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Generalised mean-variance analysis and robust portfolio diversification
Wright, Stephen M. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001644792
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Changing correlation and portfolio diversification failure in the presence of large market losses
Sancetta, Alessio (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764558
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Imitative learning, endogenous asset correlation and market crashes
Yang, J.-H. Steffi (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766053
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Bayesian estimation of risk premia in an APT context
Darsinos, Theofanis; Satchell, Stephen - In: Linear factor models in finance, (pp. 61-82). 2005
Persistent link: https://www.econbiz.de/10003304027
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Bayesian analysis of the black-scholes option price
Darsinos, Theofanis; Satchell, Stephen - 2001
Persistent link: https://www.econbiz.de/10001570172
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Asymptotic properties of the maximum likelihood an non-linear least squares estimators for noninvertible moving average models
Tanaka, Katsuto - 1987
Persistent link: https://www.econbiz.de/10013400520
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The small noise arbitrage pricing theory and its welfare implications
Satchell, Stephen - In: Linear factor models in finance, (pp. 150-158). 2005
Persistent link: https://www.econbiz.de/10003304035
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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
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Optimizing optimization : the next generation of optimization applications and theory
Satchell, Stephen - 2010
Persistent link: https://www.econbiz.de/10003904112
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Editorial: Decision making
Satchell, Stephen - In: The journal of asset management 14 (2013) 6, pp. 335
Persistent link: https://www.econbiz.de/10010258484