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 2 153
Arbitrage and Existence of Equilibrium in Infinite Asset Markets 0 0 0 28 1 3 8 133
Arbitrage, bubbles and valuation 0 0 1 32 1 1 4 133
Efficient Allocations under Ambiguity 0 0 0 1 1 1 7 35
Efficient Allocations under Ambiguity 0 0 0 22 0 0 2 33
Envelope Theorem, Euler, and Bellman Equations without Differentiability 2 3 13 69 7 14 98 237
Implementing Arrow-Debreu Equilibria by Trading Infinitely-Lived Securities 0 0 1 163 1 2 11 642
Implementing Arrow-Debreu equilibria by trading infinitely-lived securities 1 1 3 186 1 2 13 883
Incomplete Derivative Markets and Portfolio Insurance 0 0 1 210 2 2 12 653
Portfolio Dominance and Optimality in Infinite Securities Markets 0 0 0 8 0 0 0 157
Rational Asset Pricing Bubbles Revisited 0 0 1 20 0 0 2 57
Speculative Trade under Ambiguity 0 0 1 28 0 2 6 32
Valuation bubbles and sequential bubbles 0 0 2 308 3 6 22 1,417
Yudin Cones and Inductive Limit Topologies 0 0 0 61 3 3 9 287
Total Working Papers 3 4 23 1,136 20 37 196 4,852


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 23 0 0 5 85
Arbitrage and Existence of Equilibrium in Infinite Asset Markets 0 0 0 46 0 1 4 139
Arbitrage and the Existence of Competitive Equilibrium 0 0 1 117 1 2 6 428
Arbitrage, Bubbles, and Valuation 0 0 0 0 0 0 8 237
Asset price bubbles in Arrow-Debreu and sequential equilibrium 0 0 3 229 0 0 10 1,156
Barucci, E.: Financial Markets Theory – Equilibrium, Efficiency and Information 0 1 3 139 0 2 11 297
Diversification and Equilibrium in Securities Markets 0 0 0 16 0 0 2 67
Efficient allocations under ambiguity 0 0 0 29 0 0 2 90
Equilibria with options: Existence and indeterminacy 0 0 0 13 0 0 2 44
Equilibrium in economies with incomplete financial markets 0 0 3 139 0 1 8 307
Equilibrium with incomplete markets without ordered preferences 0 0 0 7 0 0 6 25
Implementing Arrow-Debreu equilibria by trading infinitely-lived securities 0 0 0 14 0 2 9 119
Liquidity and asset prices in rational expectations equilibrium with ambiguous information 0 0 1 45 0 1 10 161
Minimum-cost portfolio insurance 0 0 0 89 0 1 4 209
On Constrained Optimal Allocations with Incomplete Markets 0 0 0 0 0 0 2 50
Portfolio characterization of risk aversion 0 0 0 40 0 0 2 85
Portfolio dominance and optimality in infinite security markets 0 0 0 22 0 3 4 78
Rational asset pricing bubbles and debt constraints 0 1 2 20 0 4 9 64
Risk and risk aversion when states of nature matter 0 0 0 12 0 0 2 68
Risk aversion for variational and multiple-prior preferences 0 0 0 7 0 1 3 56
Structure of financial markets and real indeterminacy of equilibria 0 0 0 12 0 0 4 46
Total Journal Articles 0 2 13 1,019 1 18 113 3,811


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 6 12 64
Principles of Financial Economics 0 0 0 0 2 2 9 56
Total Books 0 0 0 0 4 8 21 120


Statistics updated 2020-09-04