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person:"Satchell, Stephen"
subject:"Portfolio-Management"
~subject:"Theory"
~type_genre:"Aufsatz im Buch"
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Portfolio-Management
Theory
Theorie
16
Forecasting model
6
Portfolio selection
6
Prognoseverfahren
6
Mathematical programming
3
Mathematische Optimierung
3
ARCH model
2
ARCH-Modell
2
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Article
16
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Aufsatz im Buch
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57
Aufsatz in Zeitschrift
57
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29
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29
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26
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16
Collection of articles of several authors
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English
16
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Satchell, Stephen
Stiglitz, Joseph E.
60
Barnett, William A.
53
Priddat, Birger P.
53
Fabozzi, Frank J.
52
Samuelson, Paul Anthony
52
Nijkamp, Peter
50
Picot, Arnold
46
Pies, Ingo
46
Nutzinger, Hans G.
45
Frey, Bruno S.
44
Corsten, Hans
43
Weise, Peter
43
Scheer, August-Wilhelm
42
Kurz, Heinz D.
41
Wildemann, Horst
39
Koslowski, Peter
38
Backhaus, Jürgen G.
37
Smith, Vernon L.
37
Chiarella, Carl
36
Homann, Karl
36
Sawyer, Malcolm C.
35
Ahlert, Dieter
34
Schneider, Dieter
34
Bruhn, Manfred
33
Krugman, Paul R.
33
Zahn, Erich
33
Hinterhuber, Hans H.
32
Stadler, Manfred
32
Vanberg, Viktor
32
Aghion, Philippe
31
Albach, Horst
31
Riese, Hajo
31
De Grauwe, Paul
30
Weber, Jürgen
30
Arestis, Philip
29
Freiling, Jörg
29
Güth, Werner
29
Homburg, Christian
29
Kirchgässner, Gebhard
29
Kirzner, Israel M.
29
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Forecasting expected returns in the financial markets
4
Forecasting volatility in the financial markets
2
Linear factor models in finance
2
Optimizing optimization : the next generation of optimization applications and theory
2
The analytics of risk model validation
2
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
1
Value creation in multinational enterprise
1
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ECONIS (ZBW)
16
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1
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10
of
16
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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
Some properties of averaging simulated optimization methods
Knight, John L.
;
Satchell, Stephen
- In:
Optimizing optimization : the next generation of …
,
(pp. 225-246)
.
2010
Persistent link: https://www.econbiz.de/10003939157
Saved in:
4
On the foundation of performance measures under asymmetric returns
Pedersen, Christian S.
;
Satchell, Stephen
- In:
The Sortino framework for constructing portfolios : …
,
(pp. 129-143)
.
2010
Persistent link: https://www.econbiz.de/10003915652
Saved in:
5
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:
6
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:
7
Hashing GARCH : a reassessment of volatility forecasting performance
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 227-247)
.
2007
Persistent link: https://www.econbiz.de/10003872943
Saved in:
8
GARCH processes - some exact results, some difficulties and a suggested remedy
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 365-389)
.
2007
Persistent link: https://www.econbiz.de/10003873026
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
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
Saved in:
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