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Portfolio selection
77
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Satchell, Stephen
Fabozzi, Frank J.
230
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114
Platen, Eckhard
97
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94
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80
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78
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74
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69
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63
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62
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58
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57
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55
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53
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53
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52
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51
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51
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51
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50
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49
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48
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48
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48
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48
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48
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46
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46
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46
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45
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45
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44
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44
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44
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1
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ECONIS (ZBW)
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1
Some statistics for testing the influence of the number of transactions on the distributions of returns
Satchell, Stephen
;
Yoon, Joungjun
-
1993
Persistent link: https://www.econbiz.de/10000142720
Saved in:
2
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:
3
Global equity styles and industry effects : portfolio construction via dummy variables
Kuo, George W.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000668567
Saved in:
4
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:
5
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
Saved in:
6
The validity of credit risk model validation methods
Christodoulakis, George A.
;
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 27-43)
.
2008
Persistent link: https://www.econbiz.de/10003868675
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
Optimizing optimization : the next generation of optimization applications and theory
Satchell, Stephen
-
2010
Persistent link: https://www.econbiz.de/10003904112
Saved in:
9
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:
10
UK measures of firm-lived equity duration
Lewin, Richard A.
;
Sardy, Marc J.
;
Satchell, Stephen
- In:
Value creation in multinational enterprise
,
(pp. 307-338)
.
2007
Persistent link: https://www.econbiz.de/10003423145
Saved in:
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