Author

Michael W. Brandt

12 books found

Placeholder cover for Linear approximations and tests of conditional pricing models

Linear approximations and tests of conditional pricing models

Michael W. Brandt · First published 2006

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

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

Michael W. Brandt · First published 2004

Placeholder cover for Dynamic portfolio selection by augmenting the asset space

Dynamic portfolio selection by augmenting the asset space

Michael W. Brandt · First published 2004

Placeholder cover for Parametric portfolio policies

Parametric portfolio policies

Michael W. Brandt · First published 2004

Placeholder cover for A no-arbitrage approach to range-based estimation of return covariances and correlations

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

Michael W. Brandt · First published 2003

Placeholder cover for Price discovery in the U.S. treasury market

Price discovery in the U.S. treasury market

Michael W. Brandt · First published 2003

Placeholder cover for Time-consistent no-arbitrage models of the term structure

Time-consistent no-arbitrage models of the term structure

Michael W. Brandt · First published 2003

Placeholder cover for On the relationship between the conditional mean and volatility of stock returns

On the relationship between the conditional mean and volatility of stock returns

Michael W. Brandt · First published 2002

Cover of Possession obsession

Possession obsession

Stephano Papi, Alexandra Rhodes, Pamela Allara, Kenneth Arnes, Frederick Brandt, Sascha Chermayeff, Ralph Coe, Jonathan Flatley, Allen Kurzweil, Michael Lobel, Thomas Sokolowski, Matthew Tinkcom, Pilar Viladas, Patti Smith, Andy Warhol, John W. Smith · First published 2002

Placeholder cover for International risk sharing is better than you think

International risk sharing is better than you think

Michael W. Brandt · First published 2001

Cover of Das Oldenburger Giebelhaus

Das Oldenburger Giebelhaus

Michael W. Brandt, Ewald Gässler · First published 1997

Cover of Oldenburg

Oldenburg

Michael W. Brandt · First published 1997