Jan Werner

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory	2023-10-17	Paper
Speculative trade under ambiguity	2022-01-18	Paper
The envelope theorem, Euler and Bellman equations, without differentiability	2021-09-29	Paper
Participation in risk sharing under ambiguity	2021-05-06	Paper
Energy intake functions and energy budgets of ectotherms and endotherms derived from their ontogenetic growth in body mass and timing of sexual maturation	2018-07-06	Paper
Rational asset pricing bubbles and debt constraints	2014-09-08	Paper
A simple axiomatization of risk-averse expected utility	2013-01-02	Paper
Risk aversion for variational and multiple-prior preferences	2012-07-13	Paper
Liquidity and asset prices in rational expectations equilibrium with ambiguous information	2011-10-25	Paper
Efficient allocations under ambiguity	2011-06-28	Paper
Risk and risk aversion when states of nature matter	2009-09-09	Paper
Implementing Arrow-Debreu equilibria by trading infinitely-lived securities	2005-02-11	Paper
https://portal.mardi4nfdi.de/entity/Q4225426	2003-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q4550912	2002-01-01	Paper
Minimum-cost portfolio insurance	2000-10-26	Paper
Asset price bubbles in Arrow-Debreu and sequential equilibrium	2000-01-01	Paper
Portfolio dominance and optimality in infinite security markets	1999-09-01	Paper
Diversification and equilibrium in securities markets	1998-05-21	Paper
Arbitrage, Bubbles, and Valuation	1997-12-04	Paper
Arbitrage and Existence of Equilibrium in Infinite Asset Markets	1996-01-08	Paper
https://portal.mardi4nfdi.de/entity/Q4858028	1995-12-11	Paper
On constrained optimal allocations with incomplete markets	1994-11-27	Paper
Portfolio characterization of risk aversion	1994-10-17	Paper
Equilibria with options: Existence and indeterminacy	1991-01-01	Paper
Structure of financial markets and real indeterminacy of equilibria	1990-01-01	Paper
Equilibrium with incomplete markets without ordered preferences	1989-01-01	Paper
Arbitrage and the Existence of Competitive Equilibrium	1987-01-01	Paper
Equilibrium in economies with incomplete financial markets	1985-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
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