Prof. Dr. Nicole Branger

SAFE Publications

Forscher/innen	Titel	Programmbereich	Publiziert
Marius Ascheberg, Nicole Branger, Holger Kraft, Frank Thomas Seifried	When Do Jumps Matter for Portfolio Optimization? Quantitative Finance	Financial Markets	2016
Nicole Branger, Holger Kraft, Christoph Meinerding	Partial Information about Contagion Risk, Self-Exciting Processes and Portfolio Optimization Journal of Economic Dynamics and Control	Systemic Risk Lab, Financial Markets, Transparency Lab	2014
Nicole Branger, Holger Kraft, Christoph Meinerding	The Dynamics of Crises and the Equity Premium Review of Financial Studies	Systemic Risk Lab, Financial Markets	2016
Nicole Branger, Paulo Rodrigues, Christian Schlag	Level and Slope of Volatility Smiles in Long-Run Risk Models Journal of Economic Dynamics and Control	Financial Markets, Systemic Risk Lab	2018
Nicole Branger, Patrick Konermann, Christian Schlag	Optimists and Pessimists in (In)Complete Markets forthcoming in Journal of Financial and Quantitative Analysis	Financial Markets	2019
Nicole Branger, Christian Schlag, Lue Wu	"Nobody is Perfect": Asset Pricing and Long-Run Survival When Heterogeneous Investors Exhibit Different Kinds of Filtering Errors Journal of Economic Dynamics and Control	Financial Markets	2015

SAFE Working Papers

Nr.	Forscher/innen	Titel	Programmbereich
34	Nicole Branger, Patrick Grüning, Holger Kraft, Christoph Meinerding, Christian Schlag	Asset Pricing Under Uncertainty About Shock Propagation	Financial Markets
11	Nicole Branger, Holger Kraft, Christoph Meinerding	The Dynamics of Crises and the Equity Premium	Systemic Risk Lab, Financial Markets
28	Nicole Branger, Holger Kraft, Christoph Meinerding	Partial Information about Contagion Risk, Self-Exciting Processes and Portfolio Optimization	Transparency Lab, Systemic Risk Lab, Financial Markets
131	Nicole Branger, Patrick Grüning, Christian Schlag	Commodities, Financialization, and Heterogeneous Agents	Financial Markets
74	Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag	Equilibrium Asset Pricing in Directed Networks	Financial Markets, Systemic Risk Lab
186	Nicole Branger, Paulo Rodrigues, Christian Schlag	Level and Slope of Volatility Smiles in Long-Run Risk Models	Financial Markets, Systemic Risk Lab
114	Nicole Branger, Christian Schlag, Lue Wu	"Nobody is Perfect": Asset Pricing and Long-Run Survival When Heterogeneous Investors Exhibit Different Kinds of Filtering Errors	Financial Markets
252	Nicole Branger, Patrick Konermann, Christian Schlag	Optimists and Pessimists in (In)Complete Markets	Financial Markets
16	Marius Ascheberg, Nicole Branger, Holger Kraft, Frank Thomas Seifried	When Do Jumps Matter for Portfolio Optimization?	Financial Markets

SAFE Research Projects

Forscher/innen	Projekt	Finanziert von	Status	Projektdauer	Publication Count
Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag	Network Connectivity and General Equilibrium Asset Prices	LOEWE	Fortlaufend	2016	1
Nicole Branger, Christopher Scheins, Christian Schlag, Ivan Shaliastovich	Asset Pricing with Recursive Utility and Heterogenous Investors	LOEWE	Fortlaufend	2013	1
Nicole Branger, Patrick Grüning, Max Riedel, Christian Schlag	Financialization in Commodity Markets	LOEWE	Beendet	2014	1
Nicole Branger, Patrick Grüning, Holger Kraft, Christoph Meinerding, Christian Schlag	General Equilibrium with Contagion Effects	LOEWE	Beendet	2013	1
Matteo Bagnara, Nicole Branger, Mariano Massimiliano Croce, Robert F. Dittmar, Holger Kraft, Satchit Sagade, Christian Schlag, Ivan Shaliastovich, Julian Thimme, Rüdiger Weber	Risk Pricing & Trading	SAFE	Fortlaufend	2020	0
Nicole Branger, Liu Liu, Christian Schlag, Ivan Shaliastovich, Dongho Song	Macroeconomic Bond Risks in the Presence of the Zero Lower Bound	LOEWE	Fortlaufend	2016	1

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