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Cost of capital and regulator's preferences : investigation into a new method of estimating regulatory beta
Sancetta, Alessio (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153214
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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
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The behavioural components of risk aversion
Davies, Greg B. (contributor); Satchell, Stephen (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002395969
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A loss aversion performance measure
Farah, Nathalie (contributor); Satchell, Stephen (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777903
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Improving the estimates of the risk premia : application in the UK financial market
Pitsillis, M.; Satchell, Stephen - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593475
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New test statistics for market timing with applications to emerging markets
Sancetta, A. (contributor); Satchell, Stephen (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703644
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On the valuation of warrants and executive stock options : pricing formulae for firms with multiple warrants/executive options
Darsinos, Theofanis (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001687681
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The impact of technical analysis on asset price dynamics
Yang, J.-H. Steffi (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001687687
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Generalised mean-variance analysis and robust portfolio diversification
Wright, Stephen M. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001644792
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Bayesian forecasting of options prices : a natural framework for pooling historical and implied volatility information
Darsinos, Theofanis (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001626634