & Werner, Jan, 1994. "Portfolio characterization of risk aversion," Economics Letters, Elsevier, vol. 45(2), pages 259-265, June.
  16. Werner, Jan, 1991. "On Constrained Optimal Allocations with Incomplete Markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(2), pages 205-209, April.
  17. Krasa, Stefan & Werner, Jan, 1991. "Equilibria with options: Existence and indeterminacy," Journal of Economic Theory, Elsevier, vol. 54(2), pages 305-320, August.
  18. Werner, Jan, 1990. "Structure of financial markets and real indeterminacy of equilibria," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 217-232.
  19. Werner, Jan, 1989. "Equilibrium with incomplete markets without ordered preferences," Journal of Economic Theory, Elsevier, vol. 49(2), pages 379-382, December.
  20. Werner, Jan, 1987. "Arbitrage and the Existence of Competitive Equilibrium," Econometrica, Econometric Society, vol. 55(6), pages 1403-1418, November.
  21. Werner, Jan, 1985. "Equilibrium in economies with incomplete financial markets," Journal of Economic Theory, Elsevier, vol. 36(1), pages 110-119, June.
  1. LeRoy,Stephen F. & Werner,Jan, 2014. "Principles of Financial Economics," Cambridge Books, Cambridge University Press, number 9781107673021, September.
  2. LeRoy,Stephen F. & Werner,Jan, 2001. "Principles of Financial Economics," Cambridge Books, Cambridge University Press, number 9780521586054.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MIC: Microeconomics (5) 1998-09-14 2003-05-13 2013-12-15 2015-12-01 2016-12-18. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (3) 2003-05-08 2015-12-01 2016-12-18
  3. NEP-FIN: Finance (1) 2003-05-08
  4. NEP-FMK: Financial Markets (1) 2003-05-08
  5. NEP-GTH: Game Theory (1) 2013-12-15
  6. NEP-UPT: Utility Models & Prospect Theory (1) 2013-12-15

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