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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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Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John L.; Satchell, Stephen - In: Journal of economics and finance 32 (2008) 1, pp. 35-46
Persistent link: https://www.econbiz.de/10003710662
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Differential mortality in rural Bangladesh
McIntosh, James; Satchell, Stephen; Nasim, Anjum - 1982
Persistent link: https://www.econbiz.de/10003542304
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Changing correlation and equity portfolio diversification failure for linear factor models during market declines
Sancetta, Alessio; Satchell, Stephen - In: Applied mathematical finance 14 (2007) 3, pp. 227-242
Persistent link: https://www.econbiz.de/10003543026
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Forecasting expected returns in the financial markets
Satchell, Stephen (contributor) - 2007 - 1. ed.
Persistent link: https://www.econbiz.de/10003522579
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Skew Brownian motion and pricing European options
Corns, T. R. A.; Satchell, Stephen - In: The European journal of finance 13 (2007) 5/6, pp. 523-544
Persistent link: https://www.econbiz.de/10003570605
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Forecasting volatility in the financial markets
Knight, John L. (contributor); Satchell, Stephen (contributor) - 2007 - 3. ed.
Persistent link: https://www.econbiz.de/10003556404
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A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction
Satchell, Stephen; Scowcroft, Alan - In: Forecasting expected returns in the financial markets, (pp. 39-53). 2007
Persistent link: https://www.econbiz.de/10003557932
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Some choices in forecast construction
Wright, Stephen; Satchell, Stephen - In: Forecasting expected returns in the financial markets, (pp. 101-116). 2007
Persistent link: https://www.econbiz.de/10003557938
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Bayesian analysis of the Black-Scholes option price
Darsinos, Theo; Satchell, Stephen - In: Forecasting expected returns in the financial markets, (pp. 117-150). 2007
Persistent link: https://www.econbiz.de/10003557947