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Last edited by RenameBot
September 5, 2008 | History

Michael W. Brandt

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9 works Add another?

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  • Cover of: Dynamic portfolio selection by augmenting the asset space

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  • Cover of: International risk sharing is better than you think: or exchange rates are much too smooth

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  • Cover of: no-arbitrage approach to range-based estimation of return covariances and correlations

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  • Cover of: On the relationship between the conditional mean and volatility of stock returns: a latent VAR approach

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  • Cover of: Parametric portfolio policies: exploiting characteristics in the cross section of equity returns

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  • Cover of: Price discovery in the U.S. treasury market: the impact of orderflow and liquidity on the yield curve

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  • Cover of: Time-consistent no-arbitrage models of the term structure

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  • Cover of: Das Oldenburger Giebelhaus: Betrachtungen zur "Hundehütte"

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  • Cover of: A simulation approach to dynamic portfolio choice with an application to learning about return predictability

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History

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September 5, 2008 Edited by RenameBot fix author name
April 1, 2008 Created by an anonymous user initial import