Jan Werner
Professor of Economics
1151 Heller Hall
Phone:(612) 625-0708 Fax: (612) 624-0209
jwerner@atlas.socsci.umn.edu
Risk and Risk Aversion when States of Nature Matter.
Forthcoming in Economic Theory, 2008.
Risk Aversion as a Foundation of Expected Utility.
October 2002
Factor Pricing in Multidate Security Markets.
December 2001
Factor Models in Asset Pricing.
with Stephen LeRoy, August 2000
Note: All papers are in PDF format. Click on the icon below to download the Adobe Acrobat® viewer