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Valuation of options in a setting with happiness-augmented preferences
Merella, Vincenzo; Satchell, Stephen - 2006
Persistent link: https://www.econbiz.de/10003374000
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Analytic models of the ROC curve : applications to credit rating model validation
Satchell, Stephen; Xia, Wei - 2006
Persistent link: https://www.econbiz.de/10003374001
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Asymmetry, loss aversion and forecasting
Bond, Shaun A.; Satchell, Stephen - In: The journal of business : B 79 (2006) 4, pp. 1809-1830
Persistent link: https://www.econbiz.de/10003378430
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Asymmetry and downside risk in foreign exchange markets
Bond, Shaun A.; Satchell, Stephen - In: The European journal of finance 12 (2006) 4, pp. 313-332
Persistent link: https://www.econbiz.de/10003338137
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UK measures of firm-lived equity duration
Lewin, Richard A.; Sardy, Marc J.; Satchell, Stephen - In: Value creation in multinational enterprise, (pp. 307-338). 2007
Persistent link: https://www.econbiz.de/10003423145
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The disappearance of style in the US equity market
Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 17 (2007) 7/9, pp. 597-613
Persistent link: https://www.econbiz.de/10003491204
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Computing mean downside risk frontiers : the role of ellipticity
Hall, Antony D.; Satchell, Stephen - In: Handbook of financial engineering, (pp. 49-66). 2008
Persistent link: https://www.econbiz.de/10003753641
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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
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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
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Hashing GARCH : a reassessment of volatility forecasting performance
Christodoulakis, George A.; Satchell, Stephen - In: Forecasting volatility in the financial markets, (pp. 227-247). 2007
Persistent link: https://www.econbiz.de/10003872943