Details about Jan Wenzelburger

Access statistics for papers by Jan Wenzelburger.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: pwe136

Working Papers

2016

1. Trade Liberalization in Arab Maghreb Union Countries
   MPRA Paper, University Library of Munich, Germany

2008

2. A Note on the Two-fund Separation Theorem
   MPRA Paper, University Library of Munich, Germany

2007

3. On the Stability of Balanced Growth
   Keele Economics Research Papers, Centre for Economic Research, Keele University
4. Sophistication in Risk Management, Bank Equity, and Stability
   Keele Economics Research Papers, Centre for Economic Research, Keele University
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
   See also Journal Article Sophistication in Risk Management, Bank Equity, and Stability*, International Review of Finance, International Review of Finance Ltd. (2010) View citations (1) (2010)

2005

5. Do Risk Premia Protect from Banking Crises?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in Levine's Bibliography, UCLA Department of Economics (2004) View citations (2)

2004

6. On the performance of efficient portfolios
   Computing in Economics and Finance 2004, Society for Computational Economics
   See also Journal Article On the performance of efficient portfolios, Journal of Economic Dynamics and Control, Elsevier (2005) View citations (30) (2005)
7. Price Formation and Asset Allocations of the Electronic Trading System Xetra
   Computing in Economics and Finance 2004, Society for Computational Economics

2001

8. Heterogeneous Beliefs in OLG Economies with Endogenous Random Asset Prices
   CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
9. The Dynamics of Deposit Insurance and the Consumption Trap
   CESifo Working Paper Series, CESifo View citations (7)

2000

10. Convergence of Adaptive Learning Models of Pure Exchange
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (2)

Undated

11. Refined Risk Assessment and Banking Stability
    Working Papers, ETH Zurich, Chair of Systems Design

Journal Articles

2024

1. Financial intermediation and efficient risk sharing in two-period lived OLG models
   Economic Theory Bulletin, 2024, 12, (1), 57-78
2. Nuclear accidents liability and a grave natural disaster of an exceptional character
   Journal of Environmental Economics and Policy, 2024, 13, (2), 213-227

2023

3. On the Effectiveness of Capital Requirements
   Rivista Internazionale di Scienze Sociali, 2023, 131, (1), 213-250

2020

4. Mean-variance analysis and the Modified Market Portfolio
   Journal of Economic Dynamics and Control, 2020, 111, (C)
5. Trade liberalisation, governance, and the balance of payments: evidence from the Arab Maghreb Union
   Middle East Development Journal, 2020, 12, (1), 101-130

2018

6. Equilibria in the CAPM with non-tradeable endowments
   Journal of Mathematical Economics, 2018, 75, (C), 93-107 View citations (2)

2013

7. Risk sharing in a financial market with endogenous option prices
   The European Journal of Finance, 2013, 19, (6), 491-517

2010

8. Sophistication in Risk Management, Bank Equity, and Stability*
   International Review of Finance, 2010, 10, (1), 63-91 View citations (1)
   See also Working Paper Sophistication in Risk Management, Bank Equity, and Stability, Keele Economics Research Papers (2007) (2007)
9. The two-fund separation theorem revisited
   Annals of Finance, 2010, 6, (2), 221-239 View citations (5)

2008

10. DO RISK PREMIA PROTECT AGAINST BANKING CRISES?
    Macroeconomic Dynamics, 2008, 12, (S1), 100-111 View citations (8)
11. On non-ergodic asset prices
    Economic Theory, 2008, 34, (2), 207-234 View citations (14)

2006

12. Learning in linear models with expectational leads
    Journal of Mathematical Economics, 2006, 42, (7-8), 854-884 View citations (4)
13. On the dynamics of asset prices and portfolios in a multiperiod CAPM
    Chaos, Solitons & Fractals, 2006, 29, (3), 578-594 View citations (2)
14. The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM
    Journal of Mathematical Economics, 2006, 42, (4-5), 565-593 View citations (9)

2005

15. On the performance of efficient portfolios
    Journal of Economic Dynamics and Control, 2005, 29, (4), 721-740 View citations (30)
    See also Working Paper On the performance of efficient portfolios, Computing in Economics and Finance 2004 (2004) (2004)

2004

16. LEARNING TO PLAY BEST RESPONSE IN DUOPOLY GAMES
    International Game Theory Review (IGTR), 2004, 06, (03), 443-459 View citations (2)
17. Learning to predict rationally when beliefs are heterogeneous
    Journal of Economic Dynamics and Control, 2004, 28, (10), 2075-2104 View citations (23)

2003

18. The Workout of Banking Crises: A Macroeconomic Perspective
    CESifo Economic Studies, 2003, 49, (2), 233-258 View citations (8)

2002

19. Global convergence of adaptive learning in models of pure exchange
    Economic Theory, 2002, 19, (4), 649-672 View citations (8)
20. PERFECT PREDICTIONS IN ECONOMIC DYNAMICAL SYSTEMS WITH RANDOM PERTURBATIONS
    Macroeconomic Dynamics, 2002, 6, (5), 687-712 View citations (8)

2000

21. Endogenous Random Asset Prices in Overlapping Generations Economies
    Mathematical Finance, 2000, 10, (1), 23-38 View citations (16)

1999

22. EXPECTATIONS, FORECASTING, AND PERFECT FORESIGHT
    Macroeconomic Dynamics, 1999, 3, (2), 167-186 View citations (21)

Books

2006

1. Learning in Economic Systems with Expectations Feedback
   Lecture Notes in Economics and Mathematical Systems, Springer View citations (6)