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Estimating consumption plans for recursive utility by maximum entropy methods
Satchell, Stephen; Thorp, Susan; Williams, Oliver - 2012
Persistent link: https://www.econbiz.de/10009564475
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Forecast evaluation in the presence of unobserved volatility
Christodoulakis, George A.; Satchell, Stephen - In: Econometric reviews 23 (2004) 3, pp. 175-198
Persistent link: https://www.econbiz.de/10002263007
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The impact of consumer confidence on expected utility maximization : a contribution to the equity premium puzzle literature
Merella, Vincenzo (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003266300
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Utility functions with parameters depending on initial wealth
Pedersen, Christian S.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10001350660
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Utility functions whose parameters depend on initial wealth
Pedersen, Christian S.; Satchell, Stephen - In: Bulletin of economic research 55 (2003) 4, pp. 357-371
Persistent link: https://www.econbiz.de/10001837827
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An extended family of financial risk measures
Pedersen, Christian S.; Satchell, Stephen - In: The Geneva papers on risk and insurance theory 23 (1998) 2, pp. 89-117
Persistent link: https://www.econbiz.de/10001446188
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Risk presentation and portfolio choice
Bateman, Hazel; Eckert, Christine; Geweke, John; … - In: Review of finance : journal of the European Finance … 20 (2016) 1, pp. 201-229
Persistent link: https://www.econbiz.de/10011590288
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Investment decisions when utility depends on wealth and other attributes
Grant, Andrew; Satchell, Stephen - In: Quantitative finance 20 (2020) 3, pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
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Quantifying the non-Gaussian gain
Allen, David; Satchell, Stephen; Lizieri, Colin - In: The journal of asset management : a major new, … 25 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
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By force of confidence
Merella, Vincenzo; Satchell, Stephen - In: European economic review : EER 150 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013474046