Similar Search Results

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

Branger, Nicole; Schlag, Christian; Wu, Lue - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1437-1463

Persistent link: https://www.econbiz.de/10009821760

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 - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 94-113

Persistent link: https://www.econbiz.de/10008895435

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

What is the impact of stock market contagion on an investor’s portfolio choice?

Branger, Nicole; Kraft, Holger; Meinerding, Christoph - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 94-112

Persistent link: https://www.econbiz.de/10008277112

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

Optimal portfolios when volatility can jump

Branger, Nicole; Schlag, Christian; Schneider, Eva - In: Journal of banking & finance 32 (2008) 6, pp. 1087-1098

Persistent link: https://www.econbiz.de/10008883924

Can tests based on option hedging errors correctly identify volatility risk premia?

Branger, Nicole (contributor); Schlag, Christian (contributor) - 2004

Tests for the existence and the sign of the volatility risk premium are often based on expected option hedging errors. When the hedge is performed under the ideal conditions of continuous trading and correct model specification, the sign of the premium is the same as the sign of the mean hedging...

Persistent link: https://www.econbiz.de/10002503252

Why is the index smile so steep?

Branger, Nicole; Schlag, Christian - In: Review of finance : journal of the European Finance … 8 (2004) 1, pp. 109-127

Persistent link: https://www.econbiz.de/10002390132