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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"sqi"
~person:"Branger, Nicole"
~subject:"CAPM"
~subject:"EU-Staaten"
~subject:"Monetary policy"
~subject:"Rational expectations"
~subject:"Stochastic process"
~subject:"United States"
~type:"article"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"No longer published / No longer aquired"
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Branger, Nicole
Hommes, Cars H.
13
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7
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7
McGough, Bruce
7
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6
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Journal of economic dynamics & control
Journal of banking & finance
5
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1
Journal of financial and quantitative analysis : JFQA
1
Review of derivatives research
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The journal of futures markets
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ECONIS (ZBW)
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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
"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
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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