Browsing All of EconStor by Author Branger, Nicole
Showing results 1 to 15 of 15
Year of Publication | Title | Author(s) |
2004 | Is Jump Risk Priced? What We Can (and Cannot) Learn From Option Hedging Errors | Branger, Nicole; Schlag, Christian |
2004 | When are Static Superhedging Strategies Optimal? | Branger, Nicole; Esser, Angelika; Schlag, Christian |
2004 | Tractable Hedging: An Implementation of Robust Hedging Strategies | Branger, Nicole; Mahayni, Antje |
2004 | Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia? | Branger, Nicole; Schlag, Christian |
2009 | What is the impact of stock market contagion on an investor's portfolio choice? | Branger, Nicole; Kraft, Holger; Meinerding, Christoph |
2013 | Partial information about contagion risk, self-exciting processes and portfolio optimization | Branger, Nicole; Kraft, Holger; Meinerding, Christoph |
2013 | When do jumps matter for portfolio optimization? | Ascheberg, Marius; Branger, Nicole; Kraft, Holger |
2013 | Asset pricing under uncertainty about shock propagation | Branger, Nicole; GrĂ¼ning, Patrick; Kraft, Holger; Meinerding, Christoph |
2014 | The dynamics of crises and the equity premium | Branger, Nicole; Kraft, Holger; Meinerding, Christoph |
2015 | "Nobody is perfect": Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors | Branger, Nicole; Schlag, Christian; Wu, Lue |
2016 | Commodities, financialization, and heterogeneous agents | Branger, Nicole; GrĂ¼ning, Patrick; Schlag, Christian |
2017 | Level and slope of volatility smiles in Long-Run Risk Models | Branger, Nicole; Rodrigues, Paulo; Schlag, Christian |
2018 | Equilibrium asset pricing in directed networks | Branger, Nicole; Konermann, Patrick; Meinerding, Christoph; Schlag, Christian |
2019 | Optimists and pessimists in (in)complete markets | Branger, Nicole; Konermann, Patrick; Schlag, Christian |
2020 | Equilibrium asset pricing in directed networks | Branger, Nicole; Konermann, Patrick; Meinerding, Christoph; Schlag, Christian |