| Robust portfolio choice with uncertainty about jump and diffusion risk N Branger, LS Larsen Journal of Banking & Finance 37 (12), 5036-5047, 2013 | 99 | 2013 |
| Robust portfolio choice with ambiguity and learning about return predictability N Branger, LS Larsen, C Munk Journal of Banking & Finance 37 (5), 1397-1411, 2013 | 88 | 2013 |
| Optimal portfolios when volatility can jump N Branger, C Schlag, E Schneider Journal of Banking & Finance 32 (6), 1087-1097, 2008 | 75 | 2008 |
| Why is the index smile so steep? N Branger, C Schlag Review of Finance 8 (1), 109-127, 2004 | 66 | 2004 |
| Can tests based on option hedging errors correctly identify volatility risk premia? N Branger, C Schlag Journal of Financial and Quantitative Analysis 43 (4), 1055-1090, 2008 | 58* | 2008 |
| Zinsderivate: Modelle und Bewertung N Branger, C Schlag Springer-Verlag, 2006 | 56 | 2006 |
| The optimal demand for retail derivatives N Branger, B Breuer Available at SSRN 1101399, 2008 | 45 | 2008 |
| On the optimal design of insurance contracts with guarantees N Branger, A Mahayni, JC Schneider Insurance: Mathematics and Economics 46 (3), 485-492, 2010 | 44 | 2010 |
| The case for herding is stronger than you think MT Bohl, N Branger, M Trede Journal of Banking & Finance 85, 30-40, 2017 | 42 | 2017 |
| Model risk: A conceptual framework for risk measurement and hedging N Branger, C Schlag Available at SSRN 493482, 2004 | 37 | 2004 |
| The dynamics of crises and the equity premium N Branger, H Kraft, C Meinerding The Review of Financial Studies 29 (1), 232-270, 2016 | 35* | 2016 |
| Keep on smiling? The pricing of Quanto options when all covariances are stochastic N Branger, M Muck Journal of Banking & Finance 36 (6), 1577-1591, 2012 | 35 | 2012 |
| Pricing derivative securities using cross-entropy: an economic analysis N Branger International journal of theoretical and applied finance 7 (01), 63-81, 2004 | 31 | 2004 |
| Hedging under model misspecification: All risk factors are equal, but some are more equal than others… N Branger, E Krautheim, C Schlag, N Seeger Journal of Futures Markets 32 (5), 397-430, 2012 | 30 | 2012 |
| Partial information about contagion risk, self-exciting processes and portfolio optimization N Branger, H Kraft, C Meinerding Journal of Economic Dynamics and Control 39, 18-36, 2014 | 28 | 2014 |
| Pricing two heterogeneous trees N Branger, C Schlag, L Wu Journal of Financial and Quantitative Analysis 46 (5), 1437-1462, 2011 | 24* | 2011 |
| Optimal granularity for portfolio choice N Branger, K Lučivjanská, A Weissensteiner Journal of Empirical Finance 50, 125-146, 2019 | 20 | 2019 |
| Equilibrium asset pricing in directed networks N Branger, P Konermann, C Meinerding, C Schlag Review of Finance 25 (3), 777-818, 2021 | 19* | 2021 |
| The fine structure of variance: Pricing vix derivatives in consistent and log-vix models N Branger, A Kraftschik, C Völkert Available at SSRN 2028285, 2016 | 18 | 2016 |
| Pricing electricity derivatives on an hourly basis N Branger, O Reichmann, M Wobben The Journal of Energy Markets 3 (3), 51-89, 2010 | 18 | 2010 |
Claus MunkCopenhagen Business SchoolVerified email at cbs.dk
