Concepedia

Nicole Branger

NB

Statistics

Publications

27

Citations

787

H-Index

16

Active since

2002

Affiliations

University of Münster(Current)

Goethe University Frankfurt

Frankfurt School of Finance & Management

University of Southern Denmark

Leibniz Institute for Financial Research SAFE

Nicole Branger is an author at University of Münster specializing in business, asset pricing, and finance.

Top concepts

BusinessFinanceAsset PricingEconomicsManagementPortfolio SelectionPortfolio OptimizationFinancial EconomicsOption PricingMathematical Programming

Publications per year

2002–2023

27

Publications

27

Robust portfolio choice with uncertainty about jump and diffusion risk

Nicole Branger, Linda Sandris Larsen · Journal of Banking & Finance · 2013 · 104 citations

Economics, Portfolio Optimization, Asset Pricing +9

Robust portfolio choice with ambiguity and learning about return predictability

Nicole Branger, Linda Sandris Larsen, Claus Munk · Journal of Banking & Finance · 2012 · 104 citations

Mathematical Programming, Economics, Portfolio Optimization +10

Optimal portfolios when volatility can jump

Nicole Branger, Christian Schlag, Eva Schneider · Journal of Banking & Finance · 2007 · 61 citations

Portfolio Optimization, Asset Pricing, Portfolio Selection +6

Why is the Index Smile So Steep?

Nicole Branger, Christian Schlag · European Finance Review · 2004 · 52 citations

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

Nicole Branger, Matthias Mück · Journal of Banking & Finance · 2012 · 42 citations

Option Pricing, Computational Finance, Asset Pricing +7

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