Nicole Branger

Available identifiers

Publication	Date of Publication	Type
Optimal collective investment: an analysis of individual welfare	2023-03-15	Paper
Equilibrium Asset Pricing in Directed Networks*	2022-04-22	Paper
Hedging recessions	2019-11-21	Paper
When do jumps matter for portfolio optimization?	2018-11-13	Paper
Partial information about contagion risk, self-exciting processes and portfolio optimization	2018-11-01	Paper
Robustness of stable volatility strategies	2018-08-13	Paper
`Nobody is perfect': asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors	2018-08-13	Paper
Optimal portfolios when variances and covariances can jump	2018-08-09	Paper
On the optimal design of insurance contracts with guarantees	2012-02-10	Paper
What is the impact of stock market contagion on an investor's portfolio choice?	2012-02-10	Paper
Tractable hedging with additional hedge instruments	2011-05-27	Paper
Tractable hedging: An implementation of robust hedging strategies	2008-12-12	Paper
https://portal.mardi4nfdi.de/entity/Q3498178	2008-05-28	Paper
OPTION BETAS: RISK MEASURES FOR OPTIONS	2008-05-28	Paper
PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY: AN ECONOMIC ANALYSIS	2005-10-19	Paper
Why is the Index Smile So Steep? *	2005-04-29	Paper

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