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~person:"Brandt, Michael W."
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~type_genre:"Working Paper"
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Kapitaleinkommen
Portfolio-Management
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Brandt, Michael W.
Campbell, John Y.
50
Diebold, Francis X.
47
Stambaugh, Robert F.
40
Maurer, Raimond
37
Lucas, André
36
Platen, Eckhard
34
Timmermann, Allan
33
Bollerslev, Tim
32
Guidolin, Massimo
32
Pesaran, M. Hashem
31
Pástor, Ľuboš
31
Warnock, Francis E.
30
Uppal, Raman
29
Caporale, Guglielmo Maria
28
Gollier, Christian
28
McAleer, Michael
28
Vries, Casper G. de
25
Bacchetta, Philippe
23
Hoesli, Martin
23
Mitchell, Olivia S.
23
Andersen, Torben
22
Scaillet, Olivier
22
Van Wincoop, Eric
22
Viceira, Luis M.
22
Gupta, Rangan
21
Başak, Suleyman
20
Engle, Robert F.
19
Härdle, Wolfgang
19
Sentana, Enrique
19
Favero, Carlo A.
17
Gil-Alaña, Luis A.
17
He, Xue-zhong
17
Ludvigson, Sydney C.
17
Lux, Thomas
17
Nieuwerburgh, Stijn van
17
Pierdzioch, Christian
17
Weber, Martin
17
Zhang, Lu
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Rodney L. White Center for Financial Research
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ECONIS (ZBW)
19
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1
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
-
2004
Persistent link: https://www.econbiz.de/10002499370
Saved in:
2
Economic cycles and expected stock returns
Beber, Alessandro
;
Brandt, Michael W.
;
Luisi, Maurizio
-
2013
Persistent link: https://www.econbiz.de/10009784726
Saved in:
3
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/10001683143
Saved in:
4
On the relationship between the conditional mean and volatility of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
Saved in:
5
What does equity sector orderflow tell us about the economy?
Beber, Alessandro
;
Brandt, Michael W.
;
Kavajecz, Kenneth A.
-
2010
contains
information
that is not entirely revealed by resulting relative price changes"--National Bureau of Economic Research …
Persistent link: https://www.econbiz.de/10008757614
Saved in:
6
Linear approximations and tests of conditional pricing models
Brandt, Michael W.
;
Chapman, David A.
-
2006
Persistent link: https://www.econbiz.de/10003378379
Saved in:
7
Optimal asset allocation in asset liability management
Binsbergen, Jules H. van
;
Brandt, Michael W.
-
2007
Persistent link: https://www.econbiz.de/10003435789
Saved in:
8
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
9
Variable selection for portfolio choice
Aït-Sahalia, Yacine
;
Brandt, Michael W.
-
2001
Persistent link: https://www.econbiz.de/10001557208
Saved in:
10
Variable selection for portfolio choice
Aït-Sahalia, Yacine
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000857
Saved in:
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