The following pages link to Nicole Branger (Q539148):
Displaying 16 items.
- Tractable hedging with additional hedge instruments (Q539149) (← links)
- What is the impact of stock market contagion on an investor's portfolio choice? (Q659101) (← links)
- On the optimal design of insurance contracts with guarantees (Q659256) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- Optimal portfolios when variances and covariances can jump (Q1655780) (← links)
- `Nobody is perfect': asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors (Q1657450) (← links)
- Robustness of stable volatility strategies (Q1657466) (← links)
- Partial information about contagion risk, self-exciting processes and portfolio optimization (Q1994368) (← links)
- Hedging recessions (Q2338516) (← links)
- Optimal collective investment: an analysis of individual welfare (Q2690074) (← links)
- (Q3498178) (← links)
- OPTION BETAS: RISK MEASURES FOR OPTIONS (Q3498239) (← links)
- When do jumps matter for portfolio optimization? (Q4554219) (← links)
- Why is the Index Smile So Steep? * (Q4672029) (← links)
- Equilibrium Asset Pricing in Directed Networks* (Q5071832) (← links)
- PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY: AN ECONOMIC ANALYSIS (Q5696888) (← links)
