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person:"Satchell, Stephen"
subject:"Portfolio-Management"
~person:"Lioui, Abraham"
~person:"Lo, Andrew W."
~subject:"Forecasting model"
~type_genre:"Non-commercial literature"
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Portfolio-Management
Forecasting model
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47
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Satchell, Stephen
Lioui, Abraham
Lo, Andrew W.
Marcellino, Massimiliano
52
Clark, Todd E.
44
Timmermann, Allan
43
Diebold, Francis X.
38
Pesaran, M. Hashem
37
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35
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34
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33
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31
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28
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28
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27
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26
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23
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23
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22
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22
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21
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21
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21
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20
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19
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19
Maurer, Raimond
19
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18
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17
Guidolin, Massimo
17
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17
McAleer, Michael
17
Başak, Suleyman
16
Bollerslev, Tim
16
Carriero, Andrea
16
Dijk, Dick van
16
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16
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16
Schenk-Hoppé, Klaus Reiner
16
Sornette, Didier
16
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15
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15
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ECONIS (ZBW)
15
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15
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1
Asset management with price impact and fair treatment of clients
Jezek, Michal
;
Satchell, Stephen
-
2010
Persistent link: https://www.econbiz.de/10003981040
Saved in:
2
Exact properties of measures of optimal investment for institutional investors
Knight, John L.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003154239
Saved in:
3
New test statistics for market timing with applications to emerging markets
Sancetta, A.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703644
Saved in:
4
Generalised mean-variance analysis and robust portfolio diversification
Wright, Stephen M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001644792
Saved in:
5
Bernstein approximations to the copula function and portfolio optimization
Sancetta, Alessio
;
Satchell, Stephen
-
2001
Persistent link: https://www.econbiz.de/10001592277
Saved in:
6
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
-
2001
Persistent link: https://www.econbiz.de/10001627285
Saved in:
7
Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.
;
Wang, Jiang
-
2000
Persistent link: https://www.econbiz.de/10001468727
Saved in:
8
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
-
1999
Persistent link: https://www.econbiz.de/10001408440
Saved in:
9
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
10
Statistical properties of the sample semi-variance, with applications to emerging markets data
Bond, Shaun A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10001350667
Saved in:
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