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Estimating Portfolio and Consu...
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Brandt, Michael W.
268
Beber, Alessandro
63
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53
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37
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31
Alizadeh, Sassan
15
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15
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12
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11
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9
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ECONIS (ZBW)
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171
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:
172
Earnings announcements are full of surprises
Brandt, Michael W.
;
Kishore, Runeet
;
Santa-Clara, Pedro
; …
-
2008
-
This version: January 22, 2008
Persistent link: https://www.econbiz.de/10003768329
Saved in:
173
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:
174
Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?
Binsbergen, Jules H. van
;
Brandt, Michael W.
- In:
Computational economics
29
(
2007
)
3/4
,
pp. 355-367
Persistent link: https://www.econbiz.de/10003493819
Saved in:
175
Volatility forecasting with range-based EGARCH models
Brandt, Michael W.
;
Jones, Christopher S.
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 470-486
Persistent link: https://www.econbiz.de/10003385173
Saved in:
176
Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.
(
contributor
); …
-
2004
-
rev.
Persistent link: https://www.econbiz.de/10003229529
Saved in:
177
Optimal decentralized investment management
Binsbergen, Jules H. van
;
Brandt, Michael W.
;
Koijen, …
-
2006
Persistent link: https://www.econbiz.de/10003309484
Saved in:
178
Optimal asset allocation in asset liability management
Binsbergen, Jules H. van
;
Brandt, Michael W.
-
2007
Persistent link: https://www.econbiz.de/10003435789
Saved in:
179
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
(
2009
)
3
,
pp. 925-957
Persistent link: https://www.econbiz.de/10003827624
Saved in:
180
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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