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Diversification and desynchronicity : an organizational portfolio perspective on corporate risk reduction
Shao, Xue-Feng; Guliamos, Kōstas Iō.; Luo, Ben Nan-Feng; … - In: Risks : open access journal 8 (2020) 2/51, pp. 1-16
reduction is diversification; however, evidence for the effectiveness of diversification remains inconclusive. According to … diversification and synchronization compensation. This study introduces “desynchronicity”, a process that operationalizes … 332 firms (from COMPUSTAT) were used to empirically test the relationships between diversification and risk, and …
Persistent link: https://www.econbiz.de/10012292861
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Advanced trading rules
Acar, Emmanuel (contributor); Satchell, Stephen (contributor) - 1998
Persistent link: https://www.econbiz.de/10000964435
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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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A theoretical analysis of trading rules : an application to the moving average case with Markovian returns
Acar, Emmanuel - In: Applied mathematical finance 4 (1997) 3, pp. 165-180
Persistent link: https://www.econbiz.de/10001229349
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Social welfare issues of financial literacy
Satchell, Stephen; Williams, O. J. - 2010
Persistent link: https://www.econbiz.de/10008649447
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On the foundation of performance measures under asymmetric returns
Pedersen, Christian S.; Satchell, Stephen - In: The Sortino framework for constructing portfolios : …, (pp. 129-143). 2010
Persistent link: https://www.econbiz.de/10003915652