Books by Michael W. Brandt
A simulation approach to dynam
A simulation approach to dynamic portfolio choice with an application to learning about return predictability
Dynamic portfolio selection by
Dynamic portfolio selection by augmenting the asset space
Parametric portfolio policies
Parametric portfolio policies
A no-arbitrage approach to ran
A no-arbitrage approach to range-based estimation of return covariances and correlations
Price discovery in the U.S. tr
Price discovery in the U.S. treasury market
Time-consistent no-arbitrage m
Time-consistent no-arbitrage models of the term structure
On the relationship between th
On the relationship between the conditional mean and volatility of stock returns
International risk sharing is
International risk sharing is better than you think
Das Oldenburger Giebelhaus
Das Oldenburger Giebelhaus