Jan Werner
Professor of Economics
4-139 Hanson Hall
Phone:(612) 625-0708 Fax: (612) 624-0209
jwerner@econ.umn.edu
|
Participation in Risk Sharing under Ambiguity.
November 2011.
Risk Aversion for Variational and Multiple-Prior Preferences.
J. of Math. Econ., November 2011.
Efficient Allocations under Ambiguity.
with Tomasz Strzalecki, J. of Econ. Theory,vol 146, pg 1173-1195, October 2011.
Liquidity and Asset Prices in Rational Expectations Equilibrium with Ambiguous Information.
with Han Ozsoylev, Econ. Theory, 48, pg 469-491, 2011.
Information Revelation and Market Crashes.
2006.
Risk and Risk Aversion when States of Nature Matter.
published in Economic Theory, vol. 41, November 2009.
Risk Aversion as a Foundation of Expected Utility.
October 2002, shorter version published in Economics Letters, vol. 88, 2005.
Note: All papers are in PDF format. Click on the icon below to download the Adobe Acrobat® viewer
|
