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Capital market equilibrium with divergent borrowing and lending rates
Brennan, M. J. - In: Journal of financial and quantitative analysis : JFQA 6 (1971) 5, pp. 1197-1205
Persistent link: https://www.econbiz.de/10001948045
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The optimal number of securities in a risky asset portfolio when there are fixed costs of transacting : Theory and some empirical results
Brennan, M. J. - In: Journal of financial and quantitative analysis : JFQA 10 (1975) 3, pp. 483-496
Persistent link: https://www.econbiz.de/10001948313
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The geometry of separation and myopia
Brennan, M. J.; Kraus, A. - In: Journal of financial and quantitative analysis : JFQA 11 (1976) 2, pp. 171-193
Persistent link: https://www.econbiz.de/10001948223
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Necessary conditions for aggregation in securities markets
Brennan, M. J.; Kraus, Alan - In: Journal of financial and quantitative analysis : JFQA 13 (1978) 3, pp. 407-418
Persistent link: https://www.econbiz.de/10001948265
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Optimal portfolio insurance
Brennan, M. J.; Solanki, R. - In: Journal of financial and quantitative analysis : JFQA 16 (1981) 3, pp. 279-300
Persistent link: https://www.econbiz.de/10001948344
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Analyzing convertible bonds
Brennan, Michael J.; Schwartz, Eduardo S.; Schaefer, … - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 4, pp. 907-929
Persistent link: https://www.econbiz.de/10001948015
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An equilibrium model of bond pricing and a test of market efficiency
Brennan, Michael J.; Schwartz, Eduardo S. - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 3, pp. 301-329
Persistent link: https://www.econbiz.de/10001948095