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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
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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
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"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