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Pedersen, Christian S.
Satchell, Stephen
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ECONIS (ZBW)
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1
Risk, utility and switching between gambles
Pedersen, Christian S.
;
Satchell, Stephen
-
1997
Persistent link: https://www.econbiz.de/10000653506
Saved in:
2
On the foundation of performance measures under asymmetric returns
Pedersen, Christian S.
;
Satchell, Stephen
- In:
The Sortino framework for constructing portfolios : …
,
(pp. 129-143)
.
2010
Persistent link: https://www.econbiz.de/10003915652
Saved in:
3
Utility functions with parameters depending on initial wealth
Pedersen, Christian S.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10001350660
Saved in:
4
Can NN-algorithms and macroeconomic data improve OLS industry returns forecasts?
Pedersen, Christian S.
;
Satchell, Stephen
- In:
The European journal of finance
9
(
2003
)
3
,
pp. 273-289
Persistent link: https://www.econbiz.de/10001780711
Saved in:
5
Utility functions whose parameters depend on initial wealth
Pedersen, Christian S.
;
Satchell, Stephen
- In:
Bulletin of economic research
55
(
2003
)
4
,
pp. 357-371
Persistent link: https://www.econbiz.de/10001837827
Saved in:
6
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
Saved in:
7
Small sample analysis of performance measures in the asymmetric response model
Pedersen, Christian S.
;
Satchell, Stephen
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
3
,
pp. 425-450
Persistent link: https://www.econbiz.de/10001522468
Saved in:
8
An extended family of financial risk measures
Pedersen, Christian S.
;
Satchell, Stephen
- In:
The Geneva papers on risk and insurance theory
23
(
1998
)
2
,
pp. 89-117
Persistent link: https://www.econbiz.de/10001446188
Saved in:
9
Evaluating the Performance of Nearest Neighbour Algorithms when Forecasting US Industry Returns
Satchell, Stephen
;
Pedersen, Christian S.
-
Financial Econometrics Research Centre, Warwick …
-
2000
Persistent link: https://www.econbiz.de/10004981065
Saved in:
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