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~isPartOf:"Journal of economic dynamics & control"
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Journal of economic dynamics & control
SAFE working paper
36
SAFE Working Paper
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Journal of banking & finance
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Deutsche Bundesbank Discussion Paper
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Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung - Working Papers
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1
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:
2
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:
3
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:
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
"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:
6
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:
7
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:
8
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/10007278291
Saved in:
9
How to invest optimally in corporate bonds : a reduced-form approach
Kraft, Holger
;
Steffensen, Mogens
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 348-385
Persistent link: https://www.econbiz.de/10003639696
Saved in:
10
Asset allocation over the life cycle : how much do taxes matter?
Fischer, Marcel
;
Kraft, Holger
;
Munk, Claus
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2217-2240
Persistent link: https://www.econbiz.de/10010196889
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