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subject:"Portfolio-Management"
subject:"United States"
~language:"afr"
~language:"eng"
~person:"Satchell, Stephen"
~subject:"Competition"
~subject:"Stochastischer Prozess"
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Portfolio-Management
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124
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34
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27
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Satchell, Stephen
Fabozzi, Frank J.
158
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67
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67
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61
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60
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60
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60
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58
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57
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54
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52
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52
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51
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51
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47
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47
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47
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46
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46
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46
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46
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46
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45
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45
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44
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44
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43
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41
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ECONIS (ZBW)
47
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11
Asset management with price impact and fair treatment of clients
Jezek, Michal
;
Satchell, Stephen
-
2010
Persistent link: https://www.econbiz.de/10003981040
Saved in:
12
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:
13
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:
14
The anatomy of portfolio skewness and kurtosis
Hall, Anthony D.
;
Satchell, Stephen
- In:
The journal of asset management
14
(
2013
)
4
,
pp. 228-235
Persistent link: https://www.econbiz.de/10010237899
Saved in:
15
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:
16
Editorial: A general theory of smoothing and anti-smoothing, converting true returns to reported returns
Satchell, Stephen
- In:
Journal of derivatives & hedge funds
18
(
2012
)
2
,
pp. 111-112
Persistent link: https://www.econbiz.de/10009541905
Saved in:
17
Defining single asset price momentum in terms of a stochastic process
Hong, KiHoon Jimmy
;
Satchell, Stephen
- In:
Theoretical economics letters
2
(
2012
)
3
,
pp. 274-277
Persistent link: https://www.econbiz.de/10009703166
Saved in:
18
Large deviations theorems for optimal investment problems with large portfolios
Chu, Ba
;
Knight, John L.
;
Satchell, Stephen
- In:
European journal of operational research : EJOR
211
(
2011
)
3
,
pp. 533-555
Persistent link: https://www.econbiz.de/10008933377
Saved in:
19
Generalised mean-variance analysis and robust portfolio diversification
Wright, Stephen M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001644792
Saved in:
20
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:
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