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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
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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
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Distilling the macroeconomic news flow
Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - In: Journal of financial economics 117 (2015) 3, pp. 489-507
Persistent link: https://www.econbiz.de/10011480308
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On the timing and pricing of dividends : comment
Schulz, Florian - In: The American economic review 106 (2016) 10, pp. 3185-3223
Persistent link: https://www.econbiz.de/10011582364
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Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil
Brandt, Michael W.; Gao, Lin - In: Journal of empirical finance 51 (2019), pp. 64-94
Persistent link: https://www.econbiz.de/10012169969
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Equilibrium stock return dynamics under alternative rules of learning about hidden states
Brandt, Michael W.; Zeng, Qi; Zhang, Lu - In: Journal of economic dynamics & control 28 (2004) 10, pp. 1925-1954
Persistent link: https://www.econbiz.de/10002099538
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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/10001817498
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On the relationship between the conditional mean and volatility of stock returns : a latent VAR approach
Brandt, Michael W.; Kang, Qiang - In: Journal of financial economics 72 (2004) 2, pp. 217-257
Persistent link: https://www.econbiz.de/10002033561
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Cross-sectional tests of deterministic volatility functions
Brandt, Michael W.; Wu, Tao - In: Journal of empirical finance 9 (2002) 5, pp. 525-550
Persistent link: https://www.econbiz.de/10001712020
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Variable selection for portfolio choice
Aït-Sahalia, Yacine; Brandt, Michael W. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1297-1351
Persistent link: https://www.econbiz.de/10001662220