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Authors: Michael W. Brandt
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Journal Article
What Does Equity Sector Orderflow Tell Us About the Economy? Open Access
Alessandro Beber and others
The Review of Financial Studies, Volume 24, Issue 11, November 2011, Pages 3688–3730, https://doi.org/10.1093/rfs/hhr067
Published: 03 August 2011
Journal Article
The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?
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Michael W. Brandt and others
The Review of Financial Studies, Volume 23, Issue 2, February 2010, Pages 863–899, https://doi.org/10.1093/rfs/hhp087
Published: 05 December 2009
Journal Article
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
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Michael W. Brandt and others
The Review of Financial Studies, Volume 22, Issue 9, September 2009, Pages 3411–3447, https://doi.org/10.1093/rfs/hhp003
Published: 13 February 2009
Journal Article
Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market Open Access
Alessandro Beber and others
The Review of Financial Studies, Volume 22, Issue 3, March 2009, Pages 925–957, https://doi.org/10.1093/rfs/hhm088
Published: 09 February 2008
Journal Article
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
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Michael W. Brandt and others
The Review of Financial Studies, Volume 18, Issue 3, Fall 2005, Pages 831–873, https://doi.org/10.1093/rfs/hhi019
Published: 25 May 2005
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