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subject:"Portfolio-Management"
subject:"USA"
~person:"Satchell, Stephen"
~person:"Timmermann, Allan"
~subject:"Capital income"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
USA
Capital income
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Theorie
113
Theory
113
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37
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37
Kapitaleinkommen
24
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17
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47
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Satchell, Stephen
Timmermann, Allan
Fabozzi, Frank J.
51
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30
Korn, Ralf
29
Heckman, James J.
27
Escobar, Marcos
26
Jarrow, Robert A.
26
Gupta, Rangan
25
Li, Duan
25
Chavas, Jean-Paul
23
Lo, Andrew W.
23
Zhou, Guofu
23
Markowitz, Harry
22
Bollerslev, Tim
21
Ferson, Wayne E.
21
Zagst, Rudi
21
Campbell, John Y.
20
Gil-Alaña, Luis A.
20
Prigent, Jean-Luc
20
Caporale, Guglielmo Maria
19
Diebold, Francis X.
19
Wohar, Mark E.
19
Christiano, Lawrence J.
18
Engle, Robert F.
18
Levy, Haim
18
Lien, Da-hsiang Donald
18
Longstaff, Francis A.
18
Madan, Dilip B.
18
Schwartz, Eduardo S.
18
Bekaert, Geert
17
Brooks, Robert
17
Forsyth, Peter A.
17
Lee, Cheng F.
17
Lioui, Abraham
17
Platen, Eckhard
17
Uri, Noel Dean
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Brennan, Michael J.
16
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International journal of forecasting
4
Journal of econometrics
3
Applied mathematical finance
2
Economics letters
2
Quantitative finance
2
The European journal of finance
2
The economic journal : the journal of the Royal Economic Society
2
The review of financial studies
2
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1
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1
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1
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1
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1
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of economics and finance
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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1
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1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The Manchester School
1
The journal of asset management
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The journal of asset management : a major new, international quarterly journal for the financial community
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1
The journal of finance : the journal of the American Finance Association
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The journal of portfolio management : JPM
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ECONIS (ZBW)
42
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1
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10
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42
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1
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
2
Partial moment momentum
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401726
Saved in:
3
Expected surplus growth compared with mean-variance optimization
Wilcox, Jarrod
;
Satchell, Stephen
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 145-159
Persistent link: https://www.econbiz.de/10012486057
Saved in:
4
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Saved in:
5
Investment decisions when utility depends on wealth and other attributes
Grant, Andrew
;
Satchell, Stephen
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
Saved in:
6
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
7
Risk discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
Saved in:
8
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
9
Testing linear factor models on individual stocks using the average F-test
Hwang, Soosung
;
Satchell, Stephen
- In:
The European journal of finance
20
(
2014
)
4/6
,
pp. 463-498
Persistent link: https://www.econbiz.de/10010461963
Saved in:
10
Modeling style rotation : switching and re-switching
Golosov, Edward
;
Satchell, Stephen
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 103-128
Persistent link: https://www.econbiz.de/10010401130
Saved in:
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