2026

Research article (journal)

Harren, J. (2026). Institutional trading costs, Robinhood activity, and expected returns. Quantitative Finance. (accepted / in press (not yet published))
More details BibTeX DOI

@article{Harren2026Institutional,
  author = {Jan Harren},
  title = {Institutional trading costs, Robinhood activity, and expected returns},
  journal = {Quantitative Finance},
  year = {2026},
  doi = {10.1080/14697688.2026.2691814},
  note = {Publication status: accepted / in press (not yet published)}
}

2024

Research article (journal)

Wand, T., Wiedemann, T., Harren, J., & Kamps, O. (2024). Estimating stable fixed points and Langevin potentials for financial dynamics. Physical Review E (PRE), 109(2).
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@article{WandWHK2024Estimating,
  author = {Tobias Wand and Timo Wiedemann and Jan Harren and Oliver Kamps},
  title = {Estimating stable fixed points and Langevin potentials for financial dynamics},
  journal = {Physical Review E (PRE)},
  year = {2024},
  volume = {109},
  number = {2},
  doi = {10.1103/PhysRevE.109.024226},
  note = {Publication status: Published}
}

Working paper

Branger, N., Trede, M., & Wilfling, B. (2024). Extracting stock-market bubbles from dividend futures. In CQE Working Papers: Vol. 107/2024. Universität Münster.
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@techreport{BrangerTW2024Extracting,
  author = {Nicole Branger and Mark Trede and Bernd Wilfling},
  title = {Extracting stock-market bubbles from dividend futures},
  institution = {},
  series = {CQE Working Papers},
  number = {107/2024},
  volume = {107/2024},
  year = {2024},
  address = {Universität Münster},
  note = {Publication status: Published}
}

2023

Research article (journal)

Branger, N., Chen, A., Mahayni, A., & Nguyen, T. (2023). Optimal collective investment: an analysis of individual welfare. Mathematics and Financial Economics, 17, 101–125.
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@article{BrangerCMN2023OptimalCollective,
  author = {Nicole Branger and An Chen and Antje Mahayni and Thai Nguyen},
  title = {Optimal collective investment: an analysis of individual welfare},
  journal = {Mathematics and Financial Economics},
  year = {2023},
  volume = {17},
  pages = {101--125},
  doi = {10.1007/s11579-022-00329-1},
  note = {Publication status: Published}
}

Branger, N., Flacke, R. M., Meyerhof, P., & Windmüller, S. (2023). Stock Returns in Global Value Chains: The Role of Upstreamness and Downstreamness. Journal of Empirical Finance, 74.
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@article{BrangerFMW2023StockReturns,
  author = {Nicole Branger and René Marian Flacke and Paul Meyerhof and Steffen Windmüller},
  title = {Stock Returns in Global Value Chains: The Role of Upstreamness and Downstreamness},
  journal = {Journal of Empirical Finance},
  year = {2023},
  volume = {74},
  url = {https://doi.org/10.1016/j.jempfin.2023.101437},
  note = {Publication status: Published}
}

Branger, N., Hanke, M., & Weissensteiner, A. (2023). The Information Content of Wheat Derivatives Regarding the Ukrainian War. Journal of Futures Markets, forthcoming.
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@article{BrangerHW2023TheInformation,
  author = {Nicole Branger and Michael Hanke and Alex Weissensteiner},
  title = {The Information Content of Wheat Derivatives Regarding the Ukrainian War},
  journal = {Journal of Futures Markets},
  year = {2023},
  volume = {forthcoming},
  doi = {10.1002/fut.22475},
  note = {Publication status: Published}
}

2022

Research article (journal)

Bohl, M. T., Branger, N., & Trede, M. (2022). Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?. Applied Economic Perspectives and Policy, 44(3), 1534–1553.
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@article{BohlBT2022Measurement,
  author = {Martin T. Bohl and Nicole Branger and Mark Trede},
  title = {Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?},
  journal = {Applied Economic Perspectives and Policy},
  year = {2022},
  volume = {44},
  number = {3},
  pages = {1534--1553},
  doi = {10.1002/aepp.13186},
  note = {Publication status: Published}
}

2021

Research article (journal)

Branger, N., Herold, M., & Muck, M. (2021). International Stochastic Discount Factors and Stochastic Correlation. Journal of Banking and Finance, 123, 106108.
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@article{BrangerHM2021International,
  author = {Nicole Branger and Michael Herold and Matthias Muck},
  title = {International Stochastic Discount Factors and Stochastic Correlation},
  journal = {Journal of Banking and Finance},
  year = {2021},
  volume = {123},
  pages = {106108},
  note = {Publication status: Published}
}

Branger, N., Konermann, P., Meinerding, C., & Schlag, C. (2021). Equilibrium Asset Pricing in Directed Networks. Review of Finance, 2021, 777–818.
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@article{BrangerKMS2021Equilibrium,
  author = {Nicole Branger and Patrick Konermann and Christoph Meinerding and Christian Schlag},
  title = {Equilibrium Asset Pricing in Directed Networks},
  journal = {Review of Finance},
  year = {2021},
  volume = {2021},
  pages = {777--818},
  doi = {10.1093/rof/rfaa035},
  note = {Publication status: Published}
}

2020

Research article (journal)

Branger, N., Flacke, R., & Gräber, N. (2020). Monopoly power in the oil market and the macroeconomy. Energy Economics, 85, 104597.
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@article{BrangerFG2020MonopolyPower,
  author = {Nicole Branger and René Flacke and Nikolai Gräber},
  title = {Monopoly power in the oil market and the macroeconomy},
  journal = {Energy Economics},
  year = {2020},
  volume = {85},
  pages = {104597},
  doi = {10.1016/j.eneco.2019.104597},
  note = {Publication status: Published}
}

Branger, N., Konermann, P., & Schlag, C. (2020). Optimists and Pessimists in (In)Complete Markets. Journal of Financial and Quantitative Analysis, 55(8), 2466–2499.
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@article{BrangerKS2020OptimistsAnd,
  author = {Nicole Branger and Patrick Konermann and Christian Schlag},
  title = {Optimists and Pessimists in (In)Complete Markets},
  journal = {Journal of Financial and Quantitative Analysis},
  year = {2020},
  volume = {55},
  number = {8},
  pages = {2466--2499},
  doi = {10.1017/S002210901900070X},
  note = {Publication status: Published}
}

2019

Research article (journal)

Branger, N., Larsen, L. S., & Munk, C. (2019). Hedging Recessions. Journal of Economic Dynamics and Control, 107.
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@article{BrangerLM2019HedgingRecessions,
  author = {Nicole Branger and Linda Sandris Larsen and Claus Munk},
  title = {Hedging Recessions},
  journal = {Journal of Economic Dynamics and Control},
  year = {2019},
  volume = {107},
  doi = {10.1016/j.jedc.2019.07.001},
  note = {Publication status: Published}
}

Branger, N., Lucivjanska, K., & Weissensteiner, A. (2019). Optimal Granularity for Portfolio Choice. Journal of Empirical Finance, 50, 125–146.
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@article{BrangerLW2019OptimalGranularity,
  author = {Nicole Branger and Katarina Lucivjanska and Alex Weissensteiner},
  title = {Optimal Granularity for Portfolio Choice},
  journal = {Journal of Empirical Finance},
  year = {2019},
  volume = {50},
  pages = {125--146},
  doi = {10.1016/j.jempfin.2019.01.005},
  note = {Publication status: Published}
}

Branger, N., Muck, M., & Weisheit, S. (2019). Correlation Risk and International Portfolio Choice. Journal of Futures Markets, 2019, 128–146.
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@article{BrangerMW2019Correlation,
  author = {Nicole Branger and Matthias Muck and Stefan Weisheit},
  title = {Correlation Risk and International Portfolio Choice},
  journal = {Journal of Futures Markets},
  year = {2019},
  volume = {2019},
  pages = {128--146},
  doi = {10.1002/fut.21941},
  note = {Publication status: Published}
}

2018

Research article (journal)

Branger, N., Rodrigues, P., & Schlag, C. (2018). The Role of Volatility Shocks and Rare Events in Long-Run Risk Models. Journal of Economic Dynamics and Control, 86, 95–122.
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@article{BrangerRS2018TheRoleOfVolatility,
  author = {Nicole Branger and Paulo Rodrigues and Christian Schlag},
  title = {The Role of Volatility Shocks and Rare Events in Long-Run Risk Models},
  journal = {Journal of Economic Dynamics and Control},
  year = {2018},
  volume = {86},
  pages = {95--122},
  doi = {10.1016/j.jedc.2017.10.007},
  note = {Publication status: Published}
}

2017

Research article (journal)

Bohl, M., Branger, N., & Trede, M. (2017). The Case for Herding is Stronger than You Think. Journal of Banking and Finance, 85(December), 30–40.
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@article{BohlBT2017TheCaseFor,
  author = {MT Bohl and N Branger and M Trede},
  title = {The Case for Herding is Stronger than You Think},
  journal = {Journal of Banking and Finance},
  year = {2017},
  volume = {85},
  number = {December},
  pages = {30--40},
  doi = {10.1016/j.jbankfin.2017.08.006},
  note = {Publication status: Published}
}

Branger, N., Muck, M., Seifried, F., & Weisheit, S. (2017). Optimal Portfolios When Variances and Covariances can Jump. Journal of Economic Dynamics and Control, 85, 59–89.
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@article{BrangerMSW2017OptimalPortfolios,
  author = {Nicole Branger and Matthias Muck and Frank Seifried and Stefan Weisheit},
  title = {Optimal Portfolios When Variances and Covariances can Jump},
  journal = {Journal of Economic Dynamics and Control},
  year = {2017},
  volume = {85},
  pages = {59--89},
  doi = {10.1016/j.jedc.2017.09.008},
  note = {Publication status: Published}
}

2016

Research article (journal)

Ascheberg, M., Branger, N., Kraft, H., & Seifried, F. (2016). When Do Jumps Matter for Portfolio Optimization?. Quantitative Finance, 16(8), 1297–1311.
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@article{AschebergBKS2016WhenDoJumps,
  author = {Marius Ascheberg and Nicole Branger and Holger Kraft and Frank Seifried},
  title = {When Do Jumps Matter for Portfolio Optimization?},
  journal = {Quantitative Finance},
  year = {2016},
  volume = {16},
  number = {8},
  pages = {1297--1311},
  doi = {10.1080/14697688.2015.1131844},
  url = {http://www.tandfonline.com/doi/full/10.1080/14697688.2015.1131844},
  note = {Publication status: Published}
}

Branger, N., Kraft, H., & Meinerding, C. (2016). The Dynamics of Crises and the Equity Premium. Review of Financial Studies, 29(1), 232–270.
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@article{BrangerKM2016TheDynamics,
  author = {Nicole Branger and Holger Kraft and Christoph Meinerding},
  title = {The Dynamics of Crises and the Equity Premium},
  journal = {Review of Financial Studies},
  year = {2016},
  volume = {29},
  number = {1},
  pages = {232--270},
  doi = {10.1093/rfs/hhv057},
  url = {http://rfs.oxfordjournals.org/content/early/2015/09/22/rfs.hhv057.abstract},
  note = {Publication status: Published}
}

2015

Research article (journal)

Branger, N., & Hansis, A. (2015). Earning the Right Premium on the Right Factor in Portfolio Planning. Journal of Banking and Finance, 59, 367–383.
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@article{BrangerH2015EarningThe,
  author = {Nicole Branger and Alexandra Hansis},
  title = {Earning the Right Premium on the Right Factor in Portfolio Planning},
  journal = {Journal of Banking and Finance},
  year = {2015},
  volume = {59},
  pages = {367--383},
  doi = {10.1016/j.jbankfin.2015.05.011},
  note = {Publication status: Published}
}

Branger, N., Mahayni, A., & Zieling, D. (2015). Robustness of Stable Volatility Strategies. Journal of Economic Dynamics and Control, 60, 134–151.
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@article{BrangerMZ2015Robustness,
  author = {Nicole Branger and Antje Mahayni and Daniel Zieling},
  title = {Robustness of Stable Volatility Strategies},
  journal = {Journal of Economic Dynamics and Control},
  year = {2015},
  volume = {60},
  pages = {134--151},
  doi = {10.1016/j.jedc.2015.08.007},
  note = {Publication status: Published}
}

Branger, N., Schlag, C., & Wu, L. (2015). ‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors. Journal of Economic Dynamics and Control, 61, 303–333.
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@article{BrangerSW2015NobodyIsPerfect,
  author = {Nicole Branger and Christian Schlag and Lue Wu},
  title = {‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors},
  journal = {Journal of Economic Dynamics and Control},
  year = {2015},
  volume = {61},
  pages = {303--333},
  doi = {10.1016/j.jedc.2015.08.005},
  note = {Publication status: Published}
}

2014

Research article (journal)

Branger, N., Kraft, H., & Meinerding, C. (2014). Partial Information about Contagion Risk, Endogenous Self-Exciting Processes and Portfolio Optimization. Journal of Economic Dynamics and Control, 2014, 18–36.
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@article{BrangerKM2014PartialInformation,
  author = {Nicole Branger and Holger Kraft and Christoph Meinerding},
  title = {Partial Information about Contagion Risk, Endogenous Self-Exciting Processes and Portfolio Optimization},
  journal = {Journal of Economic Dynamics and Control},
  year = {2014},
  volume = {2014},
  pages = {18--36},
  doi = {10.1016/j.jedc.2013.10.005},
  note = {Publication status: Published}
}

2013

Research article (journal)

Branger, N., & Larsen, L. (2013). Robust Portfolio Choice with Uncertainty about Jump and Diffusion Risk. Journal of Banking and Finance, 37(12), 5036–5047.
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@article{BrangerL2013RobustPortfolio,
  author = {Nicole Branger and Linda Larsen},
  title = {Robust Portfolio Choice with Uncertainty about Jump and
Diffusion Risk},
  journal = {Journal of Banking and Finance},
  year = {2013},
  volume = {37},
  number = {12},
  pages = {5036--5047},
  doi = {10.1016/j.jbankfin.2013.08.023},
  note = {Publication status: Published}
}

Branger, N., Larsen, L., & Munk, C. (2013). Robust Portfolio Choice with Ambiguity and Learning about Return Predictability. Journal of Banking and Finance, 37(5), 1397–1411.
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@article{BrangerLM2013RobustPortfolio,
  author = {Nicole Branger and Linda Larsen and Claus Munk},
  title = {Robust Portfolio Choice with Ambiguity and Learning about Return Predictability},
  journal = {Journal of Banking and Finance},
  year = {2013},
  volume = {37},
  number = {5},
  pages = {1397--1411},
  doi = {10.1016/j.jbankfin.2012.05.009},
  note = {Publication status: Published}
}

Konermann, P., Meinerding, C., & Sedova, O. (2013). Asset Allocation in Markets with Contagion: The Interplay between Volatilities, Jump Intensities, and Correlations. Review of Financial Economics, 22(1), 36–46.
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@article{KonermannMS2013AssetAllocation,
  author = {Patrick Konermann and Christoph Meinerding and Olga Sedova},
  title = {Asset Allocation in Markets with Contagion: The Interplay between Volatilities, Jump Intensities, and Correlations},
  journal = {Review of Financial Economics},
  year = {2013},
  volume = {22},
  number = {1},
  pages = {36--46},
  doi = {10.1016/j.rfe.2012.08.001},
  note = {Publication status: Published}
}

2012

Research article (journal)

Branger, N., & Hansis, A. (2012). Asset allocation: How much does model choice matter?. Journal of Banking and Finance, 36, 1865–1882.
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@article{BrangerH2012AssetAllocation,
  author = {Nicole Branger and Alexandra Hansis},
  title = {Asset allocation: How much does model choice matter?},
  journal = {Journal of Banking and Finance},
  year = {2012},
  volume = {36},
  pages = {1865--1882},
  doi = {10.1016/j.jbankfin.2012.02.009},
  note = {Publication status: Published}
}

Branger, N., Krautheim, E., Schlag, C., & Seeger, N. (2012). Hedging Under Model Mis-Specification: All Risk Factors are Equal, But Some are More Equal than Others ... Journal of Futures Markets, 32(5), 397–430.
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@article{BrangerKSS2012HedgingUnder,
  author = {Nicole Branger and Eva Krautheim and Christian Schlag and Norman Seeger},
  title = {Hedging Under Model Mis-Specification: All Risk Factors are Equal, But Some are More Equal than Others ...},
  journal = {Journal of Futures Markets},
  year = {2012},
  volume = {32},
  number = {5},
  pages = {397--430},
  doi = {10.1002/fut.20530},
  note = {Publication status: Published}
}

Branger, N., & Muck, M. (2012). Keep on Smiling? Volatility Surfaces and the Pricing of Quanto Options when all Covariances are Stochastic. Journal of Banking and Finance, 36(1), 1577–1591.
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@article{BrangerM2012KeepOnSmiling,
  author = {Nicole Branger and Matthias Muck},
  title = {Keep on Smiling? Volatility Surfaces and the Pricing of Quanto Options when all Covariances are Stochastic},
  journal = {Journal of Banking and Finance},
  year = {2012},
  volume = {36},
  number = {1},
  pages = {1577--1591},
  doi = {10.1016/j.jbankfin.2012.01.004},
  note = {Publication status: Published}
}

2011

Research article (journal)

Branger, N., & Mahayni, A. (2011). Tractable Hedging with Additional Hedge Instruments. Review of Derivatives Research, 14(1), 85–114.
More details BibTeX Full text DOI

@article{BrangerM2011TractableHedging,
  author = {Nicole Branger and Antje Mahayni},
  title = {Tractable Hedging with Additional Hedge Instruments},
  journal = {Review of Derivatives Research},
  year = {2011},
  volume = {14},
  number = {1},
  pages = {85--114},
  doi = {10.1007/s11147-010-9056-z},
  url = {http://www.springerlink.com/content/2366176x1q653800/fulltext.pdf},
  note = {Publication status: Published}
}

Branger, N., Mahayni, A., & Schneider, J. (2011). Pricing and Upper Price Bounds of Relax Certificates. Review of Managerial Science, 5(4), 309–336.
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@article{BrangerMS2011PricingAnd,
  author = {Nicole Branger and Antje Mahayni and Judith Schneider},
  title = {Pricing and Upper Price Bounds of Relax Certificates},
  journal = {Review of Managerial Science},
  year = {2011},
  volume = {5},
  number = {4},
  pages = {309--336},
  doi = {10.1007/s11846-010-0047-0},
  url = {http://www.springerlink.com/content/b538t2qp86348414/},
  note = {Publication status: Published}
}

Branger, N., Schlag, C., & Wu, L. (2011). Pricing Two Heterogeneous Trees. Journal of Financial and Quantitative Analysis, 46(5), 1437–1462.
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@article{BrangerSW2011PricingTwo,
  author = {Nicole Branger and Christian Schlag and Lue Wu},
  title = {Pricing Two Heterogeneous Trees},
  journal = {Journal of Financial and Quantitative Analysis},
  year = {2011},
  volume = {46},
  number = {5},
  pages = {1437--1462},
  doi = {10.1017/S002210901100038X},
  url = {http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=8444543&fulltextType=RA&fileId=S002210901100038X},
  note = {Publication status: Published}
}

2010

Research article (journal)

Branger, N., Breuer, B., & Schlag, C. (2010). Discrete-Time Implementation of Continuous-Time Portfolio Strategies. European Journal of Finance, 16(2), 137–152.
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@article{BrangerBS2010DiscreteTime,
  author = {Nicole Branger and Beate Breuer and Christian Schlag},
  title = {Discrete-Time Implementation of Continuous-Time Portfolio Strategies},
  journal = {European Journal of Finance},
  year = {2010},
  volume = {16},
  number = {2},
  pages = {137--152},
  doi = {10.1080/13518470903075854},
  url = {http://www.informaworld.com/smpp/content~db=all~content=a913378689},
  note = {Publication status: Published}
}

Branger, N., Mahayni, A., & Schneider, J. (2010). On the Optimal Design of Insurance Contracts with Guarantees. Insurance: Mathematics and Economics, 46(3), 485–492.
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@article{BrangerMS2010OnTheOptimal,
  author = {Nicole Branger and Antje Mahayni and Judith Schneider},
  title = {On the Optimal Design of Insurance Contracts with Guarantees},
  journal = {Insurance: Mathematics and Economics},
  year = {2010},
  volume = {46},
  number = {3},
  pages = {485--492},
  doi = {10.1016/j.insmatheco.2010.01.006},
  url = {http://www.sciencedirect.com/science?_ob=MImg&_imagekey=B6V8N-4YCRYVM-1-C&_cdi=5875&_user=2160112&_pii=S0167668710000089&_origin=gateway&_coverDate=06%2F30%2F2010&_sk=999539996&view=c&wchp=dGLzVzz-zSkWb&md5=bba357709a573e3a55865d5692fcfc70&ie=/sdarticle.p},
  note = {Publication status: Published}
}

Branger, N., Reichmann, O., & Wobben, M. (2010). Pricing electricity derivatives on an hourly basis. Journal of Energy Markets, 3(3), 51–90.
More details BibTeX Full text

@article{BrangerRW2010PricingElectricity,
  author = {Nicole Branger and Oleg Reichmann and Magnus Wobben},
  title = {Pricing electricity derivatives on an hourly basis},
  journal = {Journal of Energy Markets},
  year = {2010},
  volume = {3},
  number = {3},
  pages = {51--90},
  url = {https://www.wiwi.uni-muenster.de/vwt/organisation/veroeffentlichungen/5_WP_Pricing_Electricity_Derivatives.pdf},
  note = {Publication status: Published}
}

2009

Research article (journal)

Branger, N., Kraft, H., & Meinerding, C. (2009). What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?. Insurance: Mathematics and Economics, 2009(45), 1–94.
More details BibTeX Full text DOI

@article{BrangerKM2009WhatIsTheImpact,
  author = {Nicole Branger and Holger Kraft and Christoph Meinerding},
  title = {What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?},
  journal = {Insurance: Mathematics and Economics},
  year = {2009},
  volume = {2009},
  number = {45},
  pages = {1--94},
  doi = {10.1016/j.insmatheco.2009.04.006},
  url = {http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V8N-4W9XDSP-1&_user=2160112&_coverDate=08%2F31%2F2009&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1716520757&_rerunOrigin=scholar.google&_acct=C00005646},
  note = {Publication status: Published}
}

2008

Research article (journal)

Branger, N., Breuer, B., & Schlag, C. (2008). Optimal Derivatives Strategies with Discrete Rebalancing. Journal of Derivatives, 16(2), 67–84.
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@article{BrangerBS2008OptimalDerivatives,
  author = {Nicole Branger and Beate Breuer and Christian Schlag},
  title = {Optimal Derivatives Strategies with Discrete Rebalancing},
  journal = {Journal of Derivatives},
  year = {2008},
  volume = {16},
  number = {2},
  pages = {67--84},
  doi = {10.3905/JOD.2008.16.2.067},
  url = {http://www.iijournals.com/doi/abs/10.3905/JOD.2008.16.2.067},
  note = {Publication status: Published}
}

Branger, N., & Schlag, C. (2008). Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?. Journal of Financial and Quantitative Analysis, 43(4), 1055–1090.
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@article{BrangerS2008CanTestsBased,
  author = {Nicole Branger and Christian Schlag},
  title = {Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?},
  journal = {Journal of Financial and Quantitative Analysis},
  year = {2008},
  volume = {43},
  number = {4},
  pages = {1055--1090},
  doi = {10.1017/S0022109000014435},
  url = {http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=5395296},
  note = {Publication status: Published}
}

Branger, N., Schlag, C., & Schneider, E. (2008). Optimal Portfolios When Volatility can Jump. Journal of Banking and Finance, 32(6), 1087–1097.
More details BibTeX Full text DOI

@article{BrangerSS2008OptimalPortfolios,
  author = {Nicole Branger and Christian Schlag and Eva Schneider},
  title = {Optimal Portfolios When Volatility can Jump},
  journal = {Journal of Banking and Finance},
  year = {2008},
  volume = {32},
  number = {6},
  pages = {1087--1097},
  doi = {10.1016/j.jbankfin.2007.09.015},
  url = {http://www.sciencedirect.com/science?_ob=MImg&_imagekey=B6VCY-4PPW72J-B-C&_cdi=5967&_user=2160112&_pii=S0378426607002853&_origin=gateway&_coverDate=06%2F30%2F2008&_sk=999679993&view=c&wchp=dGLbVlb-zSkzV&md5=a5f68634b35afc609b4eb6207ff29528&ie=/sdarticle.p},
  note = {Publication status: Published}
}

2007

Research article (journal)

Branger, N., & Schlag, C. (2007). Option Betas — Risk Measures for Options. International Journal of Theoretical and Applied Finance, 10(7), 1137–1157.
More details BibTeX Full text DOI

@article{BrangerS2007OptionBetas,
  author = {Nicole Branger and Christian Schlag},
  title = {Option Betas --- Risk Measures for Options},
  journal = {International Journal of Theoretical and Applied Finance},
  year = {2007},
  volume = {10},
  number = {7},
  pages = {1137--1157},
  doi = {10.1142/S0219024907004585},
  url = {http://www.worldscinet.com/ijtaf/10/1007/S0219024907004585.html},
  note = {Publication status: Published}
}

2006

Research article (journal)

Branger, N., & Mahayni, A. (2006). Tractable Hedging — An Implementation of Robust Hedging Strategies. Journal of Economic Dynamics and Control, 30(11), 1937–1962.
More details BibTeX Full text DOI

@article{BrangerM2006TractableHedging,
  author = {Nicole Branger and Antje Mahayni},
  title = {Tractable Hedging --- An Implementation of Robust Hedging Strategies},
  journal = {Journal of Economic Dynamics and Control},
  year = {2006},
  volume = {30},
  number = {11},
  pages = {1937--1962},
  doi = {10.1016/j.jedc.2005.06.014},
  url = {http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V85-4HV749P-1&_user=2160112&_coverDate=11%2F30%2F2006&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1716489707&_rerunOrigin=scholar.google&_acct=C00005646},
  note = {Publication status: Published}
}

2005

Thesis (doctoral or post-doctoral)

Branger, N. (2005). Essays on Option Pricing. at the Goethe-Universität Frankfurt.
More details BibTeX

@phdthesis{Branger2005EssaysOnOption,
  author = {Nicole Branger},
  title = {Essays on Option Pricing},
  school = {Goethe-Universität Frankfurt},
  year = {2005},
  note = {Publication status: Published}
}

2004

Book (monograph)

Branger, N., & Schlag, C. (2004). Zinsderivate: Modelle und Bewertung. Berlin-Heidelberg-New York.: Springer.
More details BibTeX Full text

@book{BrangerS2004Zinsderivate,
  author = {Nicole Branger and Christian Schlag},
  title = {Zinsderivate: Modelle und Bewertung},
  year = {2004},
  publisher = {Springer},
  address = {Berlin-Heidelberg-New York.},
  isbn = {978-3-540-21228-7},
  url = {http://www.springer.com/business+%26+management/finance/book/978-3-540-21228-7},
  note = {Publication status: Published}
}

Research article (journal)

Branger, N. (2004). Pricing Derivative Securities Using Cross-Entropy — An Economic Analysis. International Journal of Theoretical and Applied Finance, 7(1), 63–82.
More details BibTeX Full text DOI

@article{Branger2004PricingDerivative,
  author = {Nicole Branger},
  title = {Pricing Derivative Securities Using Cross-Entropy --- An Economic Analysis},
  journal = {International Journal of Theoretical and Applied Finance},
  year = {2004},
  volume = {7},
  number = {1},
  pages = {63--82},
  doi = {10.1142/S0219024904002335},
  url = {http://www.worldscinet.com/ijtaf/07/0701/S0219024904002335.html},
  note = {Publication status: Published}
}

Branger, N., Esser, A., & Schlag, C. (2004). Attainability of European Path Independent Claims in Incomplete Markets. Finance Research Letters, 1(3), 190–195.
More details BibTeX Full text DOI

@article{BrangerES2004Attainability,
  author = {Nicole Branger and Angelika Esser and Christian Schlag},
  title = {Attainability of European Path Independent Claims in Incomplete Markets},
  journal = {Finance Research Letters},
  year = {2004},
  volume = {1},
  number = {3},
  pages = {190--195},
  doi = {10.1016/j.frl.2004.04.003},
  url = {http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B7CPP-4CS4JRJ-2&_user=2160112&_coverDate=09%2F30%2F2004&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1707608405&_rerunOrigin=scholar.google&_acct=C00005646},
  note = {Publication status: Published}
}

Branger, N., & Schlag, C. (2004). Why is the Index Smile So Steep?. Review of Finance, 8(1), 109–127.
More details BibTeX Full text DOI

@article{BrangerS2004WhyIsTheIndex,
  author = {Nicole Branger and Christian Schlag},
  title = {Why is the Index Smile So Steep?},
  journal = {Review of Finance},
  year = {2004},
  volume = {8},
  number = {1},
  pages = {109--127},
  doi = {10.1023/B:EUFI.0000022159.33778.f},
  url = {http://rof.oxfordjournals.org/content/8/1/109.short},
  note = {Publication status: Published}
}

2003

Research article (book contribution)

Branger, N., Bondarenko, J., Esser, A., & Schlag, C. (2003). Decentralizing Risk Management in the Case of Quadratic Hedging. In Schader, M., Gaul, W., & Vichi, M. (Eds.), Between Data Science And Applied Data Analysis (pp. 521–529). Berlin.
More details BibTeX

@incollection{BrangerBES2003Decentralizing,
  author = {N Branger and J Bondarenko and A Esser and C Schlag},
  title = {Decentralizing Risk Management in the Case of Quadratic Hedging},
  booktitle = {Between Data Science And Applied Data Analysis},
  pages = {521--529},
  editor = {M Schader and W Gaul and M Vichi},
  year = {2003},
  publisher = {},
  address = {Berlin},
  note = {Publication status: Published}
}

2002

Thesis (doctoral or post-doctoral)

Branger, N. (2002). Bewertung nicht redundanter Finanzderivate mittels Entropie und Cross-Entropie. at the Universität Karlsruhe (TH). Wiesbaden: Deutscher Universitäts-Verlag.
More details BibTeX

@phdthesis{Branger2002BewertungNicht,
  author = {Nicole Branger},
  title = {Bewertung nicht redundanter Finanzderivate mittels Entropie und Cross-Entropie},
  school = {Universität Karlsruhe (TH)},
  year = {2002},
  publisher = {Deutscher Universitäts-Verlag},
  address = {Wiesbaden},
  note = {Publication status: Published}
}