|
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 |
|
Nicole Branger,
Patrick Konermann,
Christoph Meinerding,
Christian Schlag
|
Equilibrium Asset Pricing in Directed Networks
forthcoming in Review of Finance
|
Financial Markets,
Systemic Risk Lab
|
2020 |
