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person:"Satchell, Stephen"
subject:"Portfolio-Management"
~person:"Dempster, Michael A. H."
~subject:"Schätzung"
~type_genre:"Aufsatz im Buch"
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Portfolio-Management
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22
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22
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9
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7
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7
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3
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Aufsatz im Buch
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Satchell, Stephen
Dempster, Michael A. H.
Fabozzi, Frank J.
21
Račev, Svetlozar T.
9
Locarek-Junge, Hermann
8
Zopounidis, Constantin
7
Merton, Robert C.
6
Ortobelli, Sergio
6
Overbeck, Ludger
6
Songsak Sriboonchitta
6
Herbertsson, Alexander
5
Maringer, Dietmar G.
5
Maurer, Raimond
5
Moriggia, Vittorio
5
Pohlmeier, Winfried
5
Prinzler, Ralf
5
Samuelson, Paul Anthony
5
Straßberger, Mario
5
Ascheberg, Marius
4
Barnett, William A.
4
Bellalah, Mondher
4
Beltratti, Andrea
4
Blundell, Richard W.
4
Crépey, Stéphane
4
De Grauwe, Paul
4
Derigs, Ulrich
4
Diewert, Walter E.
4
Gollier, Christian
4
Hess, Gregory D.
4
Hommel, Ulrich
4
Huschens, Stefan
4
Härdle, Wolfgang
4
Kaiser, Ulrich
4
Markowitz, Harry
4
Persson, Mattias
4
Poddig, Thorsten
4
Poterba, James M.
4
Sickles, Robin C.
4
Sortino, Frank Alphonse
4
Spronk, Jaap
4
Vitali, Sebastiano
4
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Published in...
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Quantitative fund management
2
The analytics of risk model validation
2
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Forecasting expected returns in the financial markets
1
Forecasting volatility in the financial markets
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Optimizing optimization : the next generation of optimization applications and theory
1
Value creation in multinational enterprise
1
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ECONIS (ZBW)
11
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1
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10
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11
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1
The most entropic canonical copula with an application to "style" investment
Chu, Ba
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 221-262)
.
2018
Persistent link: https://www.econbiz.de/10011978516
Saved in:
2
Computing optimal mean/downside risk frontiers : the role of ellipticity
Hall, Tony
;
Satchell, Stephen
- In:
Optimizing optimization : the next generation of …
,
(pp. 179-199)
.
2010
Persistent link: https://www.econbiz.de/10003939154
Saved in:
3
Volatility-induced financial growth
Dempster, Michael A. H.
;
Evstigneev, Igor V.
; …
- In:
Quantitative fund management
,
(pp. 67-84)
.
2009
Persistent link: https://www.econbiz.de/10003796944
Saved in:
4
DC pension fund benchmarking with fixed-mix portfolio optimization
Dempster, Michael A. H.
;
Germano, M.
;
Medova, E. A.
; …
- In:
Quantitative fund management
,
(pp. 247-258)
.
2009
Persistent link: https://www.econbiz.de/10003796960
Saved in:
5
The validity of credit risk model validation methods
Christodoulakis, George A.
;
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 27-43)
.
2008
Persistent link: https://www.econbiz.de/10003868675
Saved in:
6
The validation of equity portfolio risk models
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 135-148)
.
2008
Persistent link: https://www.econbiz.de/10003868695
Saved in:
7
GARCH processes - some exact results, some difficulties and a suggested remedy
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 365-389)
.
2007
Persistent link: https://www.econbiz.de/10003873026
Saved in:
8
UK measures of firm-lived equity duration
Lewin, Richard A.
;
Sardy, Marc J.
;
Satchell, Stephen
- In:
Value creation in multinational enterprise
,
(pp. 307-338)
.
2007
Persistent link: https://www.econbiz.de/10003423145
Saved in:
9
Robust optimization for utilizing forecasted returns in institutional investment
Koutsoyannis, Christos
;
Satchell, Stephen
- In:
Forecasting expected returns in the financial markets
,
(pp. 177-189)
.
2007
Persistent link: https://www.econbiz.de/10003557954
Saved in:
10
Stuctured products for pension funds
Dempster, Michael A. H.
;
Germano, M.
;
Medova, E. A.
; …
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 115-130)
.
2004
Persistent link: https://www.econbiz.de/10003487978
Saved in:
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