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~subject:"Capital income"
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Capital income
Theorie
138
Theory
138
Portfolio selection
83
Portfolio-Management
83
Forecasting model
52
Prognoseverfahren
52
Kapitaleinkommen
37
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33
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32
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32
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30
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26
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4
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English
37
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Satchell, Stephen
34
Kwon, Oh Kang
5
Lizieri, Colin
3
Satchell, Stephen E.
3
Acar, Emmanuel
2
Gao, Yang
2
Hwang, Soosung
2
Leung, Henry
2
Peat, Maurice
2
Pedersen, Christian S.
2
Wongwachara, Warapong
2
Yao, Juan
2
Allen, David
1
Bradrania, M. Reza
1
Bradrania, Reza
1
Cui, Wei
1
Eftekhari, Babak
1
Farah, Nathalie
1
Golosov, Edward
1
Grant, Andrew
1
Hall, Antony D.
1
Hillier, Grant H.
1
Hong, KiHoon Jimmy
1
Hopkins, Peter
1
Knight, John L.
1
Kuo, George W.
1
Kuo, Weiyu
1
Liu, Shuang
1
McKenzie, Michael D.
1
Pereira, Pedro L. Valls
1
Rogers, Leonard C. G.
1
Schwob, Robert
1
Tran, Kien C.
1
Wright, Stephen M.
1
Yang, J.-H. Steffi
1
Yoon, Joungjun
1
Zhang, Qi
1
Zhang, Qi J.
1
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Birkbeck College / Department of Economics
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1
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The European journal of finance
3
The journal of asset management
3
Applied financial economics
2
DAE working paper
2
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2
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1
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1
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1
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1
Handbook of financial engineering
1
International review of financial analysis
1
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1
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1
Journal of derivatives & hedge funds
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
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1
Journal of international financial markets, institutions & money
1
Journal of time series econometrics
1
Macroeconomic dynamics
1
Quantitative Finance
1
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1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The Wiley Finance Ser.
1
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ECONIS (ZBW)
37
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1
Editorial: A general theory of smoothing and anti-smoothing, converting true returns to reported returns
Satchell, Stephen
- In:
Journal of derivatives & hedge funds
18
(
2012
)
2
,
pp. 111-112
Persistent link: https://www.econbiz.de/10009541905
Saved in:
2
Some statistics for testing the influence of the number of transactions on the distributions of returns
Satchell, Stephen
;
Yoon, Joungjun
-
1993
Persistent link: https://www.econbiz.de/10000142720
Saved in:
3
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:
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
Computing mean downside risk frontiers : the role of ellipticity
Hall, Antony D.
;
Satchell, Stephen
- In:
Handbook of financial engineering
,
(pp. 49-66)
.
2008
Persistent link: https://www.econbiz.de/10003753641
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
Endogenous cross correlations
Satchell, Stephen
;
Yang, J.-H. Steffi
- In:
Macroeconomic dynamics
11
(
2007
),
pp. 124-153
Persistent link: https://www.econbiz.de/10003616361
Saved in:
9
How persistent is stock return volatility? : an answer with Markov regime switching stochastic volatility models
Hwang, Soosung
;
Satchell, Stephen
;
Pereira, Pedro L. Valls
- In:
Journal of business finance & accounting : JBFA
34
(
2007
)
5/6
,
pp. 1002-1024
Persistent link: https://www.econbiz.de/10003507264
Saved in:
10
Converting true returns into reported returns : a general theory of linear smoothing and anti-smoothing
McKenzie, Michael D.
;
Satchell, Stephen
;
Wongwachara, …
- In:
Journal of empirical finance
28
(
2014
),
pp. 215-229
Persistent link: https://www.econbiz.de/10011285066
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