Jan Wenzelburger

University of Liverpool - Management School (ULMS)

Chatham Street

Liverpool, L69 7ZH

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

92

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Equilibria in the CAPM with Nontradeable Endowments

Number of pages: 32 Posted: 23 Jan 2014 Last Revised: 10 Dec 2015
Pablo Koch-Medina and Jan Wenzelburger
University of Zurich - Department of Banking and Finance and University of Liverpool - Management School (ULMS)
Downloads 52 (382,054)

Abstract:

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Portfolio choice, CAPM, Non-tradeable Endowments, Risk Aversion

2.

Refined Risk Assessment and Banking Stability

ETH Risk Center – Working Paper Series ETH-RC-13-005
Number of pages: 41 Posted: 10 Jan 2014
Hans Gersbach and Jan Wenzelburger
ETH Zurich - CER-ETH -Center of Economic Reseaarch and University of Liverpool - Management School (ULMS)
Downloads 40 (424,899)

Abstract:

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financial intermediation, macroeconomic risks, risk assessment, risk premiums, banking regulation, rating