Jan Wenzelburger

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Mean-variance analysis and the modified market portfolio Journal of Economic Dynamics and Control	2020-01-31	Paper
Equilibria in the CAPM with non-tradeable endowments Journal of Mathematical Economics	2018-04-18	Paper
A statistical method for detecting cycles in discrete dynamical systems International Journal of Bifurcation and Chaos in Applied Sciences and Engineering	2014-10-20	Paper
The two-fund separation theorem revisited Annals of Finance	2012-03-08	Paper
DO RISK PREMIA PROTECT AGAINST BANKING CRISES? Macroeconomic Dynamics	2009-10-28	Paper
On the performance of efficient portfolios Journal of Economic Dynamics and Control	2008-11-06	Paper
Learning to predict rationally when beliefs are heterogeneous Journal of Economic Dynamics and Control	2008-11-06	Paper
On the dynamics of asset prices and portfolios in a multiperiod CAPM Chaos, Solitons and Fractals	2008-09-09	Paper
On non-ergodic asset prices Economic Theory	2007-12-10	Paper
Learning in linear models with expectational leads Journal of Mathematical Economics	2007-01-16	Paper
The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM Journal of Mathematical Economics	2006-12-07	Paper
Learning in economic systems with expectations feedback Lecture Notes in Economics and Mathematical Systems	2006-09-21	Paper
LEARNING TO PLAY BEST RESPONSE IN DUOPOLY GAMES International Game Theory Review	2005-03-10	Paper
PERFECT PREDICTIONS IN ECONOMIC DYNAMICAL SYSTEMS WITH RANDOM PERTURBATIONS Macroeconomic Dynamics	2004-02-15	Paper
On the dynamics of continuous distributions of dislocations Quarterly of Applied Mathematics	2003-07-28	Paper
Endogenous Random Asset Prices in Overlapping Generations Economies Mathematical Finance	2003-02-02	Paper
Global convergence of adaptive learning in models of pure exchange Economic Theory	2002-06-04	Paper
A kinematic model for continuous distributions of dislocations Journal of Geometry and Physics	2002-01-17	Paper
EXPECTATIONS, FORECASTING, AND PERFECT FORESIGHT Macroeconomic Dynamics	1999-11-23	Paper

Research outcomes over time

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