Michael W. Brandt

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Books by Michael W. Brandt (50 max)

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Das Oldenburger Giebelhaus: Betrachtungen zur "Hundehütte"

1997

Michael W. Brandt, Ewald Gässler

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

2001

Michael W. Brandt

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

2002

Michael W. Brandt

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

2003

Michael W. Brandt

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

2003

Michael W. Brandt

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Time-consistent no-arbitrage models of the term structure

2003

Michael W. Brandt

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Dynamic portfolio selection by augmenting the asset space

2004

Michael W. Brandt

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

2004

Michael W. Brandt

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A simulation approach to dynamic portfolio choice with an application to learning about return predictability

2004

Michael W. Brandt