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person:"Korn, Ralf"
~language:"eng"
~person:"Satchell, Stephen"
~subject:"CAPM"
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CAPM
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128
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128
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76
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18
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18
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16
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Korn, Ralf
Satchell, Stephen
Fabozzi, Frank J.
38
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26
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20
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19
Ang, Andrew
18
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18
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15
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14
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13
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13
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13
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13
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13
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13
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13
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12
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12
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12
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12
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11
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11
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11
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11
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10
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10
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10
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10
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10
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10
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10
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10
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9
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9
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9
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9
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8
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8
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1
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1
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ECONIS (ZBW)
15
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1
Partial moment momentum
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401726
Saved in:
2
Aspects and applications of the Wilkie investment model
Ishak, Norizarina
-
2015
Persistent link: https://www.econbiz.de/10011346894
Saved in:
3
The distribution of cross sectional momentum returns
Kwon, Oh Kang
;
Satchell, Stephen
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 225-241
Persistent link: https://www.econbiz.de/10012004391
Saved in:
4
Modeling style rotation : switching and re-switching
Golosov, Edward
;
Satchell, Stephen
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 103-128
Persistent link: https://www.econbiz.de/10010401130
Saved in:
5
Continuous cumulative prospects theory and individual asset allocation
Davies, Greg B.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002457755
Saved in:
6
Continuous-time mean-variance portfolio optimization in a jump-diffusion market
Alp, Ozge Sezgin
;
Korn, Ralf
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10009375110
Saved in:
7
The derivation of a new model of equity duration
Lewin, Richard A.
;
Satchell, Stephen
-
2001
Persistent link: https://www.econbiz.de/10001592275
Saved in:
8
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:
9
UK measures of firm-lived equity duration
Lewin, Richard A.
;
Sardy, Marc J.
;
Satchell, Stephen
- In:
Value creation in multinational enterprise
,
(pp. 307-338)
.
2007
Persistent link: https://www.econbiz.de/10003423145
Saved in:
10
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
Saved in:
1
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