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Information about:
Jan Wenzelburger

Personal Details | Affiliation | Works
This is information that was supplied by Jan Wenzelburger in registering through RePEc. If you are Jan Wenzelburger , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Jan
Middle Name:
Last Name: Wenzelburger
Suffix:

RePEc Short-ID: pwe136

Email: [This author has chosen not to make the email address public]
Homepage: http://www.keele.ac.uk/depts/ec/cer/janwenzelburger.htm
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Wenzelburger, Jan, 2008. "A Note on the Two-fund Separation Theorem," MPRA Paper 11014, University Library of Munich, Germany, revised 31 Sep 2008. [Downloadable!]

  2. Jan Wenzelburger & Volker Böhm & Thorsten Pampel, 2007. "On the Stability of Balanced Growth," Keele Economics Research Papers KERP 2007/09, Centre for Economic Research, Keele University. [Downloadable!]

  3. Gersbach, Hans & Wenzelburger, Jan, 2007. "Sophistication in Risk Management, Bank Equity, and Stability," CEPR Discussion Papers 6353, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  4. Jan Wenzelburger & Xihao Li, 2004. "Price Formation and Asset Allocations of the Electronic Trading System Xetra," Computing in Economics and Finance 2004 198, Society for Computational Economics.

  5. Hans Gersbach & Jan Wenzelburger, 2004. "Do Risk Premia Protect from Banking Crises," Levine's Bibliography 122247000000000356, UCLA Department of Economics. [Downloadable!]
    Other versions:

  6. Jan Wenzelburger & Volker Boehm, 2004. "On the performance of efficient portfolios," Computing in Economics and Finance 2004 197, Society for Computational Economics.
    Published as:

  7. Jan Wenzelburger, 2001. "Heterogeneous Beliefs in OLG Economies with Endogenous Random Asset Prices," CeNDEF Workshop Papers, January 2001 2A.1, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

  8. Jan Wenzelburger, 2000. "Convergence of Adaptive Learning Models of Pure Exchange," Econometric Society World Congress 2000 Contributed Papers 1070, Econometric Society. [Downloadable!]

Articles

  1. Gersbach, Hans & Wenzelburger, Jan, 2008. "Do Risk Premia Protect Against Banking Crises?," Macroeconomic Dynamics, Cambridge University Press, vol. 12(S1), pages 100-111, April. [Downloadable!]

  2. Ulrich Horst & Jan Wenzelburger, 2008. "On non-ergodic asset prices," Economic Theory, Springer, vol. 34(2), pages 207-234, February. [Downloadable!] (restricted)

  3. Wenzelburger, Jan, 2006. "Learning in linear models with expectational leads," Journal of Mathematical Economics, Elsevier, vol. 42(7-8), pages 854-884, November. [Downloadable!] (restricted)

  4. Hillebrand, Marten & Wenzelburger, Jan, 2006. "The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 565-593, August. [Downloadable!] (restricted)

  5. Bohm, Volker & Wenzelburger, Jan, 2005. "On the performance of efficient portfolios," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 721-740, April. [Downloadable!] (restricted)
    Other versions:

  6. Wenzelburger, Jan, 2004. "Learning to predict rationally when beliefs are heterogeneous," Journal of Economic Dynamics and Control, Elsevier, vol. 28(10), pages 2075-2104, September. [Downloadable!] (restricted)

  7. B hm, Volker & Wenzelburger, Jan, 2002. "Perfect Predictions In Economic Dynamical Systems With Random Perturbations," Macroeconomic Dynamics, Cambridge University Press, vol. 6(05), pages 687-712, November. [Downloadable!]

  8. Jan Wenzelburger, 2002. "research articles : Global convergence of adaptive learning in models of pure exchange," Economic Theory, Springer, vol. 19(4), pages 649-672. [Downloadable!] (restricted)

  9. B hm, Volker & Wenzelburger, Jan, 1999. "Expectations, Forecasting, And Perfect Foresight," Macroeconomic Dynamics, Cambridge University Press, vol. 3(02), pages 167-186, June. [Downloadable!]

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2007-06-30 2007-09-24 Author is listed
  2. NEP-CFN: Corporate Finance (1) 2007-09-24
  3. NEP-DGE: Dynamic General Equilibrium (1) 2007-09-24
  4. NEP-FIN: Finance (2) 2004-09-05 2005-06-14 Author is listed
  5. NEP-FMK: Financial Markets (1) 2005-06-14
  6. NEP-MAC: Macroeconomics (4) 2005-06-14 2007-06-30 2007-09-24 2007-09-24 Author is listed
  7. NEP-REG: Regulation (2) 2007-06-30 2007-09-24 Author is listed
  8. NEP-RMG: Risk Management (2) 2007-06-30 2007-09-24 Author is listed
  9. NEP-SEA: South East Asia (1) 2005-06-14
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This page was last updated on 2009-11-30.

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