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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~person:"Branger, Nicole"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Portfolio selection
5
Portfolio-Management
5
Stochastic process
4
Stochastischer Prozess
4
Theorie
4
Theory
4
Volatility
4
CAPM
3
Option pricing theory
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Analysis of variance
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1
Business cycle
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Contagion
1
Contagion effect
1
Correlation
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Covariance jumps
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Derivat
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Derivative
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Derivatives
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Different beliefs
1
Epstein-Zin preferences
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General equilibrium
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Hidden state
1
Jump diffusion processes
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Konjunktur
1
Korrelation
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Learning
1
Lebenszyklus
1
Level and slope of implied volatility smile
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Life cycle
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Life-cycle model
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Article in journal
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Branger, Nicole
Bouri, Elie
9
Gupta, Rangan
8
Andersen, Torben
6
Roubaud, David
6
Ahmed, Walid M. A.
3
Ang, Andrew
3
Bali, Turan G.
3
Bollerslev, Tim
3
Chang, Chien-hung
3
Corbet, Shaen
3
Eraker, Bjørn
3
Fleming, Jeff
3
Leippold, Markus
3
Lin, Yueh-neng
3
Lucey, Brian M.
3
Malik, Farooq
3
Salisu, Afees A.
3
Shahzad, Syed Jawad Hussain
3
Subrahmanyam, Avanidhar
3
Weinbaum, David
3
Westerhoff, Frank H.
3
Whaley, Robert E.
3
Zhang, Jin E.
3
Apergēs, Nikolaos
2
Azhar Mohamad
2
Balcilar, Mehmet
2
Bekaert, Geert
2
Benzoni, Luca
2
Bohl, Martin T.
2
Boughrara, Adel
2
Cai, Ning
2
Cakici, Nusret
2
Campbell, John Y.
2
Cheng, Jun
2
Collin-Dufresne, Pierre
2
Cui, Zhenyu
2
Demirer, Rıza
2
Dumas, Bernard
2
Eckwert, Bernhard
2
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Journal of economic dynamics & control
The journal of finance : the journal of the American Finance Association
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of banking & finance
3
Finance research letters
1
Journal of financial and quantitative analysis : JFQA
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
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ECONIS (ZBW)
4
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1
Level and slope of volatility smiles in long-run risk models
Branger, Nicole
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
Saved in:
2
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
3
Robustness of stable volatility strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
Saved in:
4
Tractable hedging : an implementation of robust hedging strategies
Branger, Nicole
;
Mahayni, Antje
- In:
Journal of economic dynamics & control
30
(
2006
)
11
,
pp. 1937-1962
Persistent link: https://www.econbiz.de/10003389801
Saved in:
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