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Zinsderivate : Modelle und Bewertung

Branger, Nicole; Schlag, Christian - 2004

Persistent link: https://www.econbiz.de/10004823267

Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?

Branger, Nicole; Schlag, Christian - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1055

Persistent link: https://www.econbiz.de/10008213261

Optimal Derivative Strategies with Discrete Rebalancing

Branger, Nicole; Breuer, Beate; Schlag, Christian - In: The journal of derivatives : the official publication … 16 (2008) 2, pp. 67-84

Persistent link: https://www.econbiz.de/10008153358

On the optimal design of insurance contracts with guarantees

Branger, Nicole; Mahayni, Antje; Schneider, Judith C. - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 485-493

Persistent link: https://www.econbiz.de/10008412228

Keep on smiling? The pricing of Quanto options when all covariances are stochastic

Branger, Nicole; Muck, Matthias - In: Journal of banking & finance 36 (2012) 6, pp. 1577-1592

Persistent link: https://www.econbiz.de/10009961911

Asset allocation: How much does model choice matter?

Branger, Nicole; Hansis, Alexandra - In: Journal of banking & finance 36 (2012) 7, pp. 1865-1883

Persistent link: https://www.econbiz.de/10009972339

Pricing and upper price bounds of relax certificates

Branger, Nicole; Mahayni, Antje; Schneider, Judith C. - In: Review of managerial science 5 (2011) 4, pp. 309-336

Persistent link: https://www.econbiz.de/10009885068

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/10010094470

What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?

Branger, Nicole; Kraft, Holger; Meinerding, Christoph - Fachbereich Wirtschaftswissenschaft, Goethe … - 2009

Stocks are exposed to the risk of sudden downward jumps. Additionally, a crash in one stock (or index) can increase the risk of crashes in other stocks (or indices). Our pape explicitly takes this contagion risk into account and studies its impact on the portfolio decision of a CRRA investor...

Persistent link: https://www.econbiz.de/10004961233

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/10008052218