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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong; Xia, Yihong - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 41-80
Persistent link: https://www.econbiz.de/10003434453
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Capital asset pricing with a stochastic horizon
Brennan, Michael J.; Zhang, Yuzhao - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 3, pp. 783-827
Persistent link: https://www.econbiz.de/10012195620
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Optimal portfolio insurance
Brennan, Michael Joseph; Solanki, R. - In: Journal of financial and quantitative analysis : JFQA 16 (1981) 3, pp. 279-300
Persistent link: https://www.econbiz.de/10001948344
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An International Examination of Affine Term Structure Models and the Expectations Hypothesis
Tang, Huarong; Xia, Yihong - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 41-80
Persistent link: https://www.econbiz.de/10007614823
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Only winners in tough times repeat : hedge fund performance persistence over different market conditions
Sun, Zheng; Wang, Ashley W.; Lu, Zheng - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 2199-2225
Persistent link: https://www.econbiz.de/10011959083
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Capital market equilibrium with divergent borrowing and lending rates
Brennan, M. J. - In: Journal of financial and quantitative analysis : JFQA 6 (1971) 5, pp. 1197-1205
Persistent link: https://www.econbiz.de/10001948045
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The optimal number of securities in a risky asset portfolio when there are fixed costs of transacting : Theory and some empirical results
Brennan, M. J. - In: Journal of financial and quantitative analysis : JFQA 10 (1975) 3, pp. 483-496
Persistent link: https://www.econbiz.de/10001948313
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The geometry of separation and myopia
Brennan, M. J.; Kraus, A. - In: Journal of financial and quantitative analysis : JFQA 11 (1976) 2, pp. 171-193
Persistent link: https://www.econbiz.de/10001948223
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Necessary conditions for aggregation in securities markets
Brennan, M. J.; Kraus, Alan - In: Journal of financial and quantitative analysis : JFQA 13 (1978) 3, pp. 407-418
Persistent link: https://www.econbiz.de/10001948265
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Analyzing convertible bonds
Brennan, Michael J.; Schwartz, Eduardo S.; Schaefer, … - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 4, pp. 907-929
Persistent link: https://www.econbiz.de/10001948015