Jan Werner February 2019
Jan Werner February 2019
Jan Werner February 2019
CURRICULUM VITAE
PROFESSIONAL EXPERIENCE:
- Associate Professor of Economics, 1993-2001, and Assistant Professor of Economics,
1987-1993, Department of Economics, University of Minnesota.
- Research Associate, Department of Economics, University of Bonn, 1983-1987.
- Research Fellow, Polish Academy of Sciences, Warsaw, 1980-1981.
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Jan Werner February 2019
EDITORIAL POSITIONS:
- Associate Editor, Mathematics and Financial Economics, 2014 - present.
- Associate Editor, Journal of Mathematical Economics, 1992 - present.
- Associate Editor, Annals of Finance, 2004 - present.
- Associate Editor, Economic Theory, 2002 - 2014.
- Associate Editor, Central European Journal of Economic Modeling and Economet-
rics, 2010 - present.
- Guest Editor, Mathematics and Financial Economics, Special Issue, vol. 12, 2008.
- Guest Editor, Journal of Mathematical Economics, Special Issue, vol. 39, 2003.
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Jan Werner February 2019
RESEARCH GRANTS:
- National Science Foundation Grant SES-0099206, 2001-2003.
BOOK:
Principles of Financial Economics, with Stephen F. LeRoy, Cambridge University Press,
1st Edition 2001, 2nd Edition August 2014.
JOURNAL ARTICLES:
“Introduction to Special Issue on Robustness, Knightian Uncertainty, and Games in Fi-
nance,” with Frank Riedel and Christina Shannon, Mathematics and Financial
Economic, 12, (1), January 2018.
“Rational Asset Pricing Bubbles and Debt Constraints,” Journal of Mathematical Eco-
nomics, 53C pp. 145-152, 2014.
“Efficient Allocations under Ambiguity” with Tomasz Strzalecki, Journal of Economic
Theory, 141, 1173-1194, 2011.
“Liquidity and Asset Prices in Rational Expectations Equilibrium with Ambiguous Infor-
mation,” with Han Ozsoylev, Economic Theory, 48, 469-491, 2011.
“Risk Aversion for Variational and Multiple-Prior Preferences,” Journal of Mathematical
Economics, 47, 382-390, 2011.
“Leo Hurwicz’s Legacy: The Methodology of Mechanism Design.” (in Polish), Decyzje,
13, 119-133, June 2010.
“Risk and Risk Aversion when States of Nature Matter,” Economic Theory, 41, 231–246,
November 2009.
“Risk Aversion” in The New Palgrave Dictionary of Economics, 2nd Edition, Mcmillan,
April 2008.
“A Simple Axiomatization of Risk-Averse Expected Utility,” Economics Letters, 88, 73-77,
2005.
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Jan Werner February 2019
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Jan Werner February 2019
BOOK REVIEWS:
Financial Markets Theory: Equilibrium, Efficiency and Information by E. Barucci,
Springer Verlag, Journal of Economics, 84, February 2005, .
Theory of Incomplete Markets by M. Magill and M. Quinzii, MIT Press, Journal of Eco-
nomic Literature, 1998.
WORKING PAPERS:
“Speculative Bubbles, Heterogeneous Beliefs, and Learning,” August 2018.
“Speculative Trade under Ambiguity,” August 2015, revised November 2017.
“Envelope Theorem, Euler, and Bellman Equations without Differentiability,” with R.
Marimon, August 2017, submitted.
“Debt Bubbles,” with Filipe Martins-da-Rocha, December 2018.
“Optimal Allocations with Ambiguity Loving Agents,” with P. Beißner, revised May 2018.
“Participation in Risk Sharing under Ambiguity,” December 2013.
“Information Revelation and Market Crashes,” October 2004, revised June 2005.
“Multidate Beta Pricing and Capital Budgeting,” with Stephen F. LeRoy, September 2001.
“Factor Models in Asset Pricing,” with Stephen F. LeRoy, June 1999, revised June 2000.
“Domains of Demand and Supply, and the Existence of Competitive Equilibrium”, March
1995, revised June 1996.
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Jan Werner February 2019
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Jan Werner February 2019