Jan Wenzelburger : Citation Profile


Are you Jan Wenzelburger?

University of Keele

6

H index

4

i10 index

115

Citations

RESEARCH PRODUCTION:

11

Articles

8

Papers

RESEARCH ACTIVITY:

   11 years (1999 - 2010). See details.
   Cites by year: 10
   Journals where Jan Wenzelburger has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 9 (7.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe136
   Updated: 2021-04-17    RAS profile: 2011-09-16    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jan Wenzelburger.

Is cited by:

Chiarella, Carl (24)

He, Xuezhong (23)

Hommes, Cars (7)

Horst, Ulrich (7)

Shi, Lei (6)

Zheng, Min (4)

Gersbach, Hans (4)

Bayraktar, Erhan (3)

Zachariadis, Marios (3)

Wagener, Florian (3)

Bottazzi, Giulio (2)

Cites to:

Nielsen, Lars (9)

Chiarella, Carl (8)

Uhlig, Harald (7)

Evans, George (7)

Brock, William (7)

Bhattacharya, Sudipto (6)

Hommes, Cars (6)

Thakor, Anjan (6)

Chang, Roberto (5)

Allen, Franklin (5)

Gersbach, Hans (5)

Main data


Where Jan Wenzelburger has published?


Journals with more than one article published# docs
Macroeconomic Dynamics3
Journal of Economic Dynamics and Control2
Journal of Mathematical Economics2
Economic Theory2

Working Papers Series with more than one paper published# docs
Computing in Economics and Finance 2004 / Society for Computational Economics2

Recent works citing Jan Wenzelburger (2021 and 2020)


YearTitle of citing document
2020Which banks smooth and at what price?. (2020). Zachariadis, Marios ; Vinogradov, Dmitri ; Kokas, Sotirios. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119918307843.

Full description at Econpapers || Download paper

2020Mean-variance analysis and the Modified Market Portfolio. (2020). Wenzelburger, Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302167.

Full description at Econpapers || Download paper

Works by Jan Wenzelburger:


YearTitleTypeCited
2001Heterogeneous Beliefs in OLG Economies with Endogenous Random Asset Prices In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]
paper0
2000Endogenous Random Asset Prices in Overlapping Generations Economies In: Mathematical Finance.
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article9
2001The Dynamics of Deposit Insurance and the Consumption Trap In: CESifo Working Paper Series.
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paper6
2005Do Risk Premia Protect from Banking Crises? In: CEPR Discussion Papers.
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paper1
2007Sophistication in Risk Management, Bank Equity, and Stability In: CEPR Discussion Papers.
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paper0
2008DO RISK PREMIA PROTECT AGAINST BANKING CRISES? In: Macroeconomic Dynamics.
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article6
1999EXPECTATIONS, FORECASTING, AND PERFECT FORESIGHT In: Macroeconomic Dynamics.
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article16
2002PERFECT PREDICTIONS IN ECONOMIC DYNAMICAL SYSTEMS WITH RANDOM PERTURBATIONS In: Macroeconomic Dynamics.
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article5
2000Convergence of Adaptive Learning Models of Pure Exchange In: Econometric Society World Congress 2000 Contributed Papers.
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paper2
2004Learning to predict rationally when beliefs are heterogeneous In: Journal of Economic Dynamics and Control.
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article17
2005On the performance of efficient portfolios In: Journal of Economic Dynamics and Control.
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article26
2004On the performance of efficient portfolios.(2004) In: Computing in Economics and Finance 2004.
[Citation analysis]
This paper has another version. Agregated cites: 26
paper
2006The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM In: Journal of Mathematical Economics.
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article7
2006Learning in linear models with expectational leads In: Journal of Mathematical Economics.
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article4
2010The two-fund separation theorem revisited In: Annals of Finance.
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article3
2008A Note on the Two-fund Separation Theorem In: MPRA Paper.
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paper0
2004Price Formation and Asset Allocations of the Electronic Trading System Xetra In: Computing in Economics and Finance 2004.
[Citation analysis]
paper0
2002Global convergence of adaptive learning in models of pure exchange In: Economic Theory.
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article3
2008On non-ergodic asset prices In: Economic Theory.
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article10

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