Narrow search
Showing 241 - 250 of 371
Cover Image
Steady-state distributions for models of bubbles : their existence and econometric implications
Knight, John L.; Satchell, Stephen; Srivastava, Nandini - 2012
Persistent link: https://www.econbiz.de/10009544845
Cover Image
Estimating consumption plans for recursive utility by maximum entropy methods
Satchell, Stephen; Thorp, Susan; Williams, Oliver - 2012
Persistent link: https://www.econbiz.de/10009564475
Cover Image
On the foundation of performance measures under asymmetric returns
Pedersen, Christian S.; Satchell, Stephen - In: The Sortino framework for constructing portfolios : …, (pp. 129-143). 2010
Persistent link: https://www.econbiz.de/10003915652
Cover Image
Implementing risk appetite in the management of currency portfolios
Luo, Jinhui; Saks, Philip; Satchell, Stephen - In: The journal of asset management 9 (2008/09) 6, pp. 380-397
Persistent link: https://www.econbiz.de/10003812498
Cover Image
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
Cover Image
The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy; Satchell, Stephen - In: The European journal of finance 20 (2014) 1/3, pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
Cover Image
Steady state distributions for models of locally explosive regimes : existence and econometric implications
Knight, John L.; Satchell, Stephen; Srivastava, Nandini - In: Economic modelling 41 (2014), pp. 281-288
Persistent link: https://www.econbiz.de/10010439176
Cover Image
Testing linear factor models on individual stocks using the average F-test
Hwang, Soosung; Satchell, Stephen - In: The European journal of finance 20 (2014) 4/6, pp. 463-498
Persistent link: https://www.econbiz.de/10010461963
Cover Image
The impact of consumer confidence on expected utility maximization : a contribution to the equity premium puzzle literature
Merella, Vincenzo (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003266300
Cover Image
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