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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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The hidden binomial economy and the role of forecasts in determining prices
Satchell, Stephen; Williams, Oliver - In: Forecasting expected returns in the financial markets, (pp. 265-279). 2007
Persistent link: https://www.econbiz.de/10003558006
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How persistent is stock return volatility? : an answer with Markov regime switching stochastic volatility models
Hwang, Soosung; Satchell, Stephen; Pereira, Pedro L. Valls - In: Journal of business finance & accounting : JBFA 34 (2007) 5/6, pp. 1002-1024
Persistent link: https://www.econbiz.de/10003507264
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Asset management with price impact and fair treatment of clients
Jezek, Michal; Satchell, Stephen - 2010
Persistent link: https://www.econbiz.de/10003981040
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Scenario analysis with recursive utility : dynamic consumption plans for charitable endowments
Satchell, Stephen; Thorp, Susan - 2007
Persistent link: https://www.econbiz.de/10003856744
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Discounting and consumption over an uncertain horizon : draw-down plans for family trusts
Satchell, Stephen; Thorp, Susan - 2007
Persistent link: https://www.econbiz.de/10003856747
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Modeling style rotation : switching and re-switching
Golosov, Edward; Satchell, Stephen - 2012
Persistent link: https://www.econbiz.de/10009501763
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The properties of double-blind Dutch auctions in a clearing house : some new results for the Mendelson model
Knight, John L.; Satchell, Stephen - 2012
Persistent link: https://www.econbiz.de/10009501788
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Are there bubbles in the art market? : the detection of bubbles when fair value is unobservable
Srivastava, Nandini; Satchell, Stephen - 2012
Persistent link: https://www.econbiz.de/10009544843
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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