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~person:"Satchell, Stephen"
~subject:"1976-1994"
~subject:"Schätzung"
~subject:"United States"
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Search: subject:"Capital-Asset-Pricing-Modell"
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1976-1994
Schätzung
United States
CAPM
29
Theorie
15
Theory
15
Portfolio selection
11
Portfolio-Management
11
Estimation
9
Capital income
8
Kapitaleinkommen
8
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5
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5
Method of moments
5
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5
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5
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5
Risiko
4
Risikoprämie
4
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4
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4
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4
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3
Betafaktor
3
Emerging economies
3
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3
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3
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3
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2
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2
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11
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Satchell, Stephen
Zaremba, Adam
46
Campbell, John Y.
27
Guo, Hui
22
Stambaugh, Robert F.
22
Cakici, Nusret
19
Ferson, Wayne E.
19
Hodrick, Robert J.
19
Jagannathan, Ravi
18
Polk, Christopher
18
Bali, Turan G.
17
Damodaran, Aswath
17
Faff, Robert W.
17
Pástor, Ľuboš
17
Harvey, Campbell R.
16
Zhang, Lu
16
Ghysels, Eric
15
Bansal, Ravi
14
Hansen, Lars Peter
14
Lo, Andrew W.
14
Vuolteenaho, Tuomo
14
Lustig, Hanno
13
Nitschka, Thomas
13
Prokopczuk, Marcel
13
Schrimpf, Andreas
13
Yogo, Motohiro
13
Hollstein, Fabian
12
Bekaert, Geert
11
Cochrane, John H.
11
Hedegaard, Esben
11
Jacobs, Kris
11
Ang, Andrew
10
Boldrin, Michele
10
Engle, Robert F.
10
Fabozzi, Frank J.
10
Guidolin, Massimo
10
Longstaff, Francis A.
10
Parker, Jonathan A.
10
Rodríguez, Rosa
10
Santa-Clara, Pedro
10
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Applied mathematical finance
2
DAE working paper
2
Applied economics
1
Applied financial economics
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The European journal of finance
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ECONIS (ZBW)
11
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1
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11
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1
The distribution of cross sectional momentum returns
Kwon, Oh Kang
;
Satchell, Stephen
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 225-241
Persistent link: https://www.econbiz.de/10012004391
Saved in:
2
Decomposing the bias in time-series estimates of CAPM betas
Malloch, H.
;
Philip, R.
;
Satchell, Stephen
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4291-4298
Persistent link: https://www.econbiz.de/10011640063
Saved in:
3
The underlying return-generating factors for REIT returns : an application of independent component analysis
Lizieri, Colin
;
Satchell, Stephen
;
Zhang, Qi
- In:
Real estate economics : journal of the American Real …
35
(
2007
)
4
,
pp. 569-598
Persistent link: https://www.econbiz.de/10003640860
Saved in:
4
A re-examination of Sharpe's ratio for log-normal prices
Knight, John L.
;
Satchell, Stephen
- In:
Applied mathematical finance
12
(
2005
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10002727068
Saved in:
5
Calculating the misspecification in beta from using a proxy for the market portfolio
Hwang, Soosung
;
Satchell, Stephen
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 771-781
Persistent link: https://www.econbiz.de/10001711916
Saved in:
6
Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial mar...
Hwang, Soosung
;
Satchell, Stephen
- In:
Journal of banking & finance
24
(
2000
)
5
,
pp. 759-785
Persistent link: https://www.econbiz.de/10001467848
Saved in:
7
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:
8
Exponential risk measure with application to UK asset allocation
Satchell, Stephen
;
Damant, David C.
;
Hwang, Soosung
- In:
Applied mathematical finance
7
(
2000
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001563801
Saved in:
9
Modelling emerging market risk premia using higher moments
Hwang, Soosung
;
Satchell, Stephen
- In:
International journal of finance & economics : IJFE
4
(
1999
)
4
,
pp. 271-296
Persistent link: https://www.econbiz.de/10001447124
Saved in:
10
Modelling emerging market risk premia using higher moments
Hwang, Soosung
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000656425
Saved in:
1
2
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