Jan Wenzelburger

Available identifiers

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

This page was built for person: Jan Wenzelburger