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Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice
Hall, Anthony D.; Satchell, Stephen; Spence, P. J. - In: Applied economics 47 (2015) 43/45, pp. 4801-4813
Persistent link: https://www.econbiz.de/10011380850
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Reversing disbursement rates to estimate stationary wealth processes for endowments with recursive preferences
Satchell, Stephen; Thorp, Susan; Williams, Oliver - In: Applied economics 51 (2019) 14, pp. 1541-1557
Persistent link: https://www.econbiz.de/10012196572
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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