Jan Wenzelburger

Facutly of Business Studies and Economics

P.O. Box 3049

Kaiserslautern, DE 67653

Germany

University of Kaiserslautern

Professor of Economics

P.O: Box 3049

Kaiserslautern, D-67653

Germany

  • Facutly of Business Studies and Economics

  • University of Kaiserslautern

SCHOLARLY PAPERS

6

DOWNLOADS

573

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (6)

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1.

Catastrophe Bonds as Innovations in the CAPM

Number of pages: 29 Posted: 14 Oct 2015
Fei Su and Jan Wenzelburger
University of Liverpool and Facutly of Business Studies and Economics
Downloads 146 (363,568)

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Catastrophe bonds, capital asset pricing, innovations

2.

On the Effectiveness of Capital Requirements

Number of pages: 33 Posted: 21 May 2015 Last Revised: 07 Aug 2016
Jan Wenzelburger and Gevorg Hunanyan
Facutly of Business Studies and Economics and University of Kaiserslautern
Downloads 117 (431,076)

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Capital requirements, default risk, financial intermediation, bank regulation

3.

Mean-variance Analysis and the Modified Market Portfolio

Forthcoming, Journal of Economic Dynamics and Control
Number of pages: 29 Posted: 01 Oct 2016 Last Revised: 24 Dec 2019
Jan Wenzelburger
Facutly of Business Studies and Economics
Downloads 86 (531,713)
Citation 3

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Market portfolio, mean-variance analysis, agent-based models, CAPM

4.

Financial Intermediation and Business Cycles in Two-Period Lived OLG Models

Number of pages: 26 Posted: 11 Dec 2022 Last Revised: 28 Sep 2023
Paul Ritschel and Jan Wenzelburger
University of Kaiserslautern and Facutly of Business Studies and Economics
Downloads 84 (539,333)

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Financial Intermediation, Overlapping Generations, Risk Sharing, Business Cycles, Loan Contracts

5.

Double-Sided Contract Competition with Market-Side Switching

Number of pages: 25 Posted: 28 Apr 2017
Helena Krebs and Jan Wenzelburger
University of Kaiserslautern and Facutly of Business Studies and Economics
Downloads 83 (543,251)
Citation 1

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Financial Intermediation, Two-Sided Competition, Market-Side Switching, Cornering of Markets

6.

Nuclear Accidents Liability and a Grave Natural Disaster of an Exceptional Character

Number of pages: 19 Posted: 24 Oct 2022
Dominique Demougin, Oscar Nieto-Cerezo and Jan Wenzelburger
University of Kaiserslautern, University of Kaiserslautern and Facutly of Business Studies and Economics
Downloads 57 (664,170)

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Risk management, Uncertainty modelling, Nuclear safety, Moral hazard, Limited liability