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~isPartOf:"Applied mathematical finance"
~isPartOf:"The European journal of finance"
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Search: "Satchell, Stephen"
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6
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Satchell, Stephen
27
Hwang, Soosung
4
Sancetta, Alessio
4
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3
Satchell, Stephen E.
3
Acar, Emmanuel
2
Damant, David C.
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1
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11
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9
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9
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8
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7
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6
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6
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5
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5
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4
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4
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ECONIS (ZBW)
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1
Modeling demand for ESG
Ahmed, Muhammad Farid
;
Gao, Yang
;
Satchell, Stephen
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1669-1683
Persistent link: https://www.econbiz.de/10012872910
Saved in:
2
Flash crash in an OTC market : trading behaviour of agents in times of market stress
Schroeder, Florian
;
Lepone, Andrew
;
Leung, Henry
; …
- In:
The European journal of finance
26
(
2020
)
15
,
pp. 1569-1589
Persistent link: https://www.econbiz.de/10012314637
Saved in:
3
Reversing disbursement rates to estimate stationary wealth processes for endowments with recursive preferences
Satchell, Stephen
;
Thorp, Susan
;
Williams, Oliver
- In:
Applied economics
51
(
2019
)
14
,
pp. 1541-1557
Persistent link: https://www.econbiz.de/10012196572
Saved in:
4
Trapped in diversification : another look at the risk of fund of hedge funds
Cui, Wei
;
Yao, Juan
;
Satchell, Stephen
- In:
The European journal of finance
25
(
2019
)
12
,
pp. 1055-1076
Persistent link: https://www.econbiz.de/10012207062
Saved in:
5
Decomposing the bias in time-series estimates of CAPM betas
Malloch, H.
;
Philip, R.
;
Satchell, Stephen
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4291-4298
Persistent link: https://www.econbiz.de/10011640063
Saved in:
6
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice
Hall, Anthony D.
;
Satchell, Stephen
;
Spence, P. J.
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4801-4813
Persistent link: https://www.econbiz.de/10011380850
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Understanding analysts forecasts
Louth, R. J.
;
Joos, P.
;
Satchell, Stephen
;
Weyns, G.
- In:
The European journal of finance
16
(
2010
)
1/2
,
pp. 97-118
Persistent link: https://www.econbiz.de/10003954434
Saved in:
10
Skew Brownian motion and pricing European options
Corns, T. R. A.
;
Satchell, Stephen
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 523-544
Persistent link: https://www.econbiz.de/10003570605
Saved in:
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