//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimating the volatility of s...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
166
Theory
166
Portfolio selection
95
Portfolio-Management
95
Forecasting model
46
Prognoseverfahren
46
Capital income
38
Kapitaleinkommen
38
Estimation
31
Großbritannien
31
Schätzung
31
Volatility
31
United Kingdom
30
Volatilität
29
Risiko
27
Risk
27
Börsenkurs
21
Estimation theory
21
Option pricing theory
21
Optionspreistheorie
21
Schätztheorie
21
Share price
21
Anlageverhalten
20
Behavioural finance
18
Stochastischer Prozess
17
Time series analysis
17
Zeitreihenanalyse
17
Mathematical programming
16
Mathematische Optimierung
16
Stochastic process
16
Welt
16
World
16
Risikomanagement
15
Aktienmarkt
14
Stock market
14
Expected utility
13
Statistical distribution
13
Statistische Verteilung
13
USA
13
more ...
less ...
Online availability
All
Undetermined
8
Free
7
Type of publication
All
Article
24
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
33
Undetermined
1
Author
All
Satchell, Stephen
30
Hwang, Soosung
9
Damant, David C.
3
Hong, KiHoon Jimmy
2
Knight, John L.
2
Lewin, Richard A.
2
Malloch, H.
2
Peat, Maurice
2
Philip, R.
2
Ahmed, Muhammad Farid
1
Aquilina, J.
1
Bradrania, M. Reza
1
Bradrania, Reza
1
Brown, A. A.
1
Davies, Greg B.
1
Eftekhari, Babak
1
Gao, Yang
1
Golosov, Edward
1
Knight, John
1
Kwon, Oh Kang
1
Leung, Henry
1
Lizieri, Colin
1
Merella, Vincenzo
1
Pedersen, Christian S.
1
Rogers, L. C. G.
1
Rogers, Leonard C. G.
1
Sardy, Marc J.
1
Satchell, Stephen E.
1
Satchell, Steve
1
Scowcroft, Alan
1
Stapleton, Richard C.
1
Subrahmanyam, Marti G.
1
Westerholm, P. Joakim
1
Yang, J.-H. Steffi
1
Zhang, Henry
1
Zhang, Qi
1
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
1
Published in...
All
Cambridge working papers in economics
3
DAE working paper
3
The European journal of finance
3
Applied mathematical finance
2
Journal of banking & finance
2
Theoretical economics letters
2
Applied economics
1
Applied financial economics
1
Australian journal of management
1
Cambridge-INET working papers
1
Elsevier finance
1
European economic review : EER
1
Forecasting expected returns in the financial markets
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of time series econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance series
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The European Journal of Finance
1
The economic journal : the journal of the Royal Economic Society
1
Value creation in multinational enterprise
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
RePEc
1
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The squared Ornstein-Uhlenbeck market
Aquilina, J.
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 487-513
Persistent link: https://www.econbiz.de/10002396340
Saved in:
2
Modelling emerging market risk premia using higher moments
Hwang, Soosung
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000656425
Saved in:
3
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:
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
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:
6
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
Saved in:
7
Some exact results for an asset pricing test based on the average F distribution
Hwang, Soosung
;
Satchell, Stephen
- In:
Theoretical economics letters
2
(
2012
)
5
,
pp. 435-437
Persistent link: https://www.econbiz.de/10009746710
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
Defining single asset price momentum in terms of a stochastic process
Hong, KiHoon Jimmy
;
Satchell, Stephen
- In:
Theoretical economics letters
2
(
2012
)
3
,
pp. 274-277
Persistent link: https://www.econbiz.de/10009703166
Saved in:
10
The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy
;
Satchell, Stephen
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->