Prof. Dr. Nicole Branger
Current affiliations
- Chair of Derivatives and Financial Engineering (Prof. Branger)
- Center for Nonlinear Science
Curriculum Vitae (CV)
- Asset Pricing
- Asset Allocation
- Economics of Derivatives
Academic Education | |
| 2005 | Venia Legendi in Business Administration, Topic: "Essays on Option Pricing" |
| 2001 | Ph.D. (Dr. rer. pol.) in Business Administration, University of Karlsruhe (TH), Topic: "Pricing non-redundant derivatives using entropy and cross-entropy" |
| 1997 | Diploma in Business Engineering, University of Karlsruhe (TH) |
| 1992 - 1997 | Studies of Business Engineering, University of Karlsruhe (TH) |
Work Experience | |
| since 2006 | Full Professor of Finance, Chair for Derivatives and Financial Engineering, University of Münster |
| 2005 - 2006 | Associate Professor, Department of Business and Economics, University of Southern Denmark |
| 2001 - 2005 | Post-Doc, Faculty of Economics and Business Administration, Goethe-Universität Frankfurt |
| 1997 - 2001 | Ph.D.-student in Business Administration, University of Karlsruhe (TH) |
Functions and Memberships | |
| since 2013 | Research Fellow, Center for Financial Studies (CFS), Frankfurt |
| since 2012 | Principial Investigator, SAFE, Research Area Financial Markets |
| since 2003 | Member of the American Finance Association |
| since 2001 | Member of the European Finance Association |
| since 1998 | Member of the German Finance Association |
| 2013 - 2022 | Associate Editor, Associate Editor, Journal of Banking and Finance |
Appointments | |
| 2013 | Offer to a Professorship (W3) , University of Duisburg-Essen (rejected) |
| 2012 | Offer to a Professorship for Volkswirtschaftslehre mit dem Schwerpunkt Finanzmarkttheorie (W3) , Leibniz University Hannover (rejected) |
| 2012 | Offer to a Professorship for Finanzwirtschaft und Risikomanagement (W3) , Karlsruhe Institute of Technology (rejected) |
Publications
Branger, Nicole; Trede, Mark; Wilfling, Bernd (2024) Universität Münster(kein Verlag angegeben). Working paper | Published | |
Branger, Nicole; Flacke, René Marian; Meyerhof, Paul; Windmüller, Steffen (2023) In: Journal of Empirical Finance, 74, 101437. Research article (journal) | Peer reviewed | Published | |
Branger, Nicole; Hanke, Michael; Weissensteiner, Alex (2023) In: Journal of Futures Markets, forthcoming. doi:10.1002/fut.22475 Research article (journal) | Peer reviewed | Published | |
Branger, Nicole; Chen, An; Mahayni, Antje; Nguyen, Thai (2023) In: Mathematics and Financial Economics, 17, 101-125. doi:10.1007/s11579-022-00329-1 Research article (journal) | Peer reviewed | Published | |
Bohl, Martin T.; Branger, Nicole; Trede, Mark (2022) In: Applied Economic Perspectives and Policy, 44(3), 1534-1553. doi:10.1002/aepp.13186 Research article (journal) | Peer reviewed | Published |
Projects
Duration: 01/10/2026 - 30/09/2030 | 1st Funding period Funded by: DFG - Research Unit Type of project: Subproject in DFG-joint project hosted outside University of Münster | |
Duration: 01/04/2026 - 31/03/2030 | 1st Funding period Funded by: DFG - Research Unit Type of project: Subproject in DFG-joint project hosted outside University of Münster | |
Duration: 01/01/2026 - 31/12/2029 | 1st Funding period Funded by: DFG - Research Unit Type of project: Subproject in DFG-joint project hosted outside University of Münster | |
Duration: since 01/01/2020 Type of project: Own resources project | |
Duration: 01/04/2012 - 01/10/2012 Funded by: Villum Foundation, University of Southern Denmark Type of project: Individual project |
Talks
| Hilda Geiringer Lecture 2016: Asset Pricing Branger, Nicole (02/11/2016) Hilda Geiringer Lecture 2016, Humboldt Universität zu Berlin Type of talk: scientific talk |
Prizes
| WHU Finance Award 2013 Awarded by: Campus for Finance Research Conference Award given to: Branger, Nicole; Konermann, Patrick; Thimme, Julian Date of awarding: 15/01/2013 Type of distinction: Best publication award | |
| Best Paper Award 2009 Kölner Finanzmarktkolloquium Awarded by: Kölner Finanzmarktkolloquium Award given to: Branger, Nicole; Hansis, Alexandra; Schlag, Christian Date of awarding: 15/01/2009 Type of distinction: Best publication award | |
| WHU Finance Award 2009 Awarded by: Campus for Finance Research Conference Award given to: Branger, Nicole; Mahayni, Antje; Schneider, Judith C. Date of awarding: 15/01/2009 Type of distinction: Best publication award | |
| Best Paper Award in Derivatives Awarded by: Midwest Finance Association Award given to: Branger, Nicole; Breuer, Beate; Schlag, Christian Date of awarding: 15/03/2007 Type of distinction: Best publication award | |
| Walter-Georg-Waffenschmidt-Preis für Betriebswirtschaftslehre 2003 für die beste Dissertation im Zeitraum 1999-2003 Awarded by: Fakultät für Wirtschaftswissenschaften, Universität Karlsruhe (TH) Award given to: Branger, Nicole Date of awarding: 01/01/2004 Type of distinction: Research award or other distinction |
Doctorates
| Reference Points and Expectations in Financial Decision Making Candidate: Büsing, Pascal | Supervisors: Langer, Thomas; Branger, Nicole | Reviewers: Langer, Thomas; Branger, Nicole; Dertwinkel-Kalt, Markus Period of time: 18/01/2024 - 24/01/2024 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster | |
| Behavioral Asset Pricing and Individuals’ Information Processing Candidate: Siedhoff, Susanne | Supervisors: Langer, Thomas | Reviewers: Langer, Thomas; Branger, Nicole; Dertwinkel-Kalt, Markus Period of time: 07/07/2023 - 12/07/2023 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster | |
| Price Discovery and Speculation in Commodity Futures Markets Candidate: Stefan, Martin | Supervisors: Bohl, Martin T.; Siklos, Pierre L.; Branger, Nicole Period of time: 01/12/2017 - 10/02/2021 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster | |
| Commodity markets: Market efficiency, networks and speculation from the 19th century to today Candidate: Sulewski, Christoph | Supervisors: Bohl, Martin T.; Siklos, Pierre L.; Branger, Nicole Period of time: 01/06/2017 - 30/11/2020 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster | |
| Production Networks and Asset Prices Candidate: Flacke, René | Supervisors: Branger, Nicole Period of time: until 02/07/2020 Doctoral examination procedure finished at: Doctoral examination procedure at University of Münster |