Prof. Dr. Nicole Branger

Prof. Dr. Nicole Branger
Program Area:
Financial Markets
Position:
External Researcher, CFS/SAFE Fellow
Institution:
University of Muenster
Phone:
+49 251 83 29779
Email:
nicole.branger@wiwi.uni-muenster.de
Website
Author/s Title Research Area Published
Marius Ascheberg, Nicole Branger, Holger Kraft, Frank Thomas Seifried When Do Jumps Matter for Portfolio Optimization?
Quantitative Finance
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, 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, 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, Christian Schlag Optimists and Pessimists in (In)Complete Markets
forthcoming in Journal of Financial and Quantitative Analysis
Financial Markets 2019
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