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Arbitrage, bubbles, and valuation

Werner, Jan - In: International economic review 38 (1997) 2, pp. 453-464

Persistent link: https://www.econbiz.de/10001218239

Equilibria with options : existence and indeterminacy

Krasa, Stefan - In: Journal of economic theory 54 (1991) 2, pp. 305-320

Persistent link: https://www.econbiz.de/10001108806

Portfolio characterization of risk aversion

Wang, Zhenyu - In: Economics letters 45 (1994) 2, pp. 259-265

Persistent link: https://www.econbiz.de/10001163911

Diversification and equilibrium in securities markets

Werner, Jan - 1996

Persistent link: https://www.econbiz.de/10000941458

Arbitrage and the existence of competitive equilibrium

Werner, Jan - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 6, pp. 1403-1418

Persistent link: https://www.econbiz.de/10001036118

Valuation bubbles and sequential bubbles

Huang, Kevin X. D. (contributor); Werner, Jan (contributor) - 1998

Persistent link: https://www.econbiz.de/10000989315

Minimum-cost portfolio insurance

Aliprantis, Charalambos D.; Brown, D. J.; Werner, Jan - 1999

Persistent link: https://www.econbiz.de/10001392965

Portfolio characterization of risk aversion

Werner, Jan - 1992

Persistent link: https://www.econbiz.de/10000845849

Efficient Allocations Under Ambiguity

Strzalecki, Tomasz - 2013

An important implication of the expected utility model under risk aversion is that if agents have the same probability belief, then the efficient allocations under uncertainty are comonotone with the aggregate endowment, and if their beliefs are concordant, then the efficient allocations are...

Persistent link: https://www.econbiz.de/10013075808

Mobility in a globalised world 2020

Sucky, Eric (ed.); Biethahn, Niels (ed.); Werner, Jan (ed.) - 2021

Persistent link: https://www.econbiz.de/10012799004

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