Michael W. Brandt

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A simulation approach to dynamic portfolio choice with an application to learning about return predictability

by Michael W. Brandt First published in 2004 — 1 edition

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Dynamic portfolio selection by augmenting the asset space

by Michael W. Brandt First published in 2004 — 1 edition

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International risk sharing is better than you think: or exchange rates are much too smooth

by Michael W. Brandt First published in 2001 — 1 edition

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no-arbitrage approach to range-based estimation of return covariances and correlations

by Michael W. Brandt First published in 2003 — 1 edition

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On the relationship between the conditional mean and volatility of stock returns: a latent VAR approach

by Michael W. Brandt First published in 2002 — 1 edition

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Parametric portfolio policies: exploiting characteristics in the cross section of equity returns

by Michael W. Brandt First published in 2004 — 1 edition

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Price discovery in the U.S. treasury market: the impact of orderflow and liquidity on the yield curve

by Michael W. Brandt First published in 2003 — 1 edition

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Time-consistent no-arbitrage models of the term structure

by Michael W. Brandt First published in 2003 — 1 edition

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Das Oldenburger Giebelhaus: Betrachtungen zur "Hundehütte"

by Michael W. Brandt and Ewald Gässler First published in 1997 — 1 edition

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OLID: OL1452537A

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Created April 1, 2008
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September 5, 2008	Edited by RenameBot	fix author name
April 1, 2008	Created by an anonymous user	initial import

Michael W. Brandt

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