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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"The European journal of finance"
~person:"Satchell, Stephen"
~subject:"Betafaktor"
~subject:"CAPM"
~subject:"Theorie"
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Betafaktor
CAPM
Theorie
Capital income
2
Kapitaleinkommen
2
Theory
2
1976-1994
1
Aktienindex
1
Autocorrelation
1
Autokorrelation
1
Beta risk
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
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EU countries
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EU-Staaten
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Estimation
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Information value
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Informationswert
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Maßzahl
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Nutzenfunktion
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Option pricing theory
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Optionspreistheorie
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Risiko
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Risk
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Schätzung
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Share price
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Statistical measures
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Stochastic process
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Stochastischer Prozess
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Stock index
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Utility function
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autocorrelation in returns
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bivariate Ornstein-Uhlenbeck process
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finance
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intervalling-effect in beta
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Satchell, Stephen
Duffie, Darrell
4
Ross, Stephen A.
3
Bessler, Wolfgang
2
Cox, John C.
2
Epstein, Larry G.
2
Feng, Xu
2
Gagliardini, Patrick
2
Huang, Chi-fu
2
Huang, Lin
2
Ingersoll jr., Jonathan E.
2
Kostakis, Alexandros
2
Kubler, Felix
2
Li, Yuming
2
Miao, Jianjun
2
Mills, Terence C.
2
Singleton, Kenneth J.
2
Tauchen, George Eugene
2
Zame, William R.
2
Zapatero, Fernando
2
Adcock, C. J.
1
Adcock, Christopher
1
Agapova, Anna
1
Agarwal, Vineet
1
Ahmed, Sheraz
1
Alireza Zarei
1
Allingham, Michael
1
Alonso-Conde, Ana Belén
1
Anderson, Greg
1
Andriosopoulos, Dimitris
1
Armitage, Seth
1
Asgharian, Hossein
1
Aït-Sahalia, Yacine
1
Bai, Jushan
1
Bajeux-Besnainou, Isabelle
1
Balafas, Nikolaos
1
Barone-Adesi, Giovanni
1
Bentzen, Eric
1
Bhatti, Muhammad Ishaq
1
Bonaccolto, G.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
The European journal of finance
Cambridge working papers in economics
3
DAE working paper
3
Applied mathematical finance
2
Journal of banking & finance
2
Theoretical economics letters
2
Applied economics
1
Applied financial economics
1
Australian journal of management
1
Cambridge-INET working papers
1
Elsevier finance
1
European economic review : EER
1
Forecasting expected returns in the financial markets
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of time series econometrics
1
Quantitative finance series
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The economic journal : the journal of the Royal Economic Society
1
Value creation in multinational enterprise
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ECONIS (ZBW)
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The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy
;
Satchell, Stephen
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
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2
Valuing information using utility functions : how much should we pay for linear factor models?
Hwang, Soosung
;
Satchell, Stephen
- In:
The European journal of finance
11
(
2005
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10002812434
Saved in:
3
On the volatility of measures of financial risk : an investigation using returns from European markets
Eftekhari, Babak
;
Pedersen, Christian S.
;
Satchell, Stephen
- In:
The European journal of finance
6
(
2000
)
1
,
pp. 18-38
Persistent link: https://www.econbiz.de/10001526025
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