6
H index
4
i10 index
115
Citations
Jan Wenzelburger : Citation Profile
University of Keele | RESEARCH PRODUCTION: 11 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (1999 - 2010). 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:
| Cites to:
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Main data
Where Jan Wenzelburger has published?
| Journals with more than one article published | # docs |
|---|---|
| Macroeconomic Dynamics | 3 |
| Journal of Economic Dynamics and Control | 2 |
| Journal of Mathematical Economics | 2 |
| Economic Theory | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Computing in Economics and Finance 2004 / Society for Computational Economics | 2 |
Recent works citing Jan Wenzelburger (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Which 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 |
| 2020 | Mean-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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | Heterogeneous Beliefs in OLG Economies with Endogenous Random Asset Prices In: CeNDEF Workshop Papers, January 2001. [Citation analysis] | paper | 0 |
| 2000 | Endogenous Random Asset Prices in Overlapping Generations Economies In: Mathematical Finance. [Full Text][Citation analysis] | article | 9 |
| 2001 | The Dynamics of Deposit Insurance and the Consumption Trap In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2005 | Do Risk Premia Protect from Banking Crises? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Sophistication in Risk Management, Bank Equity, and Stability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | DO RISK PREMIA PROTECT AGAINST BANKING CRISES? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 6 |
| 1999 | EXPECTATIONS, FORECASTING, AND PERFECT FORESIGHT In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 16 |
| 2002 | PERFECT PREDICTIONS IN ECONOMIC DYNAMICAL SYSTEMS WITH RANDOM PERTURBATIONS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 5 |
| 2000 | Convergence of Adaptive Learning Models of Pure Exchange In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Learning to predict rationally when beliefs are heterogeneous In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 17 |
| 2005 | On the performance of efficient portfolios In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 26 |
| 2004 | On the performance of efficient portfolios.(2004) In: Computing in Economics and Finance 2004. [Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2006 | The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 7 |
| 2006 | Learning in linear models with expectational leads In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 4 |
| 2010 | The two-fund separation theorem revisited In: Annals of Finance. [Full Text][Citation analysis] | article | 3 |
| 2008 | A Note on the Two-fund Separation Theorem In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Price Formation and Asset Allocations of the Electronic Trading System Xetra In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
| 2002 | Global convergence of adaptive learning in models of pure exchange In: Economic Theory. [Full Text][Citation analysis] | article | 3 |
| 2008 | On non-ergodic asset prices In: Economic Theory. [Full Text][Citation analysis] | article | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team