Nicole Branger

Alternative model for asset price dynamics

Julia Bondarenko, Nicole Branger, Nicole Branger, 2007 .

Measurement errors in index trader positions data: Is the price pressure hypothesis still invalid?

Mark Trede, Nicole Branger, Martin T. Bohl, 2021, Applied Economic Perspectives and Policy.

International stochastic discount factors and covariance risk

Nicole Branger, Michael Herold, Matthias Muck, 2021 .

Robust Portfolio Choice with Uncertainty About Jump and Diffusion Risk

Nicole Branger, Nicole Branger, L. S. Larsen, 2012 .

Model Risk: A Conceptual Framework for Risk Measurement and Hedging

Nicole Branger, Christian Schlag, 2004 .

On the Optimal Design of Insurance Contracts with Guarantees

Nicole Branger, Judith C. Schneider, Nicole Branger, 2010 .

Pricing Derivative Securities Using Cross-Entropy: An Economic Analysis

Nicole Branger, 2003 .