Lehrstuhlinhaber
Prof. Dr. Jan Wenzelburger
Adresse: | Raum 42-455 Gottlieb-Daimler-Str., Geb. 42 |
Telefon: | +49 631 205-2798 |
E-Mail: | |
Sprechstunde: | nach Vereinbarung |
Lehre
Master
- Choice under Uncertainty
- Dynamics of Financial MarketsEconomics of Banking
- Economics of Electronic Markets
- Forschungsprojekt
- Masterseminar
Forschung
Aktuelle Publikationen:
1. Aggregation of downside risk and portfolio selection
Journal of Mathematical Economics 118, 2025
zusammen mit Conrad Spanaus
2. Financial intermediation and efficient risk sharing in two-period lived OLG models
Economic Theory Bulletin 12, 57-78, 2024
zusammen mit Paul Ritschel
3. On the effectivness of capital requirements
Rivista internazionale di scienze sociali, 2023
zusammen mit Gevorg Hunanyan
4. Nuclear accidents liability and a grave natural disaster of an exceptional character
Journal of Environmental Economics and Policy, 2023
zusammen mit Dominique Demougin and Oscar Nieto-Cerezo
5. Optimal regulation of the construction of reliable sea defenses
Journal of Risk and Uncertainty in Engineering Systems, 2020
zusammen mit Oscar Nieto-Cerezo, Edoardo Patelli and Michael Beer
6. Mean-variance analysis and the modified market portfolio
Journal of Economic Dynamics & Control, 2020
SSRN Working Papers:
1. Complex dynamics in a two-sector Solow-Swan model
SSRN id 4973140, 2024, zusammen mit Olaf Schmitz
2. An elementary proof of the production possibility frontier
SSRN id 4973036, 2024, zusammen mit Paul Ritschel
3. Aggregation of downside risk and portfolio selection
SSRN id 4628030, 2024 (revised), zusammen mit Conrad Spanaus
4. Financial intermediation and business cycles in two-period lived OLG models
SSRN id 4286324, 2023(revidiert), zusammen mit Paul Ritschel, Langversion von
"Financial intermediation and efficient risk sharing in two-period lived OLG models"