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The Black and Scholes option price as a random variable
Ncube, Mthuli; Satchell, Stephen - 1992
Persistent link: https://www.econbiz.de/10000835473
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Forecasting (LOG) volatility models
Christodoulakis, George A.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000998647
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Risk, utility and switching between gambles
Pedersen, Christian S.; Satchell, Stephen - 1997
Persistent link: https://www.econbiz.de/10000653506
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Modelling emerging market risk premia using higher moments
Hwang, Soosung; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000656425
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An extended family of financial risk measures
Pederson, Christian S.; Satchell, Stephen - 1996
Persistent link: https://www.econbiz.de/10000614564
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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
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Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John B.; Satchell, Stephen - 1999
Persistent link: https://www.econbiz.de/10001407264
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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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Statistical properties of the sample semi-variance, with applications to emerging markets data
Bond, Shaun A.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10001350667
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Option pricing with GARCH and systematic consumption risk
Satchell, Stephen; Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930377