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person:"Satchell, Stephen"
subject:"Portfolio-Management"
~subject:"Bayesian inference"
~type_genre:"Aufsatz im Buch"
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Portfolio-Management
Bayesian inference
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16
Theory
16
Forecasting model
6
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6
Prognoseverfahren
6
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3
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Aufsatz im Buch
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Satchell, Stephen
Fabozzi, Frank J.
21
Račev, Svetlozar T.
9
Locarek-Junge, Hermann
8
Zopounidis, Constantin
7
Merton, Robert C.
6
Ortobelli, Sergio
6
Overbeck, Ludger
6
Herbertsson, Alexander
5
Maurer, Raimond
5
Moriggia, Vittorio
5
Prinzler, Ralf
5
Samuelson, Paul Anthony
5
Straßberger, Mario
5
Crépey, Stéphane
4
Derigs, Ulrich
4
Gollier, Christian
4
Hommel, Ulrich
4
Huschens, Stefan
4
Maringer, Dietmar G.
4
Markowitz, Harry
4
Persson, Mattias
4
Sortino, Frank Alphonse
4
Spronk, Jaap
4
Tamiz, Mehrdad
4
Vitali, Sebastiano
4
Ziemba, William T.
4
Aalst, Paul C. van
3
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3
Ascheberg, Marius
3
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3
Beltratti, Andrea
3
Bielecki, Tomasz R.
3
Brennan, Myles
3
Chiarella, Carl
3
Consigli, Giorgio
3
Dempster, Michael A. H.
3
Dupačová, Jitka
3
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3
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Forecasting expected returns in the financial markets
2
The analytics of risk model validation
2
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Linear factor models in finance
1
Optimizing optimization : the next generation of optimization applications and theory
1
Value creation in multinational enterprise
1
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ECONIS (ZBW)
8
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1
The most entropic canonical copula with an application to "style" investment
Chu, Ba
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 221-262)
.
2018
Persistent link: https://www.econbiz.de/10011978516
Saved in:
2
Computing optimal mean/downside risk frontiers : the role of ellipticity
Hall, Tony
;
Satchell, Stephen
- In:
Optimizing optimization : the next generation of …
,
(pp. 179-199)
.
2010
Persistent link: https://www.econbiz.de/10003939154
Saved in:
3
The validity of credit risk model validation methods
Christodoulakis, George A.
;
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 27-43)
.
2008
Persistent link: https://www.econbiz.de/10003868675
Saved in:
4
The validation of equity portfolio risk models
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 135-148)
.
2008
Persistent link: https://www.econbiz.de/10003868695
Saved in:
5
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:
6
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
Saved in:
7
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
Saved in:
8
Bayesian estimation of risk premia in an APT context
Darsinos, Theofanis
;
Satchell, Stephen
- In:
Linear factor models in finance
,
(pp. 61-82)
.
2005
Persistent link: https://www.econbiz.de/10003304027
Saved in:
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