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28
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23
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1
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:
2
Time-invariant portfolio insurance strategies
Brennan, Michael J.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 283-299
Persistent link: https://www.econbiz.de/10001059369
Saved in:
3
Optimal arbitrage strategies under basis variability
Brennan, Michael J.
- In:
Essays in financial economics in memory of Irwin Friend
,
(pp. 167-180)
.
1988
Persistent link: https://www.econbiz.de/10001273317
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
Strategic asset allocation
Brennan, Michael J.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1377-1403
Persistent link: https://www.econbiz.de/10001222043
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
Analyzing convertible bonds
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
Geld, Banken und Versicherungen : Beiträge zum ... …
1
(
1981
),
pp. 342-369
Persistent link: https://www.econbiz.de/10001947992
Saved in:
8
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
Saved in:
9
Conditional predictions of bond prices and returns
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
35
(
1980
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10001948069
Saved in:
10
Duration, bond pricing, and portfolio management
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
Innovations in bond portfolio management : duration …
,
(pp. 3-36)
.
1983
Persistent link: https://www.econbiz.de/10001948084
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