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~person:"Allen, David"
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Search: person:"Satchell, S.E."
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Allen, David
Satchell, Stephen
238
Satchell, S.E.
42
Knight, John L.
25
Hwang, Soosung
18
Satchell, S. E.
17
Pedersen, Christian S.
10
Thorp, Susan
9
Lizieri, Colin
8
Timmermann, Allan
8
Sancetta, Alessio
7
Williams, Oliver
7
Ahmed, Muhammad Farid
6
Darsinos, Theofanis
6
Gao, Yang
6
Hwang, S.
6
Knight, J.L.
6
Srivastava, Nandini
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Bateman, Hazel
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Christodoulakis, George A.
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Darsinos, T.
5
Grant, Andrew
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Louviere, Jordan J.
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5
Wright, Stephen M.
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4
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Leung, Henry
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Merella, Vincenzo
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Acar, Emmanuel
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Chu, Ba
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Damant, David C.
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Eckert, Christine
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Financial analysts journal : FAJ
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Journal of empirical finance
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The journal of asset management : a major new, international quarterly journal for the financial community
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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
"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:
3
"In defense of portfolio optimization: what if we can forecast?" : author response
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 106-107
Persistent link: https://www.econbiz.de/10012261139
Saved in:
4
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
5
In defense of portfolio optimization : what if we can forecast?
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
75
(
2019
)
3
,
pp. 20-38
Persistent link: https://www.econbiz.de/10012195894
Saved in:
6
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:
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