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type_genre:"Kongressschrift"
type_genre:"No longer published / No longer aquired"
~person:"Satchell, Stephen"
~subject:"Kapitaleinkommen"
~subject:"Statistical method"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Kapitaleinkommen
Statistical method
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57
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57
Portfolio selection
11
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11
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10
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10
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9
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Satchell, Stephen
Timmermann, Allan
16
Gupta, Rangan
13
Zhou, Guofu
13
Fabozzi, Frank J.
12
Ferson, Wayne E.
12
Bollerslev, Tim
11
Harvey, Campbell R.
11
Gil-Alaña, Luis A.
10
Wang, Yudong
10
Wohar, Mark E.
10
Auer, Benjamin R.
9
Bekaert, Geert
9
Diebold, Francis X.
9
Stambaugh, Robert F.
9
Asai, Manabu
8
Brooks, Robert
8
Garcia, René
8
Kang, Jangkoo
8
Andersen, Torben
7
Aït-Sahalia, Yacine
7
Brennan, Michael J.
7
Caporale, Guglielmo Maria
7
Guidolin, Massimo
7
Lee, Bong-soo
7
Li, Kai
7
Madan, Dilip B.
7
Nonejad, Nima
7
Olmo, Jose
7
Pedersen, Lasse Heje
7
Richardson, Matthew
7
Sentana, Enrique
7
Almeida, Caio
6
Bouri, Elie
6
Campbell, John Y.
6
Chiang, Thomas C.
6
Cochrane, John H.
6
Dai, Zhifeng
6
Engle, Robert F.
6
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6
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The European journal of finance
3
Applied financial economics
1
Applied mathematical finance
1
Journal of banking & finance
1
Journal of derivatives & hedge funds
1
Journal of financial and quantitative analysis : JFQA
1
Journal of time series econometrics
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of portfolio management : JPM
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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
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
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:
5
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:
6
New test statistics for market timing with applications to emerging markets hedge funds
Sancetta, Alessio
;
Satchell, Stephen
- In:
The European journal of finance
11
(
2005
)
5
,
pp. 419-443
Persistent link: https://www.econbiz.de/10003183281
Saved in:
7
Can NN-algorithms and macroeconomic data improve OLS industry returns forecasts?
Pedersen, Christian S.
;
Satchell, Stephen
- In:
The European journal of finance
9
(
2003
)
3
,
pp. 273-289
Persistent link: https://www.econbiz.de/10001780711
Saved in:
8
Small sample analysis of performance measures in the asymmetric response model
Pedersen, Christian S.
;
Satchell, Stephen
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
3
,
pp. 425-450
Persistent link: https://www.econbiz.de/10001522468
Saved in:
9
Does the behaviour of the asset tell us anything about the option price formula? : A cautionary tale
Rogers, Leonard C. G.
;
Satchell, Stephen
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 37-39
Persistent link: https://www.econbiz.de/10001525779
Saved in:
10
On the volatility of measures of financial risk : an investigation using returns from European markets
Eftekhari, Babak
;
Pedersen, Christian S.
;
Satchell, Stephen
- In:
The European journal of finance
6
(
2000
)
1
,
pp. 18-38
Persistent link: https://www.econbiz.de/10001526025
Saved in:
1
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