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Scenario analysis with recursive utility : dynamic consumption plans for charitable endowments
Satchell, Stephen; Thorp, Susan - 2007
Persistent link: https://www.econbiz.de/10003856744
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Discounting and consumption over an uncertain horizon : draw-down plans for family trusts
Satchell, Stephen; Thorp, Susan - 2007
Persistent link: https://www.econbiz.de/10003856747
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Estimating consumption plans for recursive utility by maximum entropy methods
Satchell, Stephen; Thorp, Susan; Williams, Oliver - 2012
Persistent link: https://www.econbiz.de/10009564475
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Valuation of options in a setting with happiness-augmented preferences
Merella, Vincenzo; Satchell, Stephen - 2006
Persistent link: https://www.econbiz.de/10003374000
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Analytic models of the ROC curve : applications to credit rating model validation
Satchell, Stephen; Xia, Wei - 2006
Persistent link: https://www.econbiz.de/10003374001