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CAN INTEREST RATE VOLATILITY BE EXTRACTED FROM THE CROSS SECTION OF BOND YIELDS? AND INVESTIGATION OF UNSPANNED STOCHASTIC VOLATILITY
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - 2004
Persistent link: https://www.econbiz.de/10006961787
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MUTUAL FUND PERFORMANCE WITH LEARNING ACROSS FUNDS
Jones, Christopher S.; Shanken, Jay - 2002
Persistent link: https://www.econbiz.de/10006971352
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RESOLVING MACROECONOMIC UNCERTAINTY IN STOCK AND BOND MARKETS
Beber, Alessandro; Brandt, Michael W. - 2006
Persistent link: https://www.econbiz.de/10007273226
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FLIGHT-TO-QUALITY OR FLIGHT-TO-LIQUIDITY? EVIDENCE FROM THE EURO-AREA BOND MARKET
Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - 2006
Persistent link: https://www.econbiz.de/10007278716
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OPTIMAL ASSET ALLOCATION IN ASSET LIABILITY MANAGEMENT
Binsbergen, Jules H.van; Brandt, Michael W. - 2007
Persistent link: https://www.econbiz.de/10007718387
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OPTIMAL DECENTRALIZED INVESTMENT MANAGEMENT
Binsbergen, Jules H.van; Brandt, Michael W.; Koijen, … - 2006
Persistent link: https://www.econbiz.de/10007256435
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PARAMETRIC PORTFOLIO POLICIES: EXPLOITING CHARACTERISTICS IN THE CROSS-SECTION OF EQUITY RETURNS
Brandt, Michael W.; Santa-Clara, Pedro; Valkanov, Roseen - 2004
Persistent link: https://www.econbiz.de/10006960923
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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/10006961122
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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/10006964405
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THE EFFECT OF MACROECONOMIC NEWS ON BELIEFS AND PREFERENCES: EVIDENCE FROM THE OPTIONS MARKET
Beber, Alessandro; Brandt, Michael W. - 2003
Persistent link: https://www.econbiz.de/10006967483