6
H index
4
i10 index
141
Citations
Jan Wenzelburger : Citation Profile
University of Keele | RESEARCH PRODUCTION: 23 Articles 11 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1999 - 2025). 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 |
|---|---|
| Journal of Mathematical Economics | 4 |
| Macroeconomic Dynamics | 3 |
| Journal of Economic Dynamics and Control | 3 |
| Economic Theory | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
| MPRA Paper / University Library of Munich, Germany | 2 |
| Computing in Economics and Finance 2004 / Society for Computational Economics | 2 |
Recent works citing Jan Wenzelburger (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory. (2024). Gasparavivcius, Ignas ; Grigutis, Andrius. In: Papers. RePEc:arx:papers:2402.10253. Full description at Econpapers || Download paper |
| 2024 | Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets. (2024). Herdegen, Martin ; Martins, David ; Czichowsky, Christoph. In: Papers. RePEc:arx:papers:2408.03134. Full description at Econpapers || Download paper |
| 2024 | Banking competition and capital dependence of the production sector: Growth and welfare implications. (2024). Rauber, Tom ; Ritschel, Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:676-698. Full description at Econpapers || Download paper |
| 2025 | Shareholder Engagement in an ESG-CAPM with Incomplete Markets: Much ado about nothing?. (2025). Hens, Thorsten ; Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:1114. 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 |
| 2010 | Sophistication in Risk Management, Bank Equity, and Stability* In: International Review of Finance. [Full Text][Citation analysis] | article | 1 |
| 2007 | Sophistication in Risk Management, Bank Equity, and Stability.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 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 |
| 2004 | Do Risk Premia Protect from Banking Crises In: Levine's Bibliography. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Do Risk Premia Protect from Banking Crises?.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 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 | 21 |
| 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 |
| 2006 | On the dynamics of asset prices and portfolios in a multiperiod CAPM In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 1 |
| 2020 | Mean-variance analysis and the Modified Market Portfolio In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2004 | Learning to predict rationally when beliefs are heterogeneous In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 16 |
| 2005 | On the performance of efficient portfolios In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 27 |
| 2004 | On the performance of efficient portfolios.(2004) In: Computing in Economics and Finance 2004. [Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2025 | Aggregation of downside risk and portfolio selection In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 0 |
| 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 | 6 |
| 2006 | Learning in linear models with expectational leads In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 4 |
| 2018 | Equilibria in the CAPM with non-tradeable endowments In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 3 |
| 2010 | The two-fund separation theorem revisited In: Annals of Finance. [Full Text][Citation analysis] | article | 2 |
| 2003 | The Workout of Banking Crises: A Macroeconomic Perspective In: CESifo Economic Studies. [Full Text][Citation analysis] | article | 7 |
| 2008 | A Note on the Two-fund Separation Theorem In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Trade Liberalization in Arab Maghreb Union Countries 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 |
| 2024 | Financial intermediation and efficient risk sharing in two-period lived OLG models In: Economic Theory Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2002 | Global convergence of adaptive learning in models of pure exchange In: Economic Theory. [Full Text][Citation analysis] | article | 6 |
| 2008 | On non-ergodic asset prices In: Economic Theory. [Full Text][Citation analysis] | article | 12 |
| 2006 | Learning in Economic Systems with Expectations Feedback In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | book | 4 |
| Refined Risk Assessment and Banking Stability In: Working Papers. [Full Text][Citation analysis] | paper | 0 | |
| 2013 | Risk sharing in a financial market with endogenous option prices In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Trade liberalisation, governance, and the balance of payments: evidence from the Arab Maghreb Union In: Middle East Development Journal. [Full Text][Citation analysis] | article | 0 |
| 2024 | Nuclear accidents liability and a grave natural disaster of an exceptional character In: Journal of Environmental Economics and Policy. [Full Text][Citation analysis] | article | 0 |
| 2023 | On the Effectiveness of Capital Requirements In: Rivista Internazionale di Scienze Sociali. [Full Text][Citation analysis] | article | 0 |
| 2004 | LEARNING TO PLAY BEST RESPONSE IN DUOPOLY GAMES In: International Game Theory Review (IGTR). [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team