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Branger, Nicole


 SSRN Author Rank: 3,535 by Downloads
 

University of Muenster - Finance Center Muenster


 Universitatsstr. 14-16
 Muenster, 48143
 Germany
 +49 251 83 22033 (Phone)
 +49 251 83 22690 (Fax)
 HOME PAGE: http://www.wiwi.uni-muenster.de/fcm/derivatives/organisation/details.php?weobjectID=162
 email address

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. Branger, Nicole's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6,703
Total
Citations
64
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Posted:
14 May 04
785
(16,737)
2

2.  
Why is the Index Smile So Steep? | Show Abstract | Download |
EFMA 2003 Helsinki Meetings
Working Paper Series
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Posted:
11 Oct 02
456
(35,386)
10

3.  
An Economic Motivation for Variance Contracts | Show Abstract | Download |
AFA 2006 Boston Meetings Paper
Working Paper Series
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Posted:
18 Mar 05
379
(44,480)
5

4.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Posted:
10 May 03
378
(44,634)
 

5.  
The Fine Structure of Variance: Consistent Pricing of VIX Derivatives | Show Abstract | Download |
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Working Paper Series
Branger, Nicole
University of Muenster - Finance Center Muenster
Kraftschik, Alexander
University of Muenster - Finance Center Muenster
Völkert, Clemens
University of Muenster - Finance Center Muenster
Posted:
25 Mar 12
Last Revised:
19 Feb 14
338
(51,085)
1

6.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Breuer, Beate
Goethe University Frankfurt - Graduate Program "Finance and Monetary Economics"
Posted:
06 Mar 08
323
(53,949)
5

7.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Posted:
22 Jun 02
322
(54,142)
 

8.  
Tractable Hedging: An Implementation of Robust Hedging Strategies | Show Abstract | Download |
EFA 2004 Maastricht Meetings Paper No. 3698; EFMA 2004 Basel Meetings Paper
Working Paper Series
Branger, Nicole
University of Muenster - Finance Center Muenster
Mahayni, Antje Brigitte
Mercator School of Management
Posted:
28 May 04
313
(56,034)
3

9.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Kraft, Holger
Goethe University Frankfurt
Meinerding, Christoph
Goethe University Frankfurt
Posted:
02 Jul 10
Last Revised:
27 Aug 13
277
(64,361)
1

10.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Posted:
14 May 04
275
(64,902)
13

11.  
The Dynamics of Crises and the Equity Premium | Show Abstract | Download |
SAFE Working Paper No. 11
Working Paper Series
Branger, Nicole
University of Muenster - Finance Center Muenster
Kraft, Holger
Goethe University Frankfurt
Meinerding, Christoph
Goethe University Frankfurt
Posted:
02 Jul 10
Last Revised:
27 Nov 14
270
(66,216)
 

12.  
Vrecko, Dennis
University of Muenster - Finance Center Muenster
Branger, Nicole
University of Muenster - Finance Center Muenster
Posted:
09 Dec 09
Last Revised:
17 Dec 09
261
(68,696)
1

13.   Incl. Electronic Paper
Branger, Nicole
University of Muenster - Finance Center Muenster
Hansis, Alexandra
Goethe University Frankfurt - House of Finance
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Posted:
11 Feb 09
Last Revised:
13 Feb 10
258
(69,506)
2

14.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Esser, Angelika
Sal. Oppenheim Jr. & Cie.
Bondarenko, Yulia
Goethe University Frankfurt - Faculty of Economics and Business Administration
Posted:
27 Mar 02
200
(90,506)
 

15.   Incl. Electronic Paper
Branger, Nicole
University of Muenster - Finance Center Muenster
Rodrigues, Paulo
Maastricht University
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Posted:
16 Mar 11
Last Revised:
14 Mar 12
194
(93,238)
2

16.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Völkert, Clemens
University of Muenster - Finance Center Muenster
Posted:
01 Feb 12
Last Revised:
21 Feb 13
159
(112,056)
3

17.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Larsen, Linda Sandris
University of Southern Denmark
Munk, Claus
Copenhagen Business School
Posted:
09 Jun 11
Last Revised:
26 Apr 12
153
(115,926)
1

18.  
Larsen, Linda Sandris
University of Southern Denmark
Branger, Nicole
University of Muenster - Finance Center Muenster
Posted:
11 Jan 12
Last Revised:
25 Apr 12
136
(128,214)
 

19.  
When are Static Superhedging Strategies Optimal? | Show Abstract | Download |
EFMA 2004 Basel Meetings Paper
Working Paper Series
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Esser, Angelika
Sal. Oppenheim Jr. & Cie.
Posted:
14 May 04
135
(128,999)
 

20.   Incl. Electronic Paper
Ascheberg, Marius
Goethe University Frankfurt
Branger, Nicole
University of Muenster - Finance Center Muenster
Kraft, Holger
Goethe University Frankfurt
Posted:
29 Apr 13
Last Revised:
04 May 13
131
(132,152)
 

21.   Incl. Electronic Paper
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Wu, Lue
Goethe University Frankfurt - Department of Finance
Posted:
02 Mar 07
Last Revised:
14 Oct 08
108
(153,007)
 

22.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Esser, Angelika
Sal. Oppenheim Jr. & Cie.
Posted:
21 Jan 03
106
(155,136)
1

23.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Wu, Lue
Goethe University Frankfurt - Department of Finance
Posted:
14 Mar 06
103
(158,321)
3

24.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Grüning, Patrick
Goethe University Frankfurt - Research Center SAFE
Kraft, Holger
Goethe University Frankfurt
Meinerding, Christoph
Goethe University Frankfurt
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Posted:
28 Nov 13
Last Revised:
25 Mar 14
92
(171,047)
 

25.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Konermann, Patrick
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Posted:
18 Nov 13
91
(172,262)
 

26.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Mahayni, Antje Brigitte
Mercator School of Management
Posted:
05 Mar 07
87
(177,246)
1

27.  
On the Optimal Design of Insurance Contracts with Guarantees | Show Abstract | Download |
Insurance: Mathematics and Economics, Vol. 4, 2010
Accepted Paper Series
Branger, Nicole
University of Muenster - Finance Center Muenster
Mahayni, Antje Brigitte
Mercator School of Management
Schneider, Judith C.
University of Muenster - Finance Center Muenster
Posted:
01 Jul 10
Last Revised:
04 Jul 10
70
(201,906)
4

28.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Hansis, Alexandra
Goethe University Frankfurt - House of Finance
Posted:
18 Mar 09
Last Revised:
03 Feb 10
70
(201,906)
2

29.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Hansis, Alexandra
Goethe University Frankfurt - House of Finance
Posted:
01 Feb 10
Last Revised:
17 Mar 10
69
(203,532)
2

30.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Konermann, Patrick
University of Muenster - Finance Center Muenster
Thimme, Julian
Goethe University Frankfurt - House of Finance
Posted:
12 Jun 12
Last Revised:
10 Apr 13
57
(224,719)
 

31.  
Pricing and Upper Price Bounds of Relax Certificates | Show Abstract | Download |
Review of Managerial Science, Forthcoming
Accepted Paper Series
Branger, Nicole
University of Muenster - Finance Center Muenster
Mahayni, Antje Brigitte
Mercator School of Management
Schneider, Judith C.
University of Muenster - Finance Center Muenster
Posted:
05 Jul 10
37
(269,478)
 

32.  
International Stochastic Discount Factors and Stochastic Correlation | Show Abstract | Download |
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Working Paper Series
Branger, Nicole
University of Muenster - Finance Center Muenster
Herold, Michael
University of Bamberg, Chair of Banking and Financial Control
Muck, Matthias
University of Bamberg
Posted:
23 Sep 14
Last Revised:
18 Nov 14
33
(280,497)
 

33.  
Hedging Under Model Misspecification: All Risk Factors are Equal, But Some are More Equal than Others ... | Show Abstract | Download |
The Journal of Futures Markets, Vol. 32, No. 5, 397–430 (2012)
Accepted Paper Series
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Schneider, Eva
Goethe University Frankfurt - Department of Finance
Seeger, Norman
VU University Amsterdam
Posted:
06 Mar 08
Last Revised:
29 Jan 13
21
(323,486)
2

34.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Konermann, Patrick
University of Muenster - Finance Center Muenster
Meinerding, Christoph
Goethe University Frankfurt
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Posted:
11 Nov 14
16
(344,824)
 

35.  
What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice? | Show Abstract |
Insurance: Mathematics and Economics, Vol. 45, No. 1, 2009
Accepted Paper Series
Branger, Nicole
University of Muenster - Finance Center Muenster
Kraft, Holger
Goethe University Frankfurt
Meinerding, Christoph
Goethe University Frankfurt
Posted:
17 Mar 08
Last Revised:
06 Sep 11
 


Records 1 - 35 of 35 matches
[ 1 ]
. Branger, Nicole's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
141
Total
Citations
1
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
Pricing Two Trees When Trees and Investors are Heterogeneous | Show Abstract | Download |
EFA 2007 Ljubljana Meetings Paper
Working Paper Series
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Wu, Lue
Goethe University Frankfurt - Department of Finance
Posted:
01 Mar 07
Last Revised:
26 Mar 08
141
1


Records 1 - 1 of 1 matches
[ 1 ]

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