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~person:"Sancetta, Alessio"
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Sancetta, Alessio
Satchell, Stephen
253
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133
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85
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36
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28
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Changing correlation and equity portfolio diversification failure for linear factor models during market declines
Sancetta, Alessio
;
Satchell, Stephen
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 227-242
Persistent link: https://www.econbiz.de/10003543026
Saved in:
2
Cost of capital and regulator's preferences : investigation into a new method of estimating regulatory beta
Sancetta, Alessio
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153214
Saved in:
3
New test statistics for market timing with applications to emerging markets hedge funds
Sancetta, Alessio
;
Satchell, Stephen
- In:
The European journal of finance
11
(
2005
)
5
,
pp. 419-443
Persistent link: https://www.econbiz.de/10003183281
Saved in:
4
Calculating hedge fund risk : the draw down and the maximum draw down
Sancetta, Alessio
;
Satchell, Stephen
- In:
Applied mathematical finance
11
(
2004
)
3
,
pp. 259-282
Persistent link: https://www.econbiz.de/10002243487
Saved in:
5
Bernstein approximations to the copula function and portfolio optimization
Sancetta, Alessio
;
Satchell, Stephen
-
2001
Persistent link: https://www.econbiz.de/10001592277
Saved in:
6
Changing correlation and portfolio diversification failure in the presence of large market losses
Sancetta, Alessio
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764558
Saved in:
7
The Bernstein copula and its applications to modelling and approximations of multivariate distributions
Sancetta, Alessio
;
Satchell, Stephen
- In:
Econometric theory
20
(
2004
)
3
,
pp. 535-562
Persistent link: https://www.econbiz.de/10002068268
Saved in:
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