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Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.; Santa-Clara, Pedro; Valkanov, Rossen I. - 2004
Persistent link: https://www.econbiz.de/10002499370
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A simulation approach to dynamic portfolio choice with an application to learning about return predictability
Brandt, Michael W.; Goyal, Amit; Santa-Clara, Pedro; … - 2004
Persistent link: https://www.econbiz.de/10002485076
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Two trees : asset price dynamics induced by market clearing
Cochrane, John H.; Longstaff, Francis A.; Santa-Clara, Pedro - 2003
Persistent link: https://www.econbiz.de/10001852332
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International risk sharing is better than you think : (or exchange rates are much too smooth)
Brandt, Michael W.; Cochrane, John H.; Santa-Clara, Pedro - 2001
Persistent link: https://www.econbiz.de/10001599163
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Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.; Santa-Clara, Pedro - 2004
Persistent link: https://www.econbiz.de/10002001065