//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Satchell, Stephen"
~subject:"Momentenmethode"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pricing Bermudan Swaptions in...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Momentenmethode
Portfolio-Management
Capital income
24
Kapitaleinkommen
24
Portfolio selection
12
Theorie
10
Theory
10
CAPM
8
Volatility
8
Volatilität
8
Estimation
5
Forecasting model
5
Prognoseverfahren
5
Schätzung
5
USA
5
United States
5
Aktienmarkt
4
Börsenkurs
4
Share price
4
Statistical distribution
4
Statistische Verteilung
4
Stock market
4
Method of moments
3
Risiko
3
Risikoprämie
3
Risk
3
Risk premium
3
Welt
3
World
3
ARCH model
2
ARCH-Modell
2
Erwartungsnutzen
2
Expected utility
2
Forecast
2
Markov chain
2
Markov-Kette
2
Momentum
2
Prognose
2
Time series analysis
2
Zeitreihenanalyse
2
more ...
less ...
Online availability
All
Undetermined
6
Free
2
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
12
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
12
Author
All
Satchell, Stephen
Zaremba, Adam
32
Hammoudeh, Shawkat
18
Auer, Benjamin R.
17
Kang, Sang Hoon
17
Mensi, Walid
17
Fabozzi, Frank J.
15
Grobys, Klaus
14
Guidolin, Massimo
14
Tiwari, Aviral Kumar
13
Clare, Andrew D.
12
Escobar, Marcos
12
Sehgal, Sanjay
12
Wong, Wing Keung
12
Zhou, Guofu
12
Fletcher, Jonathan
11
Kryzanowski, Lawrence
11
McAleer, Michael
11
Wang, Yudong
11
Xuan Vinh Vo
11
Bali, Turan G.
10
Nguyen, Duc Khuong
10
Schaub, Mark
10
Schuhmacher, Frank
10
Dai, Zhifeng
9
Kakushadze, Zura
9
Matallín-Sáez, Juan Carlos
9
Moskowitz, Tobias J.
9
O'Sullivan, Niall
9
Racicot, François-Éric
9
Umutlu, Mehmet
9
Ur Rehman, Mobeen
9
Van Vuuren, Gary
9
Yoon, Seong-min
9
Zhang, Yaojie
9
Ang, Andrew
8
Bouri, Elie
8
Brooks, Robert
8
Bu, Qiang
8
Cakici, Nusret
8
more ...
less ...
Published in...
All
The journal of asset management
3
Applied financial economics
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Journal of time series econometrics
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The European journal of finance
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The analytics of momentum
Kwon, Oh Kang
;
Satchell, Stephen
- In:
The journal of asset management
20
(
2019
)
6
,
pp. 433-441
Persistent link: https://www.econbiz.de/10012125379
Saved in:
2
The underlying return-generating factors for REIT returns : an application of independent component analysis
Lizieri, Colin
;
Satchell, Stephen
;
Zhang, Qi
- In:
Real estate economics : journal of the American Real …
35
(
2007
)
4
,
pp. 569-598
Persistent link: https://www.econbiz.de/10003640860
Saved in:
3
The disappearance of style in the US equity market
Hwang, Soosung
;
Satchell, Stephen
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 597-613
Persistent link: https://www.econbiz.de/10003491204
Saved in:
4
The link between macro-economic factors and style returns
Zhang, Qi J.
;
Hopkins, Peter
;
Satchell, Stephen
; …
- In:
The journal of asset management
10
(
2009/10
)
5
,
pp. 338-355
Persistent link: https://www.econbiz.de/10003916963
Saved in:
5
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
Saved in:
6
Global equity styles and industry effects : the pre-eminence of value relative to size
Kuo, Weiyu
;
Satchell, Stephen
- In:
Journal of international financial markets, …
11
(
2001
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10001536895
Saved in:
7
The distribution of cross sectional momentum returns
Kwon, Oh Kang
;
Satchell, Stephen
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 225-241
Persistent link: https://www.econbiz.de/10012004391
Saved in:
8
A critique of momentum strategies
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
The journal of asset management
19
(
2018
)
5
,
pp. 341-350
Persistent link: https://www.econbiz.de/10011942569
Saved in:
9
Trapped in diversification : another look at the risk of fund of hedge funds
Cui, Wei
;
Yao, Juan
;
Satchell, Stephen
- In:
The European journal of finance
25
(
2019
)
12
,
pp. 1055-1076
Persistent link: https://www.econbiz.de/10012207062
Saved in:
10
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->