Access Statistics for Jan Werner

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Arbitrage and Existence of Equilibrium in Finite Asset Markets 0 0 0 0 0 1 2 156
Arbitrage and Existence of Equilibrium in Infinite Asset Markets 0 0 0 28 0 1 1 139
Arbitrage, bubbles and valuation 0 0 0 35 11 12 12 162
Efficient Allocations under Ambiguity 0 0 0 23 0 0 0 39
Efficient Allocations under Ambiguity 0 0 0 3 2 2 3 47
Envelope Theorem, Euler, and Bellman Equations without Differentiability 0 0 1 79 0 1 6 333
Implementing Arrow-Debreu Equilibria by Trading Infinitely-Lived Securities 0 0 0 163 1 1 2 657
Implementing Arrow-Debreu equilibria by trading infinitely-lived securities 0 0 0 186 0 0 1 898
Incomplete Derivative Markets and Portfolio Insurance 0 0 0 211 0 0 1 661
Portfolio Dominance and Optimality in Infinite Securities Markets 0 0 0 8 0 0 0 158
Rational Asset Pricing Bubbles Revisited 0 0 2 25 0 1 5 75
Speculative Bubbles, Heterogeneopus Beliefs, and Learning 0 0 2 26 0 0 3 95
Speculative Trade under Ambiguity 0 0 1 31 2 2 5 53
Valuation bubbles and sequential bubbles 0 0 1 309 1 1 3 1,443
Yudin Cones and Inductive Limit Topologies 0 0 0 61 1 2 4 295
Total Working Papers 0 0 7 1,188 18 24 48 5,211


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple axiomatization of risk-averse expected utility 0 0 0 33 0 0 1 105
Arbitrage and Existence of Equilibrium in Infinite Asset Markets 0 0 1 48 0 2 5 150
Arbitrage and the Existence of Competitive Equilibrium 0 0 0 127 0 1 3 457
Arbitrage, Bubbles, and Valuation 0 0 0 0 0 0 0 245
Asset price bubbles in Arrow-Debreu and sequential equilibrium 0 0 0 229 0 0 2 1,175
Barucci, E.: Financial Markets Theory – Equilibrium, Efficiency and Information 0 0 0 142 0 0 1 306
Diversification and Equilibrium in Securities Markets 0 0 0 17 0 0 2 77
Efficient allocations under ambiguity 0 0 0 32 0 0 1 101
Equilibria with options: Existence and indeterminacy 0 0 0 13 0 0 1 47
Equilibrium in economies with incomplete financial markets 0 1 2 150 1 2 7 332
Equilibrium with incomplete markets without ordered preferences 0 0 0 8 0 1 1 31
Implementing Arrow-Debreu equilibria by trading infinitely-lived securities 0 0 0 14 0 1 4 135
Liquidity and asset prices in rational expectations equilibrium with ambiguous information 0 0 0 48 0 0 1 174
Minimum-cost portfolio insurance 0 0 0 91 0 1 3 223
On Constrained Optimal Allocations with Incomplete Markets 0 0 0 0 2 3 3 54
Optimal allocations with α-MaxMin utilities, Choquet expected utilities, and Prospect Theory 0 0 0 3 0 1 2 14
Participation in risk sharing under ambiguity 1 2 2 8 1 2 4 18
Portfolio characterization of risk aversion 0 0 0 44 0 1 1 92
Portfolio dominance and optimality in infinite security markets 0 0 0 22 0 1 1 82
Rational asset pricing bubbles and debt constraints 0 0 0 23 1 2 3 77
Risk and risk aversion when states of nature matter 0 0 0 12 0 2 5 77
Risk aversion for variational and multiple-prior preferences 0 0 0 8 0 0 1 60
Speculative trade under ambiguity 0 0 0 5 1 2 4 19
Structure of financial markets and real indeterminacy of equilibria 0 0 0 16 0 0 0 56
The envelope theorem, Euler and Bellman equations, without differentiability 0 0 1 8 0 1 9 62
Total Journal Articles 1 3 6 1,101 6 23 65 4,169


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Principles of Financial Economics 0 0 0 0 2 4 4 97
Principles of Financial Economics 0 0 0 0 0 1 6 87
Total Books 0 0 0 0 2 5 10 184


Statistics updated 2025-09-05