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Optimal forecasting horizon for skilled investors
Satchell, Stephen; Williams, Oliver - In: Forecasting expected returns in the financial markets, (pp. 227-250). 2007
Persistent link: https://www.econbiz.de/10003557988
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Social welfare issues of financial literacy and their implications for regulation
Williams, Oliver; Satchell, Stephen - In: Journal of regulatory economics 40 (2011) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10009245220
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On the difficulty of measuring forecasting skill in financial markets
Satchell, Stephen; Williams, Oliver - In: Journal of forecasting 34 (2015) 2, pp. 92-113
Persistent link: https://www.econbiz.de/10011305307
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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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Reversing disbursement rates to estimate stationary wealth processes for endowments with recursive preferences
Satchell, Stephen; Thorp, Susan; Williams, Oliver - In: Applied economics 51 (2019) 14, pp. 1541-1557
Persistent link: https://www.econbiz.de/10012196572
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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
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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