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Robust portfolio choice with ambiguity and learning about return predictability
Branger, Nicole; Larsen, Linda Sandris; Munk, Claus - In: Journal of banking & finance 37 (2013) 5, pp. 1397-1411
Persistent link: https://www.econbiz.de/10009729098
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Asset allocation : how much does model choice matter?
Branger, Nicole; Hansis, Alexandra - In: Journal of banking & finance 36 (2012) 7, pp. 1865-1882
Persistent link: https://www.econbiz.de/10009629798
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Robust portfolio choice with uncertainty about jump and diffusion risk
Branger, Nicole; Larsen, Linda Sandris - In: Journal of banking & finance 37 (2013) 12, pp. 5036-5047
Persistent link: https://www.econbiz.de/10010342132
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Earning the right premium on the right factor in portfolio planning
Branger, Nicole; Hansis, Alexandra - In: Journal of banking & finance 59 (2015), pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
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Optimal portfolios when volatility can jump
Branger, Nicole; Schlag, Christian; Schneider, Eva - In: Journal of banking & finance 32 (2008) 6, pp. 1087-1097
Persistent link: https://www.econbiz.de/10003733829
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International stochastic discount factors and covariance risk
Branger, Nicole; Herold, Michael; Muck, Matthias - In: Journal of banking & finance 123 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012662322