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91
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice
Hall, Anthony D.
;
Satchell, Stephen
;
Spence, P. J.
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4801-4813
Persistent link: https://www.econbiz.de/10011380850
Saved in:
92
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
Saved in:
93
Some exact results for an asset pricing test based on the average F distribution
Hwang, Soosung
;
Satchell, Stephen
- In:
Theoretical economics letters
2
(
2012
)
5
,
pp. 435-437
Persistent link: https://www.econbiz.de/10009746710
Saved in:
94
Time series momentum trading strategy and autocorrelation amplification
Hong, K. J.
;
Satchell, Stephen
-
2013
Persistent link: https://www.econbiz.de/10009754513
Saved in:
95
Nonlinearity and smoothing in venture capital performance data
McKenzie, Michael D.
;
Satchell, Stephen
;
Wongwachara, …
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 782-795
Persistent link: https://www.econbiz.de/10009700590
Saved in:
96
1/N versus mean-variance : what if we can forecast?
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
-
2012
Persistent link: https://www.econbiz.de/10009667154
Saved in:
97
Sequential variable selection as Bayesian pragmatism in linear factor models
Knight, John L.
;
Satchell, Stephen
;
Zhang, Jessica
-
2012
Persistent link: https://www.econbiz.de/10009618565
Saved in:
98
Some new results for threshold AR(1) models
Knight, John L.
;
Satchell, Stephen
- In:
Journal of time series econometrics
3
(
2011
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009623571
Saved in:
99
The anatomy of portfolio skewness and kurtosis
Hall, Anthony D.
;
Satchell, Stephen
- In:
The journal of asset management
14
(
2013
)
4
,
pp. 228-235
Persistent link: https://www.econbiz.de/10010237899
Saved in:
100
Editorial: very exotic derivatives
Satchell, Stephen
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 243
Persistent link: https://www.econbiz.de/10010259405
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