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Jan Wenzelburger

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

Personal Details

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

RePEc Short-ID: pwe136

Email:
Homepage: http://www.keele.ac.uk/depts/ec/cer/janwenzelburger.htm
Postal Address: University of Liverpool Management School Chatham Street Liverpool, L69 7ZH, UK
Phone:

Affiliation

Centre for Economic Research
School of Economics and Management Studies
University of Keele
Location: Staffordshire, United Kingdom
Homepage: http://www.keele.ac.uk/depts/ec/cer/
Email:
Phone: +44 (0)1782 5831094
Fax: +44 (0)1782 717577
Postal: Keele University, Keele, Staffs, ST5 5BG
Handle: RePEc:edi:dekeeuk (more details at EDIRC)

Works

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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.
  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.
  3. Gersbach, Hans & Wenzelburger, Jan, 2007. "Sophistication in Risk Management, Bank Equity, and Stability," CEPR Discussion Papers 6353, C.E.P.R. Discussion Papers.
  4. Jan Wenzelburger & Volker Boehm, 2004. "On the performance of efficient portfolios," Computing in Economics and Finance 2004 197, Society for Computational Economics.
  5. 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.
  6. Hans Gersbach & Jan Wenzelburger, 2004. "Do Risk Premia Protect from Banking Crises," Levine's Bibliography 122247000000000356, UCLA Department of Economics.
  7. Hans Gersbach & Jan Wenzelburger, 2001. "The Dynamics of Deposit Insurance and the Consumption Trap," CESifo Working Paper Series 509, CESifo Group Munich.
  8. 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.
  9. Jan Wenzelburger, 2000. "Convergence of Adaptive Learning Models of Pure Exchange," Econometric Society World Congress 2000 Contributed Papers 1070, Econometric Society.

Articles

  1. Hans Gersbach & Jan Wenzelburger, 2010. "Sophistication in Risk Management, Bank Equity, and Stability-super-," International Review of Finance, International Review of Finance Ltd., vol. 10(s1), pages 63-91.
  2. Jan Wenzelburger, 2010. "The two-fund separation theorem revisited," Annals of Finance, Springer, vol. 6(2), pages 221-239, March.
  3. Ulrich Horst & Jan Wenzelburger, 2008. "On non-ergodic asset prices," Economic Theory, Springer, vol. 34(2), pages 207-234, February.
  4. Gersbach, Hans & Wenzelburger, Jan, 2008. "Do Risk Premia Protect Against Banking Crises?," Macroeconomic Dynamics, Cambridge University Press, vol. 12(S1), pages 100-111, April.
  5. Wenzelburger, Jan, 2006. "Learning in linear models with expectational leads," Journal of Mathematical Economics, Elsevier, vol. 42(7-8), pages 854-884, November.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Jan Wenzelburger, 2002. "Global convergence of adaptive learning in models of pure exchange," Economic Theory, Springer, vol. 19(4), pages 649-672.
  11. Volker Böhm & Nicole Deutscher & Jan Wenzelburger, 2000. "Endogenous Random Asset Prices in Overlapping Generations Economies," Mathematical Finance, Wiley Blackwell, vol. 10(1), pages 23-38.
  12. B hm, Volker & Wenzelburger, Jan, 1999. "Expectations, Forecasting, And Perfect Foresight," Macroeconomic Dynamics, Cambridge University Press, vol. 3(02), pages 167-186, June.

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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