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Estimating portfolio and consumption choice : a conditional Euler equations approach
Brandt, Michael W. - In: The journal of finance : the journal of the American … 54 (1999) 5, pp. 1609-1645
Persistent link: https://www.econbiz.de/10001430862
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Hedging demands in hedging contingent claims
Brandt, Michael W. - In: The review of economics and statistics 85 (2003) 1, pp. 119-140
Persistent link: https://www.econbiz.de/10001739939
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Portfolio choice problems
Brandt, Michael W. - 2010
Persistent link: https://www.econbiz.de/10003900658
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International risk sharing is better than you think : (or exchange rates are much too smooth)
Brandt, Michael W.; Cochrane, John H.; Santa-Clara, Pedro - 2001
Persistent link: https://www.econbiz.de/10001599163
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Variable selection for portfolio choice
Aït-Sahalia, Yacine; Brandt, Michael W. - 2001
Persistent link: https://www.econbiz.de/10001557208
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Variable selection for portfolio choice
Aït-Sahalia, Yacine; Brandt, Michael W. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1297-1351
Persistent link: https://www.econbiz.de/10001662220
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Variable selection for portfolio choice
Aït-Sahalia, Yacine (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000857
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Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.; Santa-Clara, Pedro - 2004
Persistent link: https://www.econbiz.de/10002001065
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Variable selection for portfolio choice
Aït-Sahalia, Yacine (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004105
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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