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The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?
Brandt, Michael W.; Brav, Alon; Graham, John R.; Kumar, Alok - In: The review of financial studies 23 (2013) 2, pp. 863-862
Persistent link: https://www.econbiz.de/10010113705
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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 (2013) 3, pp. 925-924
Persistent link: https://www.econbiz.de/10010113722
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Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
Brandt, Michael W.; Santa-Clara, Pedro; Valkanov, Rossen - In: The review of financial studies 22 (2013) 9, pp. 3411-3410
Persistent link: https://www.econbiz.de/10010113831
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A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
Brandt, Michael W.; Goyal, Amit; Santa-Clara, Pedro; … - In: The review of financial studies 18 (2013) 3, pp. 831-830
Persistent link: https://www.econbiz.de/10010114559
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What Does Equity Sector Orderflow Tell Us About the Economy?
Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - In: The review of financial studies 24 (2013) 11, pp. 3688-3687
Persistent link: https://www.econbiz.de/10010114778
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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. 925-958
Persistent link: https://www.econbiz.de/10008176676
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The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?
Brandt, Michael W.; Brav, Alon; Graham, John R.; Kumar, Alok - In: The review of financial studies 23 (2010) 2, pp. 863-863
Persistent link: https://www.econbiz.de/10008370233
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A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
Brandt, Michael W.; Goyal, Amit; Santa-Clara, Pedro; … - In: The review of financial studies 18 (2005) 3, pp. 831-874
Persistent link: https://www.econbiz.de/10007022904
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A simulation approach to dynamic portfolio choice with an application to learning about returns predictability
Brandt, Michael W.; Goyal, Amit; Santa-Clara, Pedro; … - In: The review of financial studies 18 (2005) 3, pp. 831-874
Persistent link: https://www.econbiz.de/10003133514
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What does equity sector orderflow tell us about the economy?
Beber, Alessandro; Brandt, Michael W.; Kavajecz, Kenneth A. - In: The review of financial studies 24 (2011) 11, pp. 3688-3730
Persistent link: https://www.econbiz.de/10009381415