Prof. Dr. Nicole Branger

Prof. Dr. Nicole Branger

Programmbereich:

Financial Markets

Position:

External Researcher, SAFE Fellow

Institution:

University of Muenster

Selected Publications

Forscher/innen	Titel	Programmbereich	Publiziert
Nicole Branger, Patrick Konermann, Christian Schlag	Optimists and Pessimists in (In)Complete Markets Journal of Financial and Quantitative Analysis	Financial Markets	2020
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	Financial Markets, Systemic Risk Lab, Transparency Lab	2014
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, 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
Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag	Equilibrium Asset Pricing in Directed Networks Review of Finance	Financial Markets, Systemic Risk Lab	2021
Nicole Branger, Holger Kraft, Christoph Meinerding	The Dynamics of Crises and the Equity Premium Review of Financial Studies	Financial Markets, Systemic Risk Lab	2016

SAFE Working Papers

Nr.	Forscher/innen	Titel	Programmbereich
16	Marius Ascheberg, Nicole Branger, Holger Kraft, Frank Thomas Seifried	When Do Jumps Matter for Portfolio Optimization?	Financial Markets
34	Nicole Branger, Patrick Grüning, Holger Kraft, Christoph Meinerding, Christian Schlag	Asset Pricing Under Uncertainty About Shock Propagation	Financial Markets
74	Nicole Branger, Patrick Konermann, Christoph Meinerding, Christian Schlag	Equilibrium Asset Pricing in Directed Networks	Financial Markets, Systemic Risk Lab
28	Nicole Branger, Holger Kraft, Christoph Meinerding	Partial Information about Contagion Risk, Self-Exciting Processes and Portfolio Optimization	Financial Markets, Systemic Risk Lab, Transparency Lab
11	Nicole Branger, Holger Kraft, Christoph Meinerding	The Dynamics of Crises and the Equity Premium	Financial Markets, Systemic Risk Lab
114	Kevin Bauer, 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
131	Nicole Branger, Patrick Grüning, Christian Schlag	Commodities, Financialization, and Heterogeneous Agents	Financial Markets
186	Nicole Branger, Paulo Rodrigues, Christian Schlag	Level and Slope of Volatility Smiles in Long-Run Risk Models	Financial Markets, Systemic Risk Lab
252	Nicole Branger, Patrick Konermann, Christian Schlag	Optimists and Pessimists in (In)Complete Markets	Financial Markets

Ongoing 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
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	1
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

Completed Projects

Forscher/innen	Projekt	Finanziert von	Status	Projektdauer	Publication Count
Nicole Branger, Jun E. Li, Loriana Pelizzon, Christian Schlag, Ivan Shaliastovich, Dongho Song	Macroeconomic Asset Price Risks in the Presence of the Zero Lower Bound	Volkswagen Stiftung	Beendet	2016	1

In this Section: