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ECONIS (ZBW)
123
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1
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10003301931
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Hedging demands in hedging contingent claims
Brandt, Michael W.
- In:
The review of economics and statistics
85
(
2003
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10001739939
Saved in:
5
International risk sharing is better than you think, or exchange rates are too smooth
Brandt, Michael W.
;
Cochrane, John H.
;
Santa-Clara, Pedro
- In:
Journal of monetary economics
53
(
2006
)
4
,
pp. 671-698
Persistent link: https://www.econbiz.de/10003333393
Saved in:
6
Resolving macroeconomic uncertainty in stock and bond markets
Beber, Alessandro
;
Brandt, Michael W.
- In:
Review of finance : journal of the European Finance …
13
(
2009
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10003837976
Saved in:
7
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
Saved in:
8
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3411-3447
Persistent link: https://www.econbiz.de/10003885704
Saved in:
9
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
Saved in:
10
When it cannot get better or worse : the asymmetric impact of good and bad news on bond returns in expansions and recessions
Beber, Alessandro
;
Brandt, Michael W.
- In:
Review of finance : journal of the European Finance …
14
(
2010
)
1
,
pp. 119-155
Persistent link: https://www.econbiz.de/10003989521
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