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~person:"Satchell, Stephen"
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Portfolio selection
78
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Satchell, Stephen
Fabozzi, Frank J.
346
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167
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162
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157
Härdle, Wolfgang
138
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137
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134
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129
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126
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113
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113
Viscusi, W. Kip
113
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111
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109
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106
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105
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102
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102
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101
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100
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99
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97
Blake, David
96
Stulz, René M.
96
Takahashi, Akihiko
93
Chiarella, Carl
92
Berger, Allen N.
91
Račev, Svetlozar T.
90
Alkire, Sabina
89
Jarrow, Robert A.
89
Caporale, Guglielmo Maria
87
Castelnuovo, Efrem
87
Lee, Cheng F.
87
Broll, Udo
86
Goodhart, Charles A. E.
86
Bekaert, Geert
83
Cui, Zhenyu
83
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9
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7
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4
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4
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2
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1
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1
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1
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ECONIS (ZBW)
101
USB Cologne (EcoSocSci)
3
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1
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10
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104
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1
Risk
discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
Saved in:
2
The role of bank funding in systematic
risk
transmission
Muijsson, Cherry
;
Satchell, Stephen
- In:
Finance research letters
33
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430956
Saved in:
3
Performance
measurement
of portfolio
risk
based on orthant probabilities
Lundin, Mark
;
Satchell, Stephen
- In:
Performance measurement in finance
,
(pp. 261-284)
.
2002
Persistent link: https://www.econbiz.de/10001718622
Saved in:
4
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
5
The derivation of a new model of equity duration
Lewin, Richard A.
;
Satchell, Stephen
-
2001
Persistent link: https://www.econbiz.de/10001592275
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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