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The journal of business : B
University of California at Los Angeles, Anderson Graduate School of Management
242
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22
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15
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1
Risk and Valuation under an Intertemporal Capital Asset Pricing Model
Brennan, Michael J.
;
Xia, Yihong
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10006010641
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2
The determinants of average trade size
Brennan, Michael J.
- In:
The journal of business : B
71
(
1998
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001233463
Saved in:
3
Portfolio insurance and financial market equilibrium
Brennan, Michael J.
- In:
The journal of business : B
62
(
1989
)
4
,
pp. 455-472
Persistent link: https://www.econbiz.de/10001079388
Saved in:
4
Arbitrage in stock index futures
Brennan, Michael J.
- In:
The journal of business : B
63
(
1990
)
1
Persistent link: https://www.econbiz.de/10001274015
Saved in:
5
The Determinants of Average Trade Size
Brennan, Michael J.
;
Subrahmanyam, Avanidhar
- In:
The journal of business : B
71
(
1998
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10007361060
Saved in:
6
Alternative investment strategies for the issues of equity linked life insurance policies with an asset value guarantee
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
The journal of business : B
52
(
1979
)
1
,
pp. 63-93
Persistent link: https://www.econbiz.de/10001947983
Saved in:
7
Evaluating natural resource investments
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
The journal of business : B
58
(
1985
)
2
,
pp. 135-157
Persistent link: https://www.econbiz.de/10001948133
Saved in:
8
Risk and valuation under an intertemporal capital asset pricing model
Brennan, Michael J.
;
Xia, Yihong
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10003301922
Saved in:
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