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subject:"Portfolio-Management"
subject:"USA"
~person:"Satchell, Stephen"
~subject:"Portfolio selection"
~subject:"Share price"
~type:"article"
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Portfolio-Management
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10
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31
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Satchell, Stephen
Fabozzi, Frank J.
84
Jarrow, Robert A.
37
Wong, Wing Keung
32
Heckman, James J.
31
Korn, Ralf
30
Gupta, Rangan
29
Markowitz, Harry
29
Lee, Cheng F.
28
Escobar, Marcos
27
Schwartz, Eduardo S.
26
Li, Duan
25
Campbell, John Y.
24
Chavas, Jean-Paul
24
Levy, Haim
24
Hall, Robert Ernest
23
Engle, Robert F.
22
Ferson, Wayne E.
22
He, Xue-zhong
22
Lo, Andrew W.
22
Prigent, Jean-Luc
22
Račev, Svetlozar T.
22
Stein, Jeremy C.
22
Zagst, Rudi
22
Gollier, Christian
21
Christiano, Lawrence J.
20
Maurer, Raimond
20
Caporale, Guglielmo Maria
19
Diebold, Francis X.
19
Gil-Alaña, Luis A.
19
Glaeser, Edward L.
19
Lien, Da-hsiang Donald
19
Madan, Dilip B.
19
Platen, Eckhard
19
Shleifer, Andrei
19
Timmermann, Allan
19
Wohar, Mark E.
19
Zhou, Guofu
19
Auerbach, Alan J.
18
Brennan, Michael J.
18
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Advances in portfolio construction and implementation
3
Applied mathematical finance
2
Quantitative finance
2
The analytics of risk model validation
2
Applied financial economics
1
Asset and liability management tools
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
European journal of operational research : EJOR
1
Financial analysts journal : FAJ
1
Forecasting expected returns in the financial markets
1
Journal of banking & finance
1
Journal of derivatives & hedge funds
1
Journal of economics and finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of time series econometrics
1
Optimizing optimization : the next generation of optimization applications and theory
1
Performance measurement in finance
1
Studies in economics and finance
1
The European journal of finance
1
The economic journal : the journal of the Royal Economic Society
1
The journal of asset management
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
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1
The journal of portfolio management : JPM
1
Theoretical economics letters
1
Value creation in multinational enterprise
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ECONIS (ZBW)
31
Showing
1
-
10
of
31
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date (oldest first)
1
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
2
Conviction, diversification or something else : constructing optimal portfolios with additional attributes
Ahmed, Muhammad Farid
;
Satchell, Stephen
- In:
Studies in economics and finance
41
(
2024
)
4
,
pp. 923-938
Persistent link: https://www.econbiz.de/10015050109
Saved in:
3
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:
4
Expected surplus growth compared with mean-variance optimization
Wilcox, Jarrod
;
Satchell, Stephen
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 145-159
Persistent link: https://www.econbiz.de/10012486057
Saved in:
5
Investment decisions when utility depends on wealth and other attributes
Grant, Andrew
;
Satchell, Stephen
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
Saved in:
6
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Saved in:
7
Risk discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
Saved in:
8
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:
9
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:
10
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:
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