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Variable selection for portfolio choice
Aït-Sahalia, Yacine; Brandt, Michael W. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1297-1351
Persistent link: https://www.econbiz.de/10001662220
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Range-based estimation of stochastic volatility models
Alizadeh, Sassan; Brandt, Michael W.; Diebold, Francis X. - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
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Estimating portfolio and consumption choice : a conditional Euler equations approach
Brandt, Michael W. - In: The journal of finance : the journal of the American … 54 (1999) 5, pp. 1609-1645
Persistent link: https://www.econbiz.de/10001430862
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Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve
Brandt, Michael W.; Kavajecz, Kenneth A. - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2623-2654
Persistent link: https://www.econbiz.de/10002502852
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Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.; Santa-Clara, Pedro - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2187-2217
Persistent link: https://www.econbiz.de/10003378702
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Optimal decentralized investment management
Binsbergen, Jules H. van; Brandt, Michael W.; Koijen, … - In: The journal of finance : the journal of the American … 63 (2008) 4, pp. 1849-1895
Persistent link: https://www.econbiz.de/10003822112