G. Hunanyan, J. Wenzelburger: On the Reduction of Default Risk, SSRN working paper, 2017.

H. Krebs, J. Wenzelburger: Double-Sided Contract Competition with Market-Side Switching, SSRN working paper, 2017.

H. Gersbach, J. Wenzelburger: The Recapitalisation of Banking Systems, SSRN working paper, 2017.

C. Spanaus, J. Wenzelburger: Aggregation of Downside-Risk and its Implications for Portfolio Selection, 2017.

H. Gersbach, J. Wenzelburger: Refined Risk Assessment and Banking Stability, revised working paper, 2017.

H. Krebs, J. Wenzelburger: On a Diamond-type Growth Model with Infinite Lives - A Note, mimeo, 2017. Auf Anfrage verfügbar.

N. Schilling, J. Wenzelburger: Simtools manual, handbook, 2017. Auf Anfrage verfügbar.

H. Krebs: The Role of Money for the Bailout of Banks, working paper in preparation, 2017.

C. Spanaus, J. Wenzelburger: Asset Pricing using Downside-Risk of Payoffs, working paper in preparation, 2017.

F. Su, J. Wenzelburger: Catastrophe Bonds as Innovations in the CAPM, SSRN working paper, 2015.

G. Hunanyan, J. Wenzelburger: On the Effectiveness of Capital Requirements, SSRN working paper, 2015.

P. Koch-Medina, J. Wenzelburger: Equilibria in the CAPM with non-tradeable endowments, revised working paper, 2015.

J. Wenzelburger: Risk Sharing in a Financial Market with Endogenous Option Prices, The European Journal of Finance, 9:491-517, 2013.