1985 …2018
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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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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, 1

Research output: Contribution to journalEditorial

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 journalArticle

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 journalArticle

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 journalArticle

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 journalArticle

Risk Aversion
Probability Measure
Expected Utility
Cost Function
Divergence