Branger, Nicole: search on Z-Library

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1

Asset allocation: How much does model choice matter?

Nicole Branger, Alexandra Hansis

Journal:

Journal of Banking & Finance

Year:

2012

Language:

english

File:

PDF, 972 KB

english, 2012

2

Keep on smiling? The pricing of Quanto options when all covariances are stochastic

Nicole Branger, Matthias Muck

Journal:

Journal of Banking & Finance

Year:

2012

Language:

english

File:

PDF, 795 KB

english, 2012

3

Optimal Derivative Strategies with Discrete Rebalancing

Branger, Nicole, Breuer, Beate, Schlag, Christian

Journal:

The Journal of Derivatives

Year:

2008

Language:

english

File:

PDF, 1.57 MB

english, 2008

4

Commodities, Financialization, and Heterogeneous Agents

Branger, Nicole, Grrning, Patrick, Schlag, Christian

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 1.32 MB

english, 2016

5

Robust portfolio choice with uncertainty about jump and diffusion risk

Branger, Nicole, Larsen, Linda Sandris

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 818 KB

english, 2013

6

OPTION BETAS: RISK MEASURES FOR OPTIONS

BRANGER, NICOLE, SCHLAG, CHRISTIAN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2007

Language:

english

File:

PDF, 405 KB

english, 2007

7

Robust portfolio choice with ambiguity and learning about return predictability

Branger, Nicole, Larsen, Linda Sandris, Munk, Claus

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 463 KB

english, 2013

8

Earning the right premium on the right factor in portfolio planning

Branger, Nicole, Hansis, Alexandra

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 841 KB

english, 2015

9

Optimal portfolios when volatility can jump

Nicole Branger, Christian Schlag, Eva Schneider

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 323 KB

english, 2008

10

The EEects of Oil Inventories on Growth Prospects, Futures Markets, and Risk Premia

Branger, Nicole, Grrber, Nikolai, Schumacher, Malte

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 751 KB

english, 2016

11

Hedging recessions

Branger, Nicole, Larsen, Linda Sandris, Munk, Claus

Journal:

Journal of Economic Dynamics and Control

Year:

2019

Language:

english

File:

PDF, 1.63 MB

english, 2019

12

Tractable hedging: An implementation of robust hedging strategies

Nicole Branger, Antje Mahayni

Journal:

Journal of Economic Dynamics and Control

Year:

2006

Language:

english

File:

PDF, 303 KB

english, 2006

13

Pricing Two Heterogeneous Trees

Branger, Nicole, Schlag, Christian, Wu, Lue

Journal:

Journal of Financial and Quantitative Analysis

Year:

2011

Language:

english

File:

PDF, 604 KB

english, 2011

14

Option Betas

Branger, Nicole, Schlag, Christian

Journal:

SSRN Electronic Journal

Year:

2002

Language:

icelandic

File:

PDF, 1.40 MB

icelandic, 2002

15

When Do Jumps Matter for Portfolio Optimization?

Ascheberg, Marius, Branger, Nicole, Kraft, Holger

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 555 KB

english, 2013

16

PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY: AN ECONOMIC ANALYSIS

BRANGER, NICOLE

Journal:

International Journal of Theoretical and Applied Finance

Year:

2004

Language:

english

File:

PDF, 218 KB

english, 2004

17

International Stochastic Discount Factors and Stochastic Correlation

Branger, Nicole, Herold, Michael, Muck, Matthias

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 1.10 MB

english, 2014

18

The Dynamics of Crises and the Equity Premium

Branger, Nicole, Kraft, Holger, Meinerding, Christoph

Journal:

Review of Financial Studies

Year:

2016

Language:

english

File:

PDF, 539 KB

english, 2016

19

When do jumps matter for portfolio optimization?

Ascheberg, Marius, Branger, Nicole, Kraft, Holger, Seifried, Frank Thomas

Journal:

Quantitative Finance

Year:

2016

Language:

english

File:

PDF, 1.24 MB

english, 2016

20

Optimal Portfolios when Volatility can Jump

Branger, Nicole, Schlag, Christian, Schneider, Eva

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 500 KB

english, 2006

21

Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?

Branger, Nicole, Schlag, Christian

Journal:

Journal of Financial and Quantitative Analysis

Year:

2008

Language:

english

File:

PDF, 558 KB

english, 2008

22

On the optimal design of insurance contracts with guarantees

Nicole Branger, Antje Mahayni, Judith C. Schneider

Journal:

Insurance: Mathematics and Economics

Year:

2010

Language:

english

File:

PDF, 565 KB

english, 2010

23

Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?

Nicole Branger and Christian Schlag

Journal:

Journal of Financial and Quantitative Analysis

Year:

2008

Language:

english

File:

PDF, 2.80 MB

english, 2008

24

Correlations between genotype and pharmacological, histological, functional, and clinical phenotypes in malignant hyperthermia susceptibility

Nicole Monnier, Geneviève Kozak-Ribbens, Renée Krivosic-Horber, Yves Nivoche, Dong Qi, Natasha Kraev, Julian Loke, Parveen Sharma, Vincenzo Tegazzin, Dominique Figarella-Branger, Norma Roméro, Paulett

Journal:

Year:

2005

Language:

english

File:

PDF, 549 KB

english, 2005

25

A TPM3 mutation causing cap myopathy

Andre Maues De Paula, Jerome Franques, Carla Fernandez, Nicole Monnier, Joel Lunardi, Jean-François Pellissier, Dominique Figarella-Branger, Jean Pouget

Journal:

Neuromuscular Disorders

Year:

2009

Language:

english

File:

PDF, 467 KB

english, 2009

26

Level and Slope of Volatility Smiles in Long-Run Risk Models

Branger, Nicole, Rodrigues, Paulo, Schlag, Christian

Journal:

Journal of Economic Dynamics and Control

Year:

2017

Language:

english

File:

PDF, 2.00 MB

english, 2017

27

The Volatility-of-Volatility Term Structure

Branger, Nicole, HHlsbusch, Hendrik, Kraftschik, Alexander

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 1.54 MB

english, 2018

28

Pricing Derivative Securities Using Cross-Entropy: An Economic Analysis

Branger, Nicole

Journal:

SSRN Electronic Journal

Year:

2003

File:

PDF, 256 KB

2003

29

Optimists and Pessimists in (In)Complete Markets

Branger, Nicole, Konermann, Patrick, Schlag, Christian

Journal:

Journal of Financial and Quantitative Analysis

Year:

2019

Language:

english

File:

PDF, 2.82 MB

english, 2019

30

The Variance Process Implied in VIX Options: Affine vs. Non-Affine Models

Branger, Nicole, Kraftschik, Alexander, VVlkert, Clemens

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 651 KB

english, 2017

31

Attainability of European path-independent claims in incomplete markets

Nicole Branger, Angelika Esser, Christian Schlag

Journal:

Finance Research Letters

Year:

2004

Language:

english

File:

PDF, 92 KB

english, 2004

32

Comparative Activity of β-Lactam Agents (Carbapenem Excepted) against Pseudomonas aeruginosa Strains with CARB or OXA β-Lactamases

Bert, Fr&eacute, d&eacute, ric, Branger, Catherine, Lambert-Zechovsky, Nicole

Journal:

Year:

2004

Language:

english

File:

PDF, 52 KB

english, 2004

33

Multiminicore Disease in a Family Susceptible to Malignant Hyperthermia

Guis, Sandrine, Figarella-Branger, Dominique, Monnier, Nicole, Bendahan, David, Kozak-Ribbens, Geneviève, Mattei, Jean-Pierre, Lunardi, Joël, Cozzone, Patrick J., Pellissier, Jean-François

Journal:

Archives of Neurology

Year:

2004

Language:

english

File:

PDF, 218 KB

english, 2004

34

'Nobody is Perfect': Asset Pricing and Long-Run Survival When Heterogeneous Investors Exhibit Different Kinds of Filtering Errors

Branger, Nicole, Schlag, Christian, Wu, Lue

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 1.03 MB

english, 2015

35

Truncation of NHEJ1 in a patient with polymicrogyria

Vincent Cantagrel, Anne-Marie Lossi, Steven Lisgo, Chantal Missirian, Ana Borges, Nicole Philip, Carla Fernandez, Carlos Cardoso, Dominique Figarella-Branger, Anne Moncla, Susan Lindsay, William B. Do

Journal:

Year:

2007

Language:

english

File:

PDF, 463 KB

english, 2007

36

Earning the Right Premium on the Right Factor in Portfolio Planning

Branger, Nicole, Hansis, Alexandra

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 335 KB

english, 2010

37

The Case of Herding is Stronger than You Think

Bohl, Martin T., Branger, Nicole, Trede, Mark M.

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 301 KB

english, 2015

38

Robust Portfolio Choice with Uncertainty About Jump and Diffusion Risk

Larsen, Linda Sandris, Branger, Nicole

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 372 KB

english, 2012

39

Robustness of stable volatility strategies

Branger, Nicole, Mahayni, Antje, Zieling, Daniel

Journal:

Journal of Economic Dynamics and Control

Year:

2015

Language:

english

File:

PDF, 491 KB

english, 2015

40

Elution of Six Antibiotics Bonded to Polyethylene Vascular Grafts Sealed with Three Proteins

Jacques-Olivier Galdbart, Catherine Branger, Bernard Andreassian, Nicole Lambert-Zechovsky, Michel Kitzis

Journal:

Journal of Surgical Research

Year:

1996

Language:

english

File:

PDF, 91 KB

english, 1996

41

Why is the Index Smile So Steep?

Branger, Nicole, Schlag, Christian

Journal:

Review of Finance

Year:

2004

Language:

english

File:

PDF, 303 KB

english, 2004

42

The Case for Herding is Stronger than You Think

Bohl, Martin T., Branger, Nicole, Trede, Mark

Journal:

Journal of Banking & Finance

Year:

2017

Language:

english

File:

PDF, 905 KB

english, 2017

43

Pricing Two Trees When Mildew Infests the Orchard: How Does Contagion Affect General Equilibrium Asset Prices?

Branger, Nicole, Kraft, Holger, Meinerding, Christoph

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 655 KB

english, 2012

44

Ambiguous Long Run Risks

Branger, Nicole, Thimme, Julian

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 598 KB

english, 2014

45

Hedging under model misspecification: All risk factors are equal, but some are more equal than others …

Nicole Branger, Eva Krautheim, Christian Schlag, Norman Seeger

Journal:

Journal of Futures Markets

Year:

2012

Language:

english

File:

PDF, 11.60 MB

english, 2012

46

Tractable hedging with additional hedge instruments

Nicole Branger, Antje Mahayni

Journal:

Review of Derivatives Research

Year:

2011

Language:

english

File:

PDF, 482 KB

english, 2011

47

What is the impact of stock market contagion on an investor’s portfolio choice?

Nicole Branger, Holger Kraft, Christoph Meinerding

Journal:

Insurance: Mathematics and Economics

Year:

2009

Language:

english

File:

PDF, 5.00 MB

english, 2009

48

Using Hedging Errors to Identify Option Pricing Models

Branger, Nicole, Schlag, Christian, Schneider, Eva, Seeger, Norman

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 768 KB

english, 2007

49

Precautionary Saving and Insurance Under Generalized Mean-Variance Preferences

Branger, Nicole, Mahayni, Antje Brigitte, Schweizer, Nikolaus

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 382 KB

english, 2017

50

Massive inflammatory syndrome and lymphocytic immunodeficiency in KARAP/DAP12-transgenic mice

Mathias Lucas, Laurent Daniel, Elena Tomasello, Sophie Guia, Nicole Horschowski, Naoko Aoki, Dominique Figarella-Branger, Sophie Gomez, Eric Vivier

Journal:

European Journal of Immunology

Year:

2002

Language:

english

File:

PDF, 343 KB

english, 2002

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