Jan Werner
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University of Minnesota
→ Department of Economics
 website
 location: Minneapolis, Minnesota (United States)
Research profile
author of:

On Constrained Optimal Allocations with Incomplete Markets.
by Werner, Jan

Yudin Cones and Inductive Limit Topologies
by Aliprantis, C. D. & Brown, D. J. & Polyrakis, I. A. & Werner, J.

Portfolio Dominance and Optimality in Infinite Securities Markets
by Aliprantis, C. D. & Brown, D. J. & Polyrakis, I. A. & Werner, J.

Implementing ArrowDebreu equilibria by trading infinitelylived securities
by Kevin X. D. Huang & Jan Werner

Liquidity and asset prices in rational expectations equilibrium with ambiguous information
by Han Ozsoylev & Jan Werner

Minimumcost portfolio insurance
by Aliprantis, C. D. & Brown, D. J. & Werner, J.

Valuation bubbles and sequential bubbles
by Kevin X. D. Huang & Jan Werner

Portfolio dominance and optimality in infinite security markets
by Aliprantis, C. D. & Brown, D. J. & Polyrakis, I. A. & Werner, J.

Incomplete Derivative Markets and Portfolio Insurance
by Charalambos Aliprantis & Donald J. Brown & Werner, J.

Implementing ArrowDebreu Equilibria by Trading InfinitelyLived Securities
by Kevin X. D. Huang & Jan Werner

Portfolio characterization of risk aversion
by Wang, Zhenyu & Werner, Jan

Implementing ArrowDebreu equilibria by trading infinitelylived securities
by Kevin Huang & Jan Werner

Asset price bubbles in ArrowDebreu and sequential equilibrium
by Kevin X. D. Huang & Jan Werner

Equilibrium in economies with incomplete financial markets
by Werner, Jan

Equilibrium with incomplete markets without ordered preferences
by Werner, Jan

Rational asset pricing bubbles and debt constraints
by Werner, Jan

Risk and risk aversion when states of nature matter
by Jan Werner

Rational Asset Pricing Bubbles Revisited
by Jan Werner

Arbitrage, Bubbles, and Valuation.
by Werner, Jan

Efficient Allocations under Ambiguity
by Tomasz Strzalecki & Jan Werner

Risk aversion for variational and multipleprior preferences
by Werner, Jan

Diversification and Equilibrium in Securities Markets
by Werner, Jan

Structure of financial markets and real indeterminacy of equilibria
by Werner, Jan

Efficient allocations under ambiguity
by Strzalecki, Tomasz & Werner, Jan

Arbitrage, bubbles and valuation
by Jan Werner

Equilibria with options: Existence and indeterminacy
by Krasa, Stefan & Werner, Jan

Barucci, E.: Financial Markets Theory – Equilibrium, Efficiency and Information.
by J. Werner

Efficient Allocations under Ambiguity
by Strzalecki, Tomasz & Werner, Jan

Arbitrage and Existence of Equilibrium in Finite Asset Markets.
by Brown, D. J. & Werner, J.

Arbitrage and Existence of Equilibrium in Infinite Asset Markets
by Brown, Donald & Werner, Jan

A simple axiomatization of riskaverse expected utility
by Werner, Jan

Arbitrage and the Existence of Competitive Equilibrium.
by Werner, Jan

Principles of Financial Economics
by LeRoy, Stephen F. & Werner, Jan

Principles of Financial Economics
by LeRoy, Stephen F. & Werner, Jan

Arbitrage and Existence of Equilibrium in Infinite Asset Markets
by Donald J. Brown & Jan Werner

Envelope Theorem, Euler, and Bellman Equations without Differentiability
by Jan Werner & Ramon Marimon

Speculative Trade under Ambiguity
by Jan Werner