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Psychic dividends of socially responsible investment portfolios
Ainsworth, Andrew; Corbett, Adam; Satchell, Stephen - In: The journal of asset management 19 (2018) 3, pp. 179-190
Persistent link: https://www.econbiz.de/10011847782
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Managing downside risk in financial markets : theory, practice and implementation
Sortino, Frank Alphonse (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001567077
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Implementing risk appetite in the management of currency portfolios
Luo, Jinhui; Saks, Philip; Satchell, Stephen - In: The journal of asset management 9 (2008/09) 6, pp. 380-397
Persistent link: https://www.econbiz.de/10003812498
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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
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A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction
Satchell, Stephen; Scowcroft, Alan - In: Forecasting expected returns in the financial markets, (pp. 39-53). 2007
Persistent link: https://www.econbiz.de/10003557932
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An integrated risk measure with application to UK asset allocation
Damant, David C.; Hwang, Soosung; Satchell, Stephen - 1997
Persistent link: https://www.econbiz.de/10000640903
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Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice
Hall, Anthony D.; Satchell, Stephen; Spence, P. J. - In: Applied economics 47 (2015) 43/45, pp. 4801-4813
Persistent link: https://www.econbiz.de/10011380850
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Exponential risk measure with application to UK asset allocation
Satchell, Stephen; Damant, David C.; Hwang, Soosung - In: Applied mathematical finance 7 (2000) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10001563801
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The validation of equity portfolio risk models
Satchell, Stephen - In: The analytics of risk model validation, (pp. 135-148). 2008
Persistent link: https://www.econbiz.de/10003868695
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Computing optimal mean/downside risk frontiers : the role of ellipticity
Hall, Tony; Satchell, Stephen - In: Optimizing optimization : the next generation of …, (pp. 179-199). 2010
Persistent link: https://www.econbiz.de/10003939154