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Branger, Nicole


 SSRN Author Rank: 3,351 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
7,347
Total
Citations
72
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
805
(17,257)
2

2.  
Why is the Index Smile So Steep? | Show Abstract | Download This Paper |
EFMA 2003 Helsinki Meetings
Number of Pages in PDF File: 21
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Posted:
11 Oct 02
456
(37,701)
10

3.  
An Economic Motivation for Variance Contracts | Show Abstract | Download This Paper |
AFA 2006 Boston Meetings Paper
Number of Pages in PDF File: 41
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Posted:
18 Mar 05
381
(47,074)
5

4.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Posted:
10 May 03
381
(47,074)
 

5.  
The Fine Structure of Variance: Consistent Pricing of VIX Derivatives | Show Abstract | Download This Paper |
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of Pages in PDF File: 45
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
380
(47,373)
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
333
(55,643)
5

7.  
Option Betas | Show Abstract | Download This Paper |
Number of Pages in PDF File: 32
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Posted:
22 Jun 02
324
(57,276)
 

8.  
Tractable Hedging: An Implementation of Robust Hedging Strategies | Show Abstract | Download This Paper |
EFA 2004 Maastricht Meetings Paper No. 3698; EFMA 2004 Basel Meetings Paper
Number of Pages in PDF File: 31
Branger, Nicole
University of Muenster - Finance Center Muenster
Mahayni, Antje Brigitte
Mercator School of Management
Posted:
28 May 04
313
(59,596)
3

9.  
The Dynamics of Crises and the Equity Premium | Show Abstract | Download This Paper |
SAFE Working Paper No. 11
Number of Pages in PDF File: 46
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
295
(63,952)
 

10.  
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
286
(65,937)
1

11.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Schlag, Christian
Goethe University Frankfurt - Department of Finance
Posted:
14 May 04
276
(68,611)
13

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
268
(70,767)
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
261
(72,810)
2

14.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Mahayni, Antje Brigitte
Mercator School of Management
Zieling, Daniel
University of Duisburg-Essen - Mercator School of Management
Posted:
04 Dec 14
206
(93,171)
 

15.  
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
201
(95,569)
 

16.   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
198
(96,961)
2

17.  
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
170
(111,708)
3

18.  
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
158
(119,225)
1

19.   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:
18 Jan 15
148
(126,275)
 

20.  
Larsen, Linda Sandris
University of Southern Denmark
Branger, Nicole
University of Muenster - Finance Center Muenster
Posted:
11 Jan 12
Last Revised:
25 Apr 12
148
(126,275)
 

21.  
When are Static Superhedging Strategies Optimal? | Show Abstract | Download This Paper |
EFMA 2004 Basel Meetings Paper
Number of Pages in PDF File: 34
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
(136,302)
 

22.  
Asset Pricing Under Uncertainty About Shock Propagation | Show Abstract | Download This Paper |
SAFE Working Paper No. 34
Number of Pages in PDF File: 67
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
123
(147,636)
 

23.   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
(161,680)
 

24.  
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
107
(162,824)
 

25.  
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
107
(162,824)
1

26.  
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
(167,264)
2

27.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Mahayni, Antje Brigitte
Mercator School of Management
Posted:
05 Mar 07
87
(187,184)
1

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
73
(208,117)
2

29.  
On the Optimal Design of Insurance Contracts with Guarantees | Show Abstract | Download This Paper |
Insurance: Mathematics and Economics, Vol. 4, 2010
Number of Pages in PDF File: 25
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
71
(211,369)
4

30.  
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
71
(211,369)
2

31.  
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
68
(216,550)
 

32.  
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
Last Revised:
27 Nov 14
64
(225,563)
 

33.  
International Stochastic Discount Factors and Stochastic Correlation | Show Abstract | Download This Paper |
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of Pages in PDF File: 76
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
57
(237,200)
 

34.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Muck, Matthias
University of Bamberg
Weisheit, Stefan
University of Bamberg
Posted:
12 Mar 15
52
(247,783)
9

35.  
Bohl, Martin T.
University of Muenster
Branger, Nicole
University of Muenster - Finance Center Muenster
Trede, Mark M.
University of Muenster - Faculty of Economics
Posted:
21 Jan 15
Last Revised:
18 Feb 15
38
(281,815)
 

36.  
Pricing and Upper Price Bounds of Relax Certificates | Show Abstract | Download This Paper |
Review of Managerial Science, Forthcoming
Number of Pages in PDF File: 30
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
(284,580)
 

37.  
Branger, Nicole
University of Muenster - Finance Center Muenster
Thimme, Julian
Goethe University Frankfurt - House of Finance
Posted:
11 Dec 14
29
(309,196)
 

38.  
Hedging Under Model Misspecification: All Risk Factors are Equal, But Some are More Equal than Others ... | Show Abstract | Download This Paper |
The Journal of Futures Markets, Vol. 32, No. 5, 397–430 (2012)
Number of Pages in PDF File: 50
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
29
(309,196)
2

39.  
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 - 39 of 39 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
143
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.  
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
143
1


Records 1 - 1 of 1 matches
[ 1 ]

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