Narrow search
Showing 61 - 70 of 329
Cover Image
A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction
Satchell, Stephen; Scowcroft, Alan - In: Forecasting expected returns in the financial markets, (pp. 39-53). 2007
Persistent link: https://www.econbiz.de/10003557932
Cover Image
Some choices in forecast construction
Wright, Stephen; Satchell, Stephen - In: Forecasting expected returns in the financial markets, (pp. 101-116). 2007
Persistent link: https://www.econbiz.de/10003557938
Cover Image
Bayesian analysis of the Black-Scholes option price
Darsinos, Theo; Satchell, Stephen - In: Forecasting expected returns in the financial markets, (pp. 117-150). 2007
Persistent link: https://www.econbiz.de/10003557947
Cover Image
Robust optimization for utilizing forecasted returns in institutional investment
Koutsoyannis, Christos; Satchell, Stephen - In: Forecasting expected returns in the financial markets, (pp. 177-189). 2007
Persistent link: https://www.econbiz.de/10003557954
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Asset management with price impact and fair treatment of clients
Jezek, Michal; Satchell, Stephen - 2010
Persistent link: https://www.econbiz.de/10003981040
Cover Image
Scenario analysis with recursive utility : dynamic consumption plans for charitable endowments
Satchell, Stephen; Thorp, Susan - 2007
Persistent link: https://www.econbiz.de/10003856744
Cover Image
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