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~isPartOf:"Journal of economic dynamics & control"
~language:"bul"
~language:"eng"
~person:"Branger, Nicole"
~subject:"Portfolio selection"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Congress report"
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Portfolio selection
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Branger, Nicole
Hommes, Cars H.
18
Kort, Peter M.
18
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12
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11
Turnovsky, Stephen J.
11
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Journal of economic dynamics & control
Journal of banking & finance
6
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2
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ECONIS (ZBW)
6
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1
Hedging recessions
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012312632
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
"Nobody is perfect" : asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
Branger, Nicole
;
Schlag, Christian
;
Wu, Lue
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 303-333
Persistent link: https://www.econbiz.de/10011589540
Saved in:
4
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:
5
Partial information about contagion risk, self-exciting processes and portfolio optimization
Branger, Nicole
;
Kraft, Holger
;
Meinerding, Christoph
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 18-36
Persistent link: https://www.econbiz.de/10010387822
Saved in:
6
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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