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Jan Werner

Global rank #2014 97%

Institution: University of Minnesota

Primary Field: Theory (weighted toward more recent publications)

Homepage: http://www.econ.umn.edu/~jwerner

First Publication: 1985

Most Recent: 2022

RePEc ID: pwe351 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 3.02 0.00 0.00 6.03
Last 10 Years 0.00 3.02 0.00 0.00 6.03
All Time 1.01 11.06 14.24 0.00 41.89

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 29.45

Publications (20)

Year Article Journal Tier Authors
2022 Speculative trade under ambiguity Journal of Economic Theory A 1
2021 The envelope theorem, Euler and Bellman equations, without differentiability Journal of Economic Theory A 2
2014 Rational asset pricing bubbles and debt constraints Journal of Mathematical Economics B 1
2011 Liquidity and asset prices in rational expectations equilibrium with ambiguous information Economic Theory B 2
2011 Efficient allocations under ambiguity Journal of Economic Theory A 2
2011 Risk aversion for variational and multiple-prior preferences Journal of Mathematical Economics B 1
2009 Risk and risk aversion when states of nature matter Economic Theory B 1
2005 A simple axiomatization of risk-averse expected utility Economics Letters C 1
2004 Implementing Arrow-Debreu equilibria by trading infinitely-lived securities Economic Theory B 2
2000 Minimum-cost portfolio insurance Journal of Economic Dynamics and Control B 3
2000 Asset price bubbles in Arrow-Debreu and sequential equilibrium Economic Theory B 2
1998 Portfolio dominance and optimality in infinite security markets Journal of Mathematical Economics B 4
1997 Diversification and Equilibrium in Securities Markets Journal of Economic Theory A 1
1995 Arbitrage and Existence of Equilibrium in Infinite Asset Markets Review of Economic Studies S 2
1994 Portfolio characterization of risk aversion Economics Letters C 2
1991 Equilibria with options: Existence and indeterminacy Journal of Economic Theory A 2
1991 On Constrained Optimal Allocations with Incomplete Markets. Economic Theory B 1
1990 Structure of financial markets and real indeterminacy of equilibria Journal of Mathematical Economics B 1
1989 Equilibrium with incomplete markets without ordered preferences Journal of Economic Theory A 1
1985 Equilibrium in economies with incomplete financial markets Journal of Economic Theory A 1