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Factor pricing in multidate security markets

Werner, Jan - In: Advances in finance and stochastics : essays in honour …, (pp. 71-84). 2002

Persistent link: https://www.econbiz.de/10001672221

A simple axiomatization of risk-averse expected utility

Werner, Jan - In: Economics letters 88 (2005) 1, pp. 73-77

Persistent link: https://www.econbiz.de/10002880872

Equilibrium with incomplete markets without ordered preferences

Werner, Jan - 1988

Persistent link: https://www.econbiz.de/10000760488

Rational asset pricing bubbles and debt constraints

Werner, Jan - In: Journal of mathematical economics 53 (2014), pp. 145-152

Persistent link: https://www.econbiz.de/10011297127

Participation in risk sharing under ambiguity

Werner, Jan - In: Theory and decision : an international journal for … 90 (2021) 3/4, pp. 507-519

Persistent link: https://www.econbiz.de/10012583639

Risk and risk aversion when states of nature matter

Werner, Jan - In: Economic theory : official journal of the Society for … 41 (2009) 2, pp. 231-246

Persistent link: https://www.econbiz.de/10003874064

Structure of financial markets and real indeterminacy of equilibria

Werner, Jan - 1987

Persistent link: https://www.econbiz.de/10013276829

Speculative trade under ambiguity

Werner, Jan - In: Journal of economic theory 199 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013193330

Incomplete Derivative Markets and Portfolio Insurance

Aliprantis, Charalambos; Brown, Donald J.; Werner, J. - Cowles Foundation for Research in Economics, Yale University - 1997

We present necessary and sufficient conditions on the asset span of incomplete derivative markets for insuring marketed portfolios. If the asset span is finite dimensional there exists a polynomial-time algorithm for deciding if every marketed portfolio is insurable, moreover this algorithm...

Persistent link: https://www.econbiz.de/10005249263

Asset price bubbles in Arrow-Debreu and sequential equilibrium

Huang, Kevin X. D.; Werner, Jan - In: Economic theory : official journal of the Society for … 15 (2000) 2, pp. 253-278

Persistent link: https://www.econbiz.de/10001460559