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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
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Financing from family and friends
Lee, Samuel; Persson, Petra - In: The review of financial studies 29 (2016) 9, pp. 2341-2386
Persistent link: https://www.econbiz.de/10011610916
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The roots of health inequality and the value of intrafamily expertise
Chen, Yiqun; Persson, Petra; Polyakova, Maria - In: American economic journal 14 (2022) 3, pp. 185-223
Persistent link: https://www.econbiz.de/10013335922
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Investment decisions when utility depends on wealth and other attributes
Grant, Andrew; Satchell, Stephen - In: Quantitative finance 20 (2020) 3, pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
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A theoretical analysis of trading rules : an application to the moving average case with Markovian returns
Acar, Emmanuel - In: Applied mathematical finance 4 (1997) 3, pp. 165-180
Persistent link: https://www.econbiz.de/10001229349
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Does the behaviour of the asset tell us anything about the option price formula? : A cautionary tale
Rogers, Leonard C. G.; Satchell, Stephen - In: Applied financial economics 10 (2000) 1, pp. 37-39
Persistent link: https://www.econbiz.de/10001525779
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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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Editorial: A general theory of smoothing and anti-smoothing, converting true returns to reported returns
Satchell, Stephen - In: Journal of derivatives & hedge funds 18 (2012) 2, pp. 111-112
Persistent link: https://www.econbiz.de/10009541905
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Modeling style rotation : switching and re-switching
Golosov, Edward; Satchell, Stephen - In: Journal of time series econometrics 6 (2014) 2, pp. 103-128
Persistent link: https://www.econbiz.de/10010401130
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Quantifying the non-Gaussian gain
Allen, David; Satchell, Stephen; Lizieri, Colin - In: The journal of asset management : a major new, … 25 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014511571