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~type_genre:"Aufsatz im Buch"
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Satchell, Stephen
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Forecasting expected returns in the financial markets
6
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
4
Forecasting volatility in the financial markets
4
The analytics of risk model validation
3
Linear factor models in finance
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Optimizing optimization : the next generation of optimization applications and theory
2
Handbook of applied econometrics and statistical inference
1
Handbook of financial engineering
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
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Value creation in multinational enterprise
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ECONIS (ZBW)
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The validation of equity portfolio risk models
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 135-148)
.
2008
Persistent link: https://www.econbiz.de/10003868695
Saved in:
2
Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Satchell, Stephen
- In:
Nonlinear dynamics and economics : proceedings of the …
,
(pp. 369-391)
.
1996
Persistent link: https://www.econbiz.de/10001297232
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3
Misspecification in an asymmetrically dependent world : implications for volatility forecasting
Ahmed, Salman
;
Srivastava, Nandini
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 75-109)
.
2018
Persistent link: https://www.econbiz.de/10011978489
Saved in:
4
The size of the CIA market and the hole of asymmetric dependence
Satchell, Stephen
;
Williams, Oliver
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 17-46)
.
2018
Persistent link: https://www.econbiz.de/10011978503
Saved in:
5
Orthant probability-dased correlation
Lundin, Mark
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 133-151)
.
2018
Persistent link: https://www.econbiz.de/10011978507
Saved in:
6
The most entropic canonical copula with an application to "style" investment
Chu, Ba
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 221-262)
.
2018
Persistent link: https://www.econbiz.de/10011978516
Saved in:
7
Efficiency considerations in the negative exponential failure time model
Knight, John L.
;
Satchell, Stephen
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 513-534)
.
2002
Persistent link: https://www.econbiz.de/10001701996
Saved in:
8
The validity of credit risk model validation methods
Christodoulakis, George A.
;
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 27-43)
.
2008
Persistent link: https://www.econbiz.de/10003868675
Saved in:
9
Analytic models of the ROC curve : applications to credit rating model validation
Satchell, Stephen
;
Xia, Wei
- In:
The analytics of risk model validation
,
(pp. 113-133)
.
2008
Persistent link: https://www.econbiz.de/10003868691
Saved in:
10
Computing optimal mean/downside risk frontiers : the role of ellipticity
Hall, Tony
;
Satchell, Stephen
- In:
Optimizing optimization : the next generation of …
,
(pp. 179-199)
.
2010
Persistent link: https://www.econbiz.de/10003939154
Saved in:
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