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CAPM
Theorie
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Satchell, Stephen
30
Hwang, Soosung
8
Damant, David C.
3
Hong, KiHoon Jimmy
2
Knight, John L.
2
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2
Malloch, H.
2
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2
Philip, R.
2
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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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ECONIS (ZBW)
30
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1
Modelling emerging market risk premia using higher moments
Hwang, Soosung
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000656425
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Valuing information using utility functions : how much should we pay for linear factor models?
Hwang, Soosung
;
Satchell, Stephen
- In:
The European journal of finance
11
(
2005
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10002812434
Saved in:
1
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