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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
126
Theory
126
Portfolio selection
78
Portfolio-Management
78
Forecasting model
44
Prognoseverfahren
44
Capital income
34
CAPM
30
Estimation
28
Schätzung
28
Großbritannien
27
United Kingdom
27
Volatility
23
Volatilität
23
Risiko
22
Risk
22
Estimation theory
20
Schätztheorie
20
Börsenkurs
18
Share price
18
Anlageverhalten
16
Time series analysis
15
Zeitreihenanalyse
15
Behavioural finance
14
Aktienmarkt
13
Risikomanagement
13
Stock market
13
Mathematical programming
12
Mathematische Optimierung
12
Statistical distribution
12
Statistische Verteilung
12
Stochastic process
12
Stochastischer Prozess
12
Welt
12
World
12
Expected utility
11
USA
11
United States
11
Erwartungsnutzen
10
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7
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5
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Article
26
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8
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Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
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1
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1
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1
Sammelwerk
1
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Language
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English
34
Author
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Satchell, Stephen
34
Kwon, Oh Kang
3
Acar, Emmanuel
2
Gao, Yang
2
Hwang, Soosung
2
Leung, Henry
2
Lizieri, Colin
2
Peat, Maurice
2
Pedersen, Christian S.
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
Wongwachara, Warapong
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
1
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
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
Journal of risk and financial management : JRFM
2
Advances in portfolio construction and implementation
1
Applied mathematical finance
1
Cambridge working papers in economics
1
DAE working paper / University of Cambridge, Department of Applied Economics
1
Discussion paper in financial economics : FE
1
Economic & financial modelling : a journal of the European Economics and Financial Centre
1
Handbook of financial engineering
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of derivatives & hedge funds
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international financial markets, institutions & money
1
Journal of time series econometrics
1
Macroeconomic dynamics
1
Quantitative Finance
1
Quantitative finance series
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The Wiley Finance Ser.
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
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ECONIS (ZBW)
34
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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
Saved in:
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