Beber, Alessandro, Michael W. Brandt, and Maurizio Luisi, Distilling the Macroeconomic News Flow , Journal of Financial Economics, forthcoming.

Ang, Andrew, Michael W. Brandt, and David F. Denison, Review of the Active Management of the Norwegian Government Pension Fund Global, External Report to the Norwegian Ministry of Finance, 2014.

van Binsbergen, Jules H., Michael W. Brandt, and Ralph S.J.Koijen, On the Timing and Pricing of Dividends, American Economic Review 102, 2012, 1596-1618.

Beber, Alessandro, Michael W. Brandt, and Kenneth A. Kavajecz, What Does Equity Sector Orderflow Tell Us about the Economy?, Review of Financial Studies 24, 2011, 3688-3730.

van Binsbergen, Jules H., Michael W. Brandt, and Ralph S.J. Koijen, Decentralized Decision Making in Investment Management, in B. Scherer and K. Winston, The Oxford Handbook of Quantitative Asset Management, Oxford University Press, forthcoming.

Brandt, Michael W., Alon Brav, John R. Graham, and Alok Kumar, The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?, Review of Financial Studies 23, 2010, 863-899.

Beber, Alessandro, and Michael W. Brandt, When It Cannot Get Better or Worse: The Asymmetric Impact of Good and Bad News on Bond Returns in Expansions and Recessions, Review of Finance 14, 2010, 119-155.

Brandt, Michael W., Portfolio choice problems, in Y. Ait-Sahalia and L.P. Hansen (eds.), Handbook of Financial Econometrics, Volume 1: Tools and Techniques, North Holland, 2010, 269-336.

Brandt, Michael W., Pedro Santa-Clara, and Rossen Valkanov, Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns, Review of Financial Studies 22, 2009, 3411-3447.

Beber, Alessandro, and Michael W. Brandt, Resolving Macroeconomic Uncertainty in Stock and Bond Markets, Review of Finance 13, 2009, 1-45. Lead article.

Beber, Alessandro, Michael W. Brandt, and Kenneth A. Kavajecz, Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market, Review of Financial Studies 22, 2009, 925-957. Lead article.

Brandt, Michael W., and David A. Chapman, Affine Term Structure models, in S. Durlauf and L. Blume, The New Palgrave Dictionary of Economics, Second Edition, Palgrave Macmillan, 2008.

van Binsbergen, Jules H., Michael W. Brandt, and Ralph S.J. Koijen, Optimal Decentralized Investment Management, Journal of Finance 63, 2008, 1849-1895.

Brandt, Michael W., Kenneth A. Kavajecz, and Shane E. Underwood, Price Discovery in the Treasury Futures Market, Journal of Futures Markets 27, 2007, 1021-1051. Lead article.

van Binsbergen, Jules H., and Michael W. Brandt, Solving Dynamic Portfolio Choice Problems by Recursing on Optimized Portfolio Weights or on the Value Function?, Computational Economics 29, 2007, 355-368.

Beber, Alessandro, and Michael W. Brandt, The Effect of Macroeonomic News on Beliefs and Preferences: Evidence from the Options Market, Journal of Monetary Economics 53, 1997-2039.

Brandt, Michael W., and Pedro Santa-Clara, Dynamic Portfolio Selection by Augmenting the Asset Space, Journal of Finance 61, 2006, 2187-2217.

Brandt, Michael W., and Christopher S. Jones, Volatility Forecasting with Range-Based EGARCH Models, Journal of Business and Economic Statistics 24, 2006, 470-486.

Brandt, Michael W., John H. Cochrane, and Pedro Santa-Clara, International Risk Sharing is Better Than You Think, or Exchange Rates are Too Smooth, Journal of Monetary Economics 53, 2006, 671-698.

Brandt, Michael W., and Francis X. Diebold, A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations, Journal of Business 79, 2006, 61-73.

Brandt, Michael W., and Christopher S. Jones, Bayesian Range-Based Estimation of Stochastic Volatility Models, Finance Research Letters 2, 2005, 201-209.

Brandt, Michael W., Amit Goyal, Pedro Santa-Clara, and Jonathan R. Stroud, A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability, Review of Financial Studies 18, 2005, 831-873.

Brandt, Michael W., and Kenneth A. Kavajecz, Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve, Journal of Finance 59, 2004, 2623-2654

Brandt, Michael W., Qi Zeng and Lu Zhang, Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States, Journal of Economic Dynamics and Control 28, 2004, 1925-1954.

Brandt, Michael W., and Qiang Kang, On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach, Journal of Financial Economics 72, 2004, 217-257.

Brandt, Michael W., and Kevin Q. Wang,Time-Varying Risk Aversion and Unexpected Inflation, Journal of Monetary Economics 50, 2003, 1457-1498. (Unpublished Appendix)

Brandt, Michael W., Hedging Demands in Hedging Contingent Claims Review of Economics and Statistics 85, 2003, 119-140.

Brandt, Michael W., and Tao Wu, Cross-Sectional Tests of Deterministic Volatility Functions, Journal of Empirical Finance 9, 2002, 525-550.

Brandt, Michael W., and Pedro Santa-Clara, Comment on G.B. Durham and A.R. Gallant: Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes, Journal of Business and Economic Statistics 20, 2002, 321-324.

Alizadeh, Sassan, Michael W. Brandt, and Francis X. Diebold, Range-Based Estimation of Stochastic Volatility Models, Journal of Finance 57, 2002, 1047-1091. Lead article.

Brandt, Michael W., and Pedro Santa-Clara, Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets, Journal of Financial Economics 63, 2002, 161-210. Lead article.

Ait-Sahalia, Yacine, and Michael W. Brandt, Variable Selection for Portfolio Choice, Journal of Finance 56, 2001, 1297-1351. (Unpublished Appendix)

Brandt, Michael W., Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach Journal of Finance 54, 1999, 1609-1646.