Research Output per year

## Fingerprint The Fingerprint is created by mining the titles and abstracts of the person's research outputs and projects/funding awards to create an index of weighted terms from discipline-specific thesauri.

Asset Pricing
Mathematics

Indeterminacy
Mathematics

Risk Aversion
Mathematics

Financial Markets
Mathematics

Finance
Mathematics

Insurance
Mathematics

Bubble
Mathematics

Probability Measure
Mathematics

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Network
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## Research Output 1985 2018

## Foreword to the special issue on “Robustness, Knightian uncertainty, and games in finance”

Riedel, F., Shannon, C. & Werner, J., Jan 1 2018, In : Mathematics and Financial Economics. 12, 1Research output: Contribution to journal › Editorial

Finance

Game

Robustness

Uncertainty

Knightian uncertainty

8
Citations
(Scopus)

## Rational asset pricing bubbles and debt constraints

Werner, J., Jan 1 2014, In : Journal of Mathematical Economics. 53, p. 145-152 8 p.Research output: Contribution to journal › Article

Asset Pricing

Bubble

Costs

Borrowing Constraints

Dynamic Pricing

11
Citations
(Scopus)

## Efficient allocations under ambiguity

Strzalecki, T. & Werner, J., May 1 2011, In : Journal of Economic Theory. 146, 3, p. 1173-1194 22 p.Research output: Contribution to journal › Article

Efficient allocation

Endowments

Ambiguity aversion

Uncertainty

Risk aversion

31
Citations
(Scopus)

## Liquidity and asset prices in rational expectations equilibrium with ambiguous information

Ozsoylev, H. & Werner, J., Oct 1 2011, In : Economic Theory. 48, 2, p. 469-491 23 p.Research output: Contribution to journal › Article

Rational expectations equilibrium

Asset prices

Liquidity

Asset markets

Investors

2
Citations
(Scopus)

## Risk aversion for variational and multiple-prior preferences

Werner, J., May 1 2011, In : Journal of Mathematical Economics. 47, 3, p. 382-390 9 p.Research output: Contribution to journal › Article

Risk Aversion

Probability Measure

Expected Utility

Cost Function

Divergence