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An integrated risk measure with application to UK asset allocation
Damant, David C.; Hwang, Soosung; Satchell, Stephen - 1997
Persistent link: https://www.econbiz.de/10000640903
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Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Satchell, Stephen - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 369-391). 1996
Persistent link: https://www.econbiz.de/10001297232
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Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John B.; Satchell, Stephen - 1999
Persistent link: https://www.econbiz.de/10001407264
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Apprenticeships and job tenure
Booth, Alison L. - In: Oxford economic papers 46 (1994) 4, pp. 676-695
Persistent link: https://www.econbiz.de/10001332564
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Interactions between property and equity markets : an investigation of linkages in the United Kingdom 1972 - 1992
Lizieri, Colin - In: The journal of real estate finance and economics 15 (1997) 1, pp. 11-26
Persistent link: https://www.econbiz.de/10001336563
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Utility functions with parameters depending on initial wealth
Pedersen, Christian S.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10001350660
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Statistical properties of the sample semi-variance, with applications to emerging markets data
Bond, Shaun A.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10001350667
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The pricing of marked-to-market contingent claims in a no-arbitrage economy
Satchell, Stephen - In: Australian journal of management 22 (1997) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10001256338
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Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model
Knight, John L. - In: Economics letters 41 (1993) 3, pp. 225-229
Persistent link: https://www.econbiz.de/10001145344
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Properties of the expected value of the Leontief inverse : some further results
Lahiri, Sajal - In: Mathematical social sciences 11 (1986) 1, pp. 69-82
Persistent link: https://www.econbiz.de/10001024202