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On the volatility of measures of financial risk : an investigation using returns from European markets
Eftekhari, Babak; Pedersen, Christian S.; Satchell, Stephen - In: The European journal of finance 6 (2000) 1, pp. 18-38
Persistent link: https://www.econbiz.de/10001526025
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The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy; Satchell, Stephen - In: The European journal of finance 20 (2014) 1/3, pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
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Trapped in diversification : another look at the risk of fund of hedge funds
Cui, Wei; Yao, Juan; Satchell, Stephen - In: The European journal of finance 25 (2019) 12, pp. 1055-1076
Persistent link: https://www.econbiz.de/10012207062