@misc{BrangerKraftMeinerding2013,
  author    = {Nicole Branger and Holger Kraft and Christoph Meinerding},
  title     = {Partial information about contagion risk, self-exciting processes and portfolio optimization : [Version 18 April 2013]},
  booktitle = {SAFE working paper series ; No. 28},
  number    = {Version 18 April 2013},
  doi       = {10.2139/ssrn.1633479},
  url       = {http://ssrn.com/abstract=1633479},
  institution = {Wirtschaftswissenschaften},
  series    = {SAFE working paper},
  number    = {28},
  type      = {workingpaper},
  pages     = {1 -- 39},
  year        = {2013},
}