Browsing All of EconStor by Author Branger, Nicole

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Showing results 1 to 15 of 15
Year of PublicationTitleAuthor(s)
2004 Is Jump Risk Priced? What We Can (and Cannot) Learn From Option Hedging ErrorsBranger, Nicole; Schlag, Christian
2004 Tractable Hedging: An Implementation of Robust Hedging StrategiesBranger, Nicole; Mahayni, Antje
2004 When are Static Superhedging Strategies Optimal?Branger, Nicole; Esser, Angelika; Schlag, Christian
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 optimizationBranger, Nicole; Kraft, Holger; Meinerding, Christoph
2013 Asset pricing under uncertainty about shock propagationBranger, Nicole; GrĂ¼ning, Patrick; Kraft, Holger; Meinerding, Christoph
2013 When do jumps matter for portfolio optimization?Ascheberg, Marius; Branger, Nicole; Kraft, Holger
2014 The dynamics of crises and the equity premiumBranger, Nicole; Kraft, Holger; Meinerding, Christoph
2015 "Nobody is perfect": Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errorsBranger, Nicole; Schlag, Christian; Wu, Lue
2015 Equilibrium asset pricing in directed networksBranger, Nicole; Konermann, Patrick; Meinerding, Christoph; Schlag, Christian
2016 Commodities, financialization, and heterogeneous agentsBranger, Nicole; GrĂ¼ning, Patrick; Schlag, Christian
2017 Level and slope of volatility smiles in Long-Run Risk ModelsBranger, Nicole; Rodrigues, Paulo; Schlag, Christian
2018 Equilibrium asset pricing in directed networksBranger, Nicole; Konermann, Patrick; Meinerding, Christoph; Schlag, Christian
2019 Optimists and pessimists in (in)complete marketsBranger, Nicole; Konermann, Patrick; Schlag, Christian