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 0 0 153
Arbitrage and Existence of Equilibrium in Infinite Asset Markets 0 0 0 28 0 0 2 136
Arbitrage, bubbles and valuation 0 0 0 33 0 2 4 143
Efficient Allocations under Ambiguity 0 0 0 1 1 1 2 40
Efficient Allocations under Ambiguity 0 0 1 23 0 0 3 38
Envelope Theorem, Euler, and Bellman Equations without Differentiability 0 0 2 75 2 3 16 292
Implementing Arrow-Debreu Equilibria by Trading Infinitely-Lived Securities 0 0 0 163 0 0 6 653
Implementing Arrow-Debreu equilibria by trading infinitely-lived securities 0 0 0 186 1 1 4 893
Incomplete Derivative Markets and Portfolio Insurance 0 0 0 211 0 0 2 659
Portfolio Dominance and Optimality in Infinite Securities Markets 0 0 0 8 0 0 0 157
Rational Asset Pricing Bubbles Revisited 0 0 0 21 0 0 3 65
Speculative Trade under Ambiguity 0 0 0 30 1 1 7 48
Valuation bubbles and sequential bubbles 0 0 0 308 0 1 5 1,435
Yudin Cones and Inductive Limit Topologies 0 0 0 61 0 0 1 289
Total Working Papers 0 0 3 1,148 5 9 55 5,001


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 3 30 0 1 7 99
Arbitrage and Existence of Equilibrium in Infinite Asset Markets 0 0 0 46 0 0 0 140
Arbitrage and the Existence of Competitive Equilibrium 0 1 1 124 0 1 7 447
Arbitrage, Bubbles, and Valuation 0 0 0 0 0 1 5 244
Asset price bubbles in Arrow-Debreu and sequential equilibrium 0 0 0 229 1 1 6 1,168
Barucci, E.: Financial Markets Theory – Equilibrium, Efficiency and Information 0 0 0 139 0 0 3 301
Diversification and Equilibrium in Securities Markets 0 0 0 17 0 0 2 73
Efficient allocations under ambiguity 0 0 3 32 1 1 7 97
Equilibria with options: Existence and indeterminacy 0 0 0 13 0 0 1 46
Equilibrium in economies with incomplete financial markets 0 0 0 143 0 1 5 320
Equilibrium with incomplete markets without ordered preferences 0 0 0 8 1 1 3 29
Implementing Arrow-Debreu equilibria by trading infinitely-lived securities 0 0 0 14 0 0 2 127
Liquidity and asset prices in rational expectations equilibrium with ambiguous information 0 0 0 47 0 0 4 170
Minimum-cost portfolio insurance 0 0 1 90 0 0 3 218
On Constrained Optimal Allocations with Incomplete Markets 0 0 0 0 0 0 0 51
Portfolio characterization of risk aversion 0 1 1 41 0 1 1 87
Portfolio dominance and optimality in infinite security markets 0 0 0 22 0 0 0 79
Rational asset pricing bubbles and debt constraints 0 0 1 22 0 0 5 71
Risk and risk aversion when states of nature matter 0 0 0 12 0 0 2 71
Risk aversion for variational and multiple-prior preferences 0 0 0 7 0 0 0 57
Structure of financial markets and real indeterminacy of equilibria 0 0 3 16 1 1 8 56
Total Journal Articles 0 2 13 1,052 4 9 71 3,951


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 1 1 4 69
Principles of Financial Economics 0 0 0 0 0 0 10 89
Total Books 0 0 0 0 1 1 14 158


Statistics updated 2022-08-04