Articles by M. W Brandt (2)

Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns

M. W Brandt, P Santa Clara and R. Valkanov

Review of Financial Studies 22 ( 9 ): 3411 - 3447 , 2009

The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?

M. W Brandt, A Brav, J. R Graham and A. Kumar

Review of Financial Studies 23 ( 2 ): 863 - 899 , 2010

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