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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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On the difficulty of measuring forecasting skill in financial markets
Satchell, Stephen; Williams, O. J. - 2010
Persistent link: https://www.econbiz.de/10008649427
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Social welfare issues of financial literacy
Satchell, Stephen; Williams, O. J. - 2010
Persistent link: https://www.econbiz.de/10008649447
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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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Time series momentum trading strategy and autocorrelation amplification
Hong, K. J.; Satchell, Stephen - 2013
Persistent link: https://www.econbiz.de/10009754513
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What proportion of time is a particular market inefficient? : analysing market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid; Satchell, Stephen - 2016
Persistent link: https://www.econbiz.de/10011456022
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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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A rank approach to equity forecast construction
Satchell, Stephen (contributor); Wright, S. M. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003262379
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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