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~accessRights:"restricted"
~person:"Satchell, Stephen"
~subject:"Börsenkurs"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
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Börsenkurs
Portfolio-Management
Capital income
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Satchell, Stephen
Gupta, Rangan
77
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63
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49
Tiwari, Aviral Kumar
35
Narayan, Paresh Kumar
34
Bouri, Elie
32
Wohar, Mark E.
27
Zhang, Yaojie
27
Demirer, Rıza
26
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Hammoudeh, Shawkat
21
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Sehgal, Sanjay
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Xiong, Xiong
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Xuan Vinh Vo
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Corbet, Shaen
19
McMillan, David G.
19
Liang, Chao
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Ryu, Doojin
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Zhong, Angel
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Cakici, Nusret
17
Long, Huaigang
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Yin, Libo
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15
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ECONIS (ZBW)
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The analytics of momentum
Kwon, Oh Kang
;
Satchell, Stephen
- In:
The journal of asset management
20
(
2019
)
6
,
pp. 433-441
Persistent link: https://www.econbiz.de/10012125379
Saved in:
2
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
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3
A critique of momentum strategies
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
The journal of asset management
19
(
2018
)
5
,
pp. 341-350
Persistent link: https://www.econbiz.de/10011942569
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
Trapped in diversification : another look at the risk of fund of hedge funds
Cui, Wei
;
Yao, Juan
;
Satchell, Stephen
- In:
The European journal of finance
25
(
2019
)
12
,
pp. 1055-1076
Persistent link: https://www.econbiz.de/10012207062
Saved in:
6
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
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