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A new approach to evaluating natural resource investments
Brennan, Michael J.; Schwartz, Eduardo S. - In: Real options and investment under uncertainty : …, (pp. 135-151). 2004
Persistent link: https://www.econbiz.de/10002361756
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Evaluating natural resource investments
Brennan, Michael J.; Schwartz, Eduardo S. - In: Real options and investment under uncertainty : …, (pp. 335-358). 2004
Persistent link: https://www.econbiz.de/10002361979
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Finite difference methods and jump processes arising in the pricing of contingent claims: a synthesis
Brennan, Michael J.; Schwartz, Eduardo S. - In: Real options and investment under uncertainty : …, (pp. 559-570). 2004
Persistent link: https://www.econbiz.de/10002362631
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Strategic asset allocation
Brennan, Michael J. - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1377-1403
Persistent link: https://www.econbiz.de/10001222043
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Optimal arbitrage strategies under basis variability
Brennan, Michael J. - In: Essays in financial economics in memory of Irwin Friend, (pp. 167-180). 1988
Persistent link: https://www.econbiz.de/10001273317
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Arbitrage in stock index futures
Brennan, Michael J.
Persistent link: https://www.econbiz.de/10001274015
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Portfolio insurance and financial market equilibrium
Brennan, Michael J. - In: The journal of business : B 62 (1989) 4, pp. 455-472
Persistent link: https://www.econbiz.de/10001079388
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Time-invariant portfolio insurance strategies
Brennan, Michael J. - In: The journal of finance : the journal of the American … 43 (1988) 2, pp. 283-299
Persistent link: https://www.econbiz.de/10001059369