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Brandt, Michael W.
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7
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Working paper / National Bureau of Economic Research, Inc
17
The review of financial studies
8
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6
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3
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2
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2
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OLC EcoSci
ECONIS (ZBW)
186
RePEc
60
USB Cologne (business full texts)
3
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1
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Time-varying risk aversion and unexpected inflation
Brandt, Michael W.
;
Wang, Kevin Q.
- In:
Journal of monetary economics
50
(
2003
)
7
,
pp. 1457-1498
Persistent link: https://www.econbiz.de/10007653488
Saved in:
2
Idiosyncratic Consumption Risk and the Cross Section of Asset Returns
Jacobs, Kris
;
Wang, Kevin Q.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
5
,
pp. 2211-2252
Persistent link: https://www.econbiz.de/10006549764
Saved in:
3
Nonparametric tests of conditional mean-variance efficiency of a benchmark portfolio
Wang, Kevin Q.
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 133-170
Persistent link: https://www.econbiz.de/10007236728
Saved in:
4
The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?
Brandt, Michael W.
;
Brav, Alon
;
Graham, John R.
;
Kumar, Alok
- In:
The review of financial studies
23
(
2013
)
2
,
pp. 863-862
Persistent link: https://www.econbiz.de/10010113705
Saved in:
5
Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
Beber, Alessandro
;
Brandt, Michael W.
;
Kavajecz, Kenneth A.
- In:
The review of financial studies
22
(
2013
)
3
,
pp. 925-924
Persistent link: https://www.econbiz.de/10010113722
Saved in:
6
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen
- In:
The review of financial studies
22
(
2013
)
9
,
pp. 3411-3410
Persistent link: https://www.econbiz.de/10010113831
Saved in:
7
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
Brandt, Michael W.
;
Goyal, Amit
;
Santa-Clara, Pedro
; …
- In:
The review of financial studies
18
(
2013
)
3
,
pp. 831-830
Persistent link: https://www.econbiz.de/10010114559
Saved in:
8
What Does Equity Sector Orderflow Tell Us About the Economy?
Beber, Alessandro
;
Brandt, Michael W.
;
Kavajecz, Kenneth A.
- In:
The review of financial studies
24
(
2013
)
11
,
pp. 3688-3687
Persistent link: https://www.econbiz.de/10010114778
Saved in:
9
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
Brandt, Michael W.
;
Goyal, Amit
;
Santa-Clara, Pedro
; …
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 831-874
Persistent link: https://www.econbiz.de/10007022904
Saved in:
10
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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