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 2 153
Arbitrage and Existence of Equilibrium in Infinite Asset Markets 0 0 0 28 0 1 7 133
Arbitrage, bubbles and valuation 1 1 2 33 1 3 5 135
Efficient Allocations under Ambiguity 0 0 0 1 0 1 6 35
Efficient Allocations under Ambiguity 0 0 0 22 0 0 0 33
Envelope Theorem, Euler, and Bellman Equations without Differentiability 0 4 11 71 5 20 85 250
Implementing Arrow-Debreu Equilibria by Trading Infinitely-Lived Securities 0 0 1 163 2 3 8 644
Implementing Arrow-Debreu equilibria by trading infinitely-lived securities 0 1 3 186 1 2 10 884
Incomplete Derivative Markets and Portfolio Insurance 0 0 0 210 0 3 9 654
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 1 57
Speculative Trade under Ambiguity 0 0 0 28 2 2 6 34
Valuation bubbles and sequential bubbles 0 0 2 308 1 5 18 1,419
Yudin Cones and Inductive Limit Topologies 0 0 0 61 0 3 8 287
Total Working Papers 1 6 20 1,139 12 43 165 4,875


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 3 85
Arbitrage and Existence of Equilibrium in Infinite Asset Markets 0 0 0 46 1 1 5 140
Arbitrage and the Existence of Competitive Equilibrium 0 0 0 117 2 3 7 430
Arbitrage, Bubbles, and Valuation 0 0 0 0 0 0 3 237
Asset price bubbles in Arrow-Debreu and sequential equilibrium 0 0 0 229 1 2 7 1,158
Barucci, E.: Financial Markets Theory – Equilibrium, Efficiency and Information 0 0 2 139 0 1 8 298
Diversification and Equilibrium in Securities Markets 0 0 0 16 0 0 1 67
Efficient allocations under ambiguity 0 0 0 29 0 0 0 90
Equilibria with options: Existence and indeterminacy 0 0 0 13 1 1 1 45
Equilibrium in economies with incomplete financial markets 0 0 0 139 1 1 3 308
Equilibrium with incomplete markets without ordered preferences 1 1 1 8 1 1 5 26
Implementing Arrow-Debreu equilibria by trading infinitely-lived securities 0 0 0 14 1 1 7 120
Liquidity and asset prices in rational expectations equilibrium with ambiguous information 0 0 1 45 0 0 9 161
Minimum-cost portfolio insurance 0 0 0 89 0 0 2 209
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 1 85
Portfolio dominance and optimality in infinite security markets 0 0 0 22 0 0 4 78
Rational asset pricing bubbles and debt constraints 0 0 2 20 0 0 7 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 0 2 56
Structure of financial markets and real indeterminacy of equilibria 1 1 1 13 1 1 3 47
Total Journal Articles 2 2 7 1,021 9 12 82 3,822


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 4 13 66
Principles of Financial Economics 0 0 0 0 0 3 7 57
Total Books 0 0 0 0 1 7 20 123


Statistics updated 2020-11-03