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Optimal decentralized investment management
Binsbergen, Jules H. van; Brandt, Michael W.; Koijen, … - 2006
Persistent link: https://www.econbiz.de/10003309484
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Resolving macroeconomic uncertainty in stock and bond markets
Beber, Alessandro; Brandt, Michael W. - 2006
Persistent link: https://www.econbiz.de/10003331739
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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
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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
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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
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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
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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/10003435789
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Linear approximations and tests of conditional pricing models
Brandt, Michael W.; Chapman, David A. - 2006
Persistent link: https://www.econbiz.de/10003378379
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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
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On the timing and pricing of dividends
Binsbergen, Jules H. van; Brandt, Michael W.; Koijen, … - 2010
"We recover prices of dividend strips on the aggregate stock market using data from derivatives markets. The price of a k-year dividend strip is the present value of the dividend paid in k years. The value of the stock market is the sum of all dividend strip prices across maturities. We study...
Persistent link: https://www.econbiz.de/10008697804