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~person:"Satchell, Stephen"
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Window dressing in equity mutu...
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Portfolio selection
78
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78
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47
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34
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34
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18
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Satchell, Stephen
Fabozzi, Frank J.
292
Campbell, John Y.
185
Gupta, Rangan
184
Zaremba, Adam
176
Maurer, Raimond
164
Caporale, Guglielmo Maria
157
Stambaugh, Robert F.
144
Guidolin, Massimo
141
Mitchell, Olivia S.
129
Bekaert, Geert
127
Harvey, Campbell R.
126
McAleer, Michael
126
Diebold, Francis X.
123
Haslem, John A.
121
Kempf, Alexander
120
Bali, Turan G.
118
Goetzmann, William N.
117
Ang, Andrew
116
Massa, Massimo
116
Faff, Robert W.
112
Timmermann, Allan
112
Zhou, Guofu
108
McMillan, David G.
104
Guirguis, Michel
100
Bollerslev, Tim
98
Platen, Eckhard
96
Titman, Sheridan
96
Poterba, James M.
95
Agarwal, Vikas
91
Lo, Andrew W.
88
Zhang, Lu
87
Wermers, Russ
86
Gollier, Christian
82
Bouri, Elie
80
Cici, Gjergji
80
Engle, Robert F.
80
Ferson, Wayne E.
79
Brown, Stephen J.
78
Jagannathan, Ravi
78
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University of Cambridge / Department of Applied Economics
5
University of Cambridge / Faculty of Economics
4
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1
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Quantitative finance series
8
Cambridge working papers in economics
7
The journal of asset management
7
DAE working paper
6
Applied mathematical finance
5
Advances in portfolio construction and implementation
3
Financial analysts journal : FAJ
3
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3
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3
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2
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2
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2
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2
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2
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2
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1
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1
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1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
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1
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1
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1
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1
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1
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1
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1
Finance research letters
1
Handbook of financial engineering
1
International review of financial analysis
1
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1
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1
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1
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1
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ECONIS (ZBW)
98
USB Cologne (EcoSocSci)
3
RePEc
1
Showing
1
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10
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102
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1
Small sample analysis of performance measures in the asymmetric response model
Pedersen, Christian S.
;
Satchell, Stephen
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
3
,
pp. 425-450
Persistent link: https://www.econbiz.de/10001522468
Saved in:
2
Fixed-income ETFs : a liquidity illusion?
Maitra, Anando
;
Satchell, Stephen
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
4
,
pp. 321-344
Persistent link: https://www.econbiz.de/10012818406
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
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:
5
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:
6
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:
7
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:
8
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:
9
A loss aversion performance measure
Farah, Nathalie
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777903
Saved in:
10
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:
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