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TIME-CONSISTENT NO-ARBITRAGE MODELS OF THE TERM STRUCTURE
Brandt, Michael W.; Yaron, Amir - 2003
Persistent link: https://www.econbiz.de/10006970367
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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 - 2002
Persistent link: https://www.econbiz.de/10006973508
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INTERNATIONAL RISK SHARING IS BETTER THAN YOU THINK (OR EXCHANGE RATES ARE MUCH TOO SMOOTH)
Brandt, Michael W.; Cochrane, John H.; Santa-Clara, Pedro - 2001
Persistent link: https://www.econbiz.de/10006978168
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VARIABLE SELECTION FOR PORTFOLIO CHOICE
Ai͏̈t-Sahalia, Yacine; Brandt, Michael W. - 2001
Persistent link: https://www.econbiz.de/10006980191
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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/10007234573
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OPTIMAL DECENTRALIZED INVESTMENT MANAGEMENT
Binsbergen, Jules H.van; Brandt, Michael W.; Koijen, … - 2006
Persistent link: https://www.econbiz.de/10007256435
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Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve
Brandt, Michael W.; Kavajecz, Kenneth A. - 2003
Persistent link: https://www.econbiz.de/10001738938
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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
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The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro; Brandt, Michael W. - 2003
Persistent link: https://www.econbiz.de/10001790830