//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio-Management"
subject:"USA"
~person:"Satchell, Stephen"
~subject:"Risiko"
~type_genre:"Book section"
~type_genre:"Graue Literatur"
~type_genre:"Übersichtsarbeit"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
USA
Risiko
Theorie
42
Theory
42
Portfolio selection
11
Forecasting model
9
Prognoseverfahren
9
Estimation
7
Schätzung
7
Risk
6
Bayes-Statistik
5
Bayesian inference
5
Großbritannien
5
United Kingdom
5
Mathematical programming
4
Mathematische Optimierung
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Black-Scholes model
3
Black-Scholes-Modell
3
CAPM
3
Emerging economies
3
Estimation theory
3
Schwellenländer
3
Schätztheorie
3
ARCH model
2
ARCH-Modell
2
Anlageverhalten
2
Arbitrage Pricing
2
Arbitrage pricing
2
Behavioural finance
2
Börsenkurs
2
Erwartungsnutzen
2
Expected utility
2
Financial analysis
2
Finanzanalyse
2
Forecast
2
Institutional investor
2
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
11
Article
6
Type of publication (narrower categories)
All
Book section
Graue Literatur
Übersichtsarbeit
Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
12
Working Paper
12
Non-commercial literature
11
Aufsatz im Buch
6
Collection of articles of several authors
4
Sammelwerk
4
Aufsatzsammlung
1
Bibliografie
1
more ...
less ...
Language
All
English
17
Author
All
Satchell, Stephen
Heckman, James J.
41
Acemoglu, Daron
39
Krueger, Dirk
38
Gollier, Christian
36
Fabozzi, Frank J.
33
Castelnuovo, Efrem
32
Maurer, Raimond
32
Pástor, Ľuboš
32
Campbell, John Y.
31
Platen, Eckhard
31
Stambaugh, Robert F.
30
Artus, Patrick
29
Ludwig, Alexander
29
Christiano, Lawrence J.
28
Greenwood, Jeremy
28
Timmermann, Allan
28
Caporale, Guglielmo Maria
27
Glaeser, Edward L.
27
Hautsch, Nikolaus
27
Uppal, Raman
27
Basu, Susanto
26
Fernández-Villaverde, Jesús
26
Härdle, Wolfgang
26
Caballero, Ricardo J.
25
Gil-Alaña, Luis A.
25
Lucas, André
25
Diebold, Francis X.
24
Akcigit, Ufuk
23
Kehoe, Patrick J.
23
Mitchell, Olivia S.
23
Allen, Franklin
22
Cutler, David M.
22
Engle, Robert F.
22
Perri, Fabrizio
22
Broll, Udo
21
Eichenbaum, Martin S.
21
Kanniainen, Vesa
21
Mankiw, Nicholas Gregory
21
Marcellino, Massimiliano
21
McGrattan, Ellen R.
21
more ...
less ...
Institution
All
Birkbeck College / Department of Economics
1
University of Cambridge / Department of Applied Economics
1
Published in...
All
DAE working paper
6
Cambridge working papers in economics
2
The analytics of risk model validation
2
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Birkbeck working papers in economics and finance : BWPEF
1
Discussion paper in financial economics : FE
1
Forecasting expected returns in the financial markets
1
Optimizing optimization : the next generation of optimization applications and theory
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Value creation in multinational enterprise
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Estimating consumption plans for recursive utility by maximum entropy methods
Satchell, Stephen
;
Thorp, Susan
;
Williams, Oliver
-
2012
Persistent link: https://www.econbiz.de/10009564475
Saved in:
3
Asset management with price impact and fair treatment of clients
Jezek, Michal
;
Satchell, Stephen
-
2010
Persistent link: https://www.econbiz.de/10003981040
Saved in:
4
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:
5
Generalised mean-variance analysis and robust portfolio diversification
Wright, Stephen M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001644792
Saved in:
6
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:
7
Bernstein approximations to the copula function and portfolio optimization
Sancetta, Alessio
;
Satchell, Stephen
-
2001
Persistent link: https://www.econbiz.de/10001592277
Saved in:
8
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:
9
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:
10
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John B.
;
Satchell, Stephen
-
1999
Persistent link: https://www.econbiz.de/10001407264
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->