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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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The journal of finance : the journal of the American Finance Association
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Estimation and test of a simple model of intertemporal capital asset pricing
Brennan, Michael J.
;
Wang, Ashley W.
;
Xia, Yihong
- In:
The journal of finance : the journal of the American …
59
(
2004
)
4
,
pp. 1743-1776
Persistent link: https://www.econbiz.de/10002190689
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2
Dynamic asset allocation under inflation
Brennan, Michael J.
;
Xia, Yihong
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1201-1238
Persistent link: https://www.econbiz.de/10001684992
Saved in:
3
Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
Brennan, Michael J.
;
Wang, Ashley W.
;
Xia, Yihong
- In:
The journal of finance : the journal of the American …
59
(
2004
)
4
,
pp. 1743-1776
Persistent link: https://www.econbiz.de/10006550414
Saved in:
4
Dynamic Asset Allocation under Inflation
Brennan, Michael J.
;
Xia, Yihong
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1201-1238
Persistent link: https://www.econbiz.de/10006559604
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5
Learning about predictability : the effects of parameter uncertainty on dynamic asset allocation
Xia, Yihong
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 205-246
Persistent link: https://www.econbiz.de/10001575065
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6
Valuation and the cost of capital for regulated industries : Comment
Brennan, Michael J.
- In:
The journal of finance : the journal of the American …
27
(
1972
)
5
,
pp. 1147-1149
Persistent link: https://www.econbiz.de/10001948641
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Latent assets
Brennan, Michael J.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
3
,
pp. 709-730
Persistent link: https://www.econbiz.de/10001091008
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8
ARTICLES - Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation
Xia, Yihong
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 205-246
Persistent link: https://www.econbiz.de/10006565901
Saved in:
9
The valuation of American put options
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
32
(
1977
)
2
,
pp. 449-462
Persistent link: https://www.econbiz.de/10003501285
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10
Valuation and the cost of capital for regulated utilities : comment
Gordon, Myron J.
;
McCallum, John S.
;
Brennan, Michael J.
- In:
The journal of finance : the journal of the American …
27
(
1972
)
5
,
pp. 1141-1146
Persistent link: https://www.econbiz.de/10002466136
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