search query: @author Brennan, M. J. / total: 26
references: 19-26 / 26
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19.
Optimal portfolio insurance.
Journal of Financial and Quantitative Analysis
1981 : SEP, VOL. 16:3, p. 279-300
 1981 Brennan, M. J.
Solanki, R.
20.
Analyzing convertible bonds
Journal of Financial and Quantitative Analysis
1980 : NOV, VOL. 15:4, p. 907-929
 1980 Brennan, M. J.
Schwartz, E. S.
21.
Conditional predictions of bond prices and returns.
Journal of Finance
1980 : MAY, VOL. 35:2, p. 405-419
 1980 Brennan, M. J.
Schwartz, E. S.
22.
The pricing of contingent claims in discrete time models.
Journal of Finance
1979 : MAR, VOL. 34:1, p. 53-68
 1979 Brennan, M. J.
23.
Alternative investment strategies for the insuers of equity linked life insurance policies with an asset value guarantee.
Journal of Business
1979 : JAN, VOL. 52:1, p. 63-93
 1979 Brennan, M. J.
Schwartz, E. S.
24.
Finite difference methods and jump processes arising in the pricing of contingent claims: a synthesis.
Journal of Financial and Quantitative Analysis
1978 : 3 SEP VOL.13 p.461-474
 1978 Brennan, M. J.
Schwartz, E. S.
25.
Necessary conditions for aggregation in securities markets.
Journal of Financial and Quantitative Analysis
1978 : 3 SEP VOL.13 p.407-418
 1978 Brennan, M. J.
Kraus, A.
26.
Corporate income taxes, valuation, and the problem of optimal capital structure.
Journal of Business
1978 : 1 JAN VOL.51 p.103-114
 1978 Brennan, M. J.
Schwartz, E. S.
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