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ECONIS (ZBW)
202
RePEc
11
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1
Convertible bonds : Valuation and optimal strategies for call and conversion
Brennan, M. J.
;
Schwartz, E. S.
- In:
The journal of finance : the journal of the American …
32
(
1977
)
5
,
pp. 1699-1715
Persistent link: https://www.econbiz.de/10001948198
Saved in:
2
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:
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.
Persistent link: https://www.econbiz.de/10001274015
Saved in:
5
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:
6
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:
7
Assessment of rapid growth ventures, an extension of Schwartz and Moon model
Afik, Zvika
;
Zwilling, Eran
- In:
Managerial and decision economics : MDE ; the …
39
(
2018
)
1
,
pp. 107-114
Persistent link: https://www.econbiz.de/10011969042
Saved in:
8
The pricing of contingent claims in discrete time models
Brennan, M. J.
- In:
The journal of finance : the journal of the American …
34
(
1979
)
1
,
pp. 53-68
Persistent link: https://www.econbiz.de/10003501251
Saved in:
9
An approach to the valuation of uncertain income streams
Brennan, M. J.
- In:
The journal of finance : the journal of the American …
28
(
1973
)
3
,
pp. 661-674
Persistent link: https://www.econbiz.de/10001948024
Saved in:
10
Capital market equilibrium with divergent borrowing and lending rates
Brennan, M. J.
- In:
Journal of financial and quantitative analysis : JFQA
6
(
1971
)
5
,
pp. 1197-1205
Persistent link: https://www.econbiz.de/10001948045
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