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Generalized mean-variance analysis and robust portfolio diversification
Wright, Stephen M.; Satchell, Stephen - In: Advances in portfolio construction and implementation, (pp. 40-54). 2003
Persistent link: https://www.econbiz.de/10001771094
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Assessing the merits of rank-based optimization for portfolio construction
Hwang, Soosung; Satchell, Stephen; Wright, Stephen M. - In: Advances in portfolio construction and implementation, (pp. 269-289). 2003
Persistent link: https://www.econbiz.de/10001771118
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Generalised mean-variance analysis and robust portfolio diversification
Wright, Stephen M. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001644792
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Forecasting risk and return from order information
Satchell, Stephen; Wright, Stephen M. - In: Economic & financial modelling : a journal of the … 17 (2010) 1, pp. 3-37
Persistent link: https://www.econbiz.de/10008810862
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A robust cross sectional factor modelling approach to equity forecast construction
Satchell, Stephen; Wright, Stephen M. - In: Economic & financial modelling : a journal of the … 12 (2005) 4, pp. 153-197
Persistent link: https://www.econbiz.de/10003242755