//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On the foundation of performan...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
126
Theory
126
Portfolio selection
78
Portfolio-Management
78
Forecasting model
44
Prognoseverfahren
44
Capital income
34
Kapitaleinkommen
34
CAPM
30
Estimation
28
Schätzung
28
Großbritannien
27
United Kingdom
27
Volatility
23
Volatilität
23
Risiko
22
Risk
22
Estimation theory
20
Schätztheorie
20
Börsenkurs
18
Share price
18
Anlageverhalten
16
Time series analysis
15
Zeitreihenanalyse
15
Behavioural finance
14
Aktienmarkt
13
Risikomanagement
13
Stock market
13
Mathematical programming
12
Mathematische Optimierung
12
Statistical distribution
12
Statistische Verteilung
12
Stochastic process
12
Stochastischer Prozess
12
Welt
12
World
12
Expected utility
11
USA
11
United States
11
Erwartungsnutzen
10
more ...
less ...
Online availability
All
Free
80
Undetermined
65
Type of publication
All
Article
221
Book / Working Paper
135
Type of publication (narrower categories)
All
Article in journal
127
Aufsatz in Zeitschrift
127
Working Paper
61
Arbeitspapier
60
Graue Literatur
54
Non-commercial literature
54
Aufsatz im Buch
26
Book section
26
Collection of articles of several authors
12
Sammelwerk
12
Article
4
Aufsatzsammlung
4
Bibliografie
1
Bibliographie
1
Rezension
1
more ...
less ...
Language
All
English
276
Undetermined
78
German
1
Hungarian
1
Author
All
Satchell, Stephen
349
Hwang, Soosung
27
Knight, John L.
25
Thorp, Susan
21
Knight, John
20
Lizieri, Colin
20
Sancetta, Alessio
11
Bateman, Hazel
9
Pedersen, Christian S.
9
Srivastava, Nandini
9
Williams, Oliver
9
Timmermann, Allan
8
Wongwachara, Warapong
8
Ahmed, Muhammad Farid
7
Chu, Ba
7
Darsinos, Theofanis
7
Allen, David
6
Gao, Yang
6
Kwon, Oh Kang
6
Merella, Vincenzo
6
Ncube, Mthuli
6
Perraudin, William
6
Christodoulakis, George A.
5
Eckert, Christine
5
Geweke, John
5
Grant, Andrew
5
Louviere, Jordan J.
5
Pedersen, Christian
5
Wright, Stephen M.
5
Xia, Wei
5
Yao, Juan
5
Acar, Emmanuel
4
BATEMAN, HAZEL
4
Bond, Shaun A.
4
Booth, Alison L.
4
LOUVIERE, JORDAN
4
Leung, Henry
4
Louviere, Jordan
4
Lundin, Mark
4
SATCHELL, STEPHEN
4
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
14
Financial Econometrics Research Centre, Warwick Business School
9
Birkbeck, Department of Economics, Mathematics & Statistics
8
University of Cambridge / Faculty of Economics
7
Birkbeck College / Department of Economics
5
Finance Discipline Group, Business School
4
ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School
3
European Real Estate Society - ERES
3
College of Business and Economics, Australian National University
2
Crawford School of Public Policy, Australian National University
2
Henley Business School, University of Reading
2
School of Economics, Mathematics and Statistics <London>
1
University of Exeter / Department of Economics
1
more ...
less ...
Published in...
All
Cambridge working papers in economics
24
The European journal of finance
18
DAE working paper
17
Quantitative finance series
11
Econometric theory
9
Working Papers / Financial Econometrics Research Centre, Warwick Business School
9
Birkbeck working papers in economics and finance : BWPEF
8
The journal of asset management
8
Applied financial economics
6
Applied mathematical finance
6
Forecasting expected returns in the financial markets
6
Birkbeck Working Papers in Economics and Finance
5
Discussion paper in financial economics : FE
5
Econometric Theory
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
The European Journal of Finance
5
Applied Mathematical Finance
4
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
4
CAMA Working Papers
4
Forecasting volatility in the financial markets
4
Journal of banking & finance
4
Journal of empirical finance
4
Journal of time series econometrics
4
Quantitative Finance Ser
4
Research Paper Series / Finance Discipline Group, Business School
4
Advances in portfolio construction and implementation
3
Applied economics
3
Archive Working Papers
3
Cambridge-INET working papers
3
ERES
3
Financial analysts journal : FAJ
3
Journal of derivatives & hedge funds
3
Quantitative Finance
3
Real estate economics : journal of the American Real Estate and Urban Economics Association
3
The analytics of risk model validation
3
The journal of real estate finance and economics
3
Working Papers / ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School
3
Australian journal of management
2
Butterworth-Heinemann finance
2
DAE working paper / University of Cambridge, Department of Applied Economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
252
RePEc
69
OLC EcoSci
23
USB Cologne (EcoSocSci)
6
EconStor
5
Other ZBW resources
1
Showing
31
-
40
of
356
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Estimation of stationary stochastic processes via the empirical characteristic function
Knight, John L.
;
Satchell, Stephen
-
1994
Persistent link: https://www.econbiz.de/10000147749
Saved in:
32
Risk, utility and switching between gambles
Pedersen, Christian S.
;
Satchell, Stephen
-
1997
Persistent link: https://www.econbiz.de/10000653506
Saved in:
33
Modelling emerging market risk premia using higher moments
Hwang, Soosung
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000656425
Saved in:
34
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
Saved in:
35
Forecasting volatility in the financial markets
Knight, John L.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000666770
Saved in:
36
Global equity styles and industry effects : portfolio construction via dummy variables
Kuo, George W.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000668567
Saved in:
37
The underlying return-generating factors for REIT returns : an application of independent component analysis
Lizieri, Colin
;
Satchell, Stephen
;
Zhang, Qi
- In:
Real estate economics : journal of the American Real …
35
(
2007
)
4
,
pp. 569-598
Persistent link: https://www.econbiz.de/10003640860
Saved in:
38
Computing mean downside risk frontiers : the role of ellipticity
Hall, Antony D.
;
Satchell, Stephen
- In:
Handbook of financial engineering
,
(pp. 49-66)
.
2008
Persistent link: https://www.econbiz.de/10003753641
Saved in:
39
The small noise arbitrage pricing theory and its welfare implications
Satchell, Stephen
- In:
Linear factor models in finance
,
(pp. 150-158)
.
2005
Persistent link: https://www.econbiz.de/10003304035
Saved in:
40
Asymmetry and downside risk in foreign exchange markets
Bond, Shaun A.
;
Satchell, Stephen
- In:
The European journal of finance
12
(
2006
)
4
,
pp. 313-332
Persistent link: https://www.econbiz.de/10003338137
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->