Narrow search
Showing 1 - 10 of 269
Cover Image
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
Cover Image
Lower partial moment hedge ratios
Eftekhari, Babak - In: Applied financial economics 8 (1998) 6, pp. 645-652
Persistent link: https://www.econbiz.de/10001253255
Cover Image
The small noise arbitrage pricing theory and its welfare implications
Satchell, Stephen - In: Linear factor models in finance, (pp. 150-158). 2005
Persistent link: https://www.econbiz.de/10003304035
Cover Image
Modelling UK mortgage defaults using a hazard approach based on American options
Ncube, Mthuli; Satchell, Stephen - 1994
Persistent link: https://www.econbiz.de/10000891367
Cover Image
Apprenticeships and job tenure : a competing risks model with time-varying covariates
Booth, Alison L.; Satchell, Stephen - 1993
Persistent link: https://www.econbiz.de/10000854582
Cover Image
The hazard of doing a PhD : an analysis of completion and withdrawal rates of British PhDs in the 1980s
Booth, Alison L.; Satchell, Stephen - 1993
Persistent link: https://www.econbiz.de/10000864900
Cover Image
The Black and Scholes option price as a random variable
Ncube, Mthuli; Satchell, Stephen - 1992
Persistent link: https://www.econbiz.de/10000835473
Cover Image
Measurement error with accounting constraints : point and interval estimation for latent data with an application to UK gross domestic product
Smith, Richard J.; Weale, Martin J.; Satchell, Stephen - 1995 - Rev
Persistent link: https://www.econbiz.de/10000560164