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An integrated risk measure with application to UK asset allocation
Damant, David C.; Hwang, Soosung; Satchell, Stephen - 1997
Persistent link: https://www.econbiz.de/10000640903
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Global equity styles and industry effects : portfolio construction via dummy variables
Kuo, George W.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000668567
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Statistical properties of the sample semi-variance, with applications to emerging markets data
Bond, Shaun A.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10001350667
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The derivation of a new model of equity duration
Lewin, Richard A.; Satchell, Stephen - 2001
Persistent link: https://www.econbiz.de/10001592275
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Bernstein approximations to the copula function and portfolio optimization
Sancetta, Alessio; Satchell, Stephen - 2001
Persistent link: https://www.econbiz.de/10001592277
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The transparency and accountability of UK debt management : a proposal
Coe, Patrick J.; Vahey, Shaun P.; Wakerly, Elizabeth C. - 2000
Persistent link: https://www.econbiz.de/10001551598
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The cost efficiency of UK debt management : a recursive modelling approach
Coe, Patrick J.; Pesaran, M. Hashem; Vahey, Shaun P. - 2000
Persistent link: https://www.econbiz.de/10001492678
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The evolution of portfolio rules and the capital asset pricing model
Sciubba, Emanuela - 1999
Persistent link: https://www.econbiz.de/10001387313
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A generalisation of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000850865
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Investment decisions : the role of market structure in vertically separated network industries
Doyle, Christopher; Maher, María E. - 1993
Persistent link: https://www.econbiz.de/10000142736