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349
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27
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25
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21
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20
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20
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ECONIS (ZBW)
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111
Derivatives and hedge funds
Satchell, Stephen
(
contributor
)
-
2016
Persistent link: https://www.econbiz.de/10011405654
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112
Testing linear factor models on individual stocks using the average F-test
Hwang, Soosung
;
Satchell, Stephen
- In:
The European journal of finance
20
(
2014
)
4/6
,
pp. 463-498
Persistent link: https://www.econbiz.de/10010461963
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113
The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy
;
Satchell, Stephen
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
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114
Cost of capital and regulator's preferences : investigation into a new method of estimating regulatory beta
Sancetta, Alessio
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153214
Saved in:
115
An analysis of the hedging approach to modelling pension fund liabilities
Randall, John
;
Satchell, Stephen
- In:
Asset and liability management tools
,
(pp. 65-90)
.
2003
Persistent link: https://www.econbiz.de/10002169220
Saved in:
116
Forecast evaluation in the presence of unobserved volatility
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 175-198
Persistent link: https://www.econbiz.de/10002263007
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117
Exact properties of measures of optimal investment for institutional investors
Knight, John L.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003154239
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118
A rank approach to equity forecast construction
Satchell, Stephen
(
contributor
);
Wright, S. M.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003262379
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119
The impact of consumer confidence on expected utility maximization : a contribution to the equity premium puzzle literature
Merella, Vincenzo
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003266300
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120
A robust cross sectional factor modelling approach to equity forecast construction
Satchell, Stephen
;
Wright, Stephen M.
- In:
Economic & financial modelling : a journal of the …
12
(
2005
)
4
,
pp. 153-197
Persistent link: https://www.econbiz.de/10003242755
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