Nicole Branger

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal collective investment: an analysis of individual welfare Mathematics and Financial Economics	2023-03-15	Paper
Equilibrium asset pricing in directed networks Review of Finance	2022-04-22	Paper
Hedging recessions Journal of Economic Dynamics and Control	2019-11-21	Paper
When do jumps matter for portfolio optimization? Quantitative Finance	2018-11-13	Paper
Partial information about contagion risk, self-exciting processes and portfolio optimization Journal of Economic Dynamics and Control	2018-11-01	Paper
Robustness of stable volatility strategies Journal of Economic Dynamics and Control	2018-08-13	Paper
`Nobody is perfect': asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors Journal of Economic Dynamics and Control	2018-08-13	Paper
Optimal portfolios when variances and covariances can jump Journal of Economic Dynamics and Control	2018-08-09	Paper
On the optimal design of insurance contracts with guarantees Insurance Mathematics & Economics	2012-02-10	Paper
What is the impact of stock market contagion on an investor's portfolio choice? Insurance Mathematics & Economics	2012-02-10	Paper
Tractable hedging with additional hedge instruments Review of Derivatives Research	2011-05-27	Paper
Tractable hedging: An implementation of robust hedging strategies Journal of Economic Dynamics and Control	2008-12-12	Paper
scientific article; zbMATH DE number 5280210 (Why is no real title available?)	2008-05-28	Paper
OPTION BETAS: RISK MEASURES FOR OPTIONS International Journal of Theoretical and Applied Finance	2008-05-28	Paper
PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY: AN ECONOMIC ANALYSIS International Journal of Theoretical and Applied Finance	2005-10-19	Paper
Why is the Index Smile So Steep? * Review of Finance	2005-04-29	Paper

Research outcomes over time

This page was built for person: Nicole Branger