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~isPartOf:"Cambridge working papers in economics"
~person:"Satchell, Stephen"
~person:"Zagst, Rudi"
~subject:"Portfolio selection"
~subject:"Risk measure"
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Portfolio selection
Risk measure
Portfolio-Management
7
Theorie
4
Theory
4
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2
Behavioural finance
2
1990-1999
1
Aktienoption
1
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1
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7
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7
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7
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7
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English
7
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Satchell, Stephen
Zagst, Rudi
Linton, Oliver
2
Pesaran, M. Hashem
2
Zaffaroni, Paolo
2
Adams, Rowan
1
Allen, David
1
Arrondel, Luc
1
Ball, Steffan
1
Calvo Pardo, Héctor F.
1
Chaliasos, Michaēl
1
Chyong, Chi Kong
1
Connor, Gregory
1
Corsetti, Giancarlo
1
Davies, Greg B.
1
De Maere d'Aertrycke, Gauthier
1
Ehrenmann, Andreas
1
Farah, Nathalie
1
Galeotti, Andrea
1
Ghiglino, Christian
1
Giannitsarou, Chryssi
1
Goyal, Sanjeev
1
Hafnery, Christian
1
Harvey, Andrew C.
1
Jamasb, Tooraj
1
Jezek, Michal
1
Li, Carmen A.
1
Li, Shaoran
1
Lipińska, Anna
1
Lizieri, Colin
1
Lloyd, Simon
1
Lombardo, Giovanni
1
Loyd, Simon P.
1
Manuel, Ed
1
Panchev, Konstantin
1
Ralph, Daniel
1
Reiner, David M.
1
Roques, Fabien
1
Rowthorn, Bob
1
Sancetta, Alessio
1
Schleicher, Christoph
1
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University of Cambridge / Department of Applied Economics
5
University of Cambridge / Faculty of Economics
4
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Cambridge working papers in economics
Quantitative finance series
8
The journal of asset management
8
Applied mathematical finance
5
DAE working paper
5
Journal of banking & finance
4
Quantitative finance
4
Advances in portfolio construction and implementation
3
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
3
Financial analysts journal : FAJ
3
Finance research letters
2
Forecasting expected returns in the financial markets
2
International journal of theoretical and applied finance
2
Journal of risk management in financial institutions
2
Mathematics and financial economics
2
Quantitative Finance Ser
2
Risks : open access journal
2
The analytics of risk model validation
2
ASTIN bulletin : the journal of the International Actuarial Association
1
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1
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1
Applied economics
1
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1
Asset and liability management tools
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Birkbeck working papers in economics and finance : BWPEF
1
Butterworth-Heinemann finance
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
DAE working paper / University of Cambridge, Department of Applied Economics
1
Decision making and risk/return optimization in financial economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
1
Elsevier finance
1
European journal of operational research : EJOR
1
Financial markets and portfolio management
1
Finanzmarkt und Portfolio-Management
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of consumer affairs : official publication of the American Council on Consumer Interests
1
Journal of economic dynamics & control
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ECONIS (ZBW)
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1/N versus mean-variance : what if we can forecast?
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
-
2012
Persistent link: https://www.econbiz.de/10009667154
Saved in:
2
A loss aversion performance measure
Farah, Nathalie
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777903
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
Continuous cumulative prospects theory and individual asset allocation
Davies, Greg B.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002457755
Saved in:
5
Changing correlation and portfolio diversification failure in the presence of large market losses
Sancetta, Alessio
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764558
Saved in:
6
Imitative learning, endogenous asset correlation and market crashes
Yang, J.-H. Steffi
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766053
Saved in:
7
Generalised mean-variance analysis and robust portfolio diversification
Wright, Stephen M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001644792
Saved in:
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