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

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

International Risk Sharing Is Better Than You Think, or Exchange Rates Are Too Smooth
Michael Brandt, John Cochrane, Pedro Santa Clara
Journal of Monetary Economics, vol. 53, 2006, p. 671-698.

A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning about Return Predictability
Michael Brandt, Amit Goyal, Pedro Santa Clara, Jonathan Stroud
Review Of Financial Studies, vol. 18, 2005, p. 831-873.

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