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Optimal asset allocation with factor models for large portfolios
Pesaran, M. Hashem; Zaffaroni, Paolo - 2008
Persistent link: https://www.econbiz.de/10003850829
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Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671171
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Asset management with price impact and fair treatment of clients
Jezek, Michal; Satchell, Stephen - 2010
Persistent link: https://www.econbiz.de/10003981040
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1/N versus mean-variance : what if we can forecast?
Allen, David; Lizieri, Colin; Satchell, Stephen - 2012
Persistent link: https://www.econbiz.de/10009667154
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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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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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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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Changing correlation and portfolio diversification failure in the presence of large market losses
Sancetta, Alessio (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764558
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Imitative learning, endogenous asset correlation and market crashes
Yang, J.-H. Steffi (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766053
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Risk trading in capacity equilibrium models
De Maere d'Aertrycke, Gauthier; Ehrenmann, Andreas; … - 2017
Persistent link: https://www.econbiz.de/10012667277