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~isPartOf:"Applied mathematical finance"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Satchell, Stephen"
~type_genre:"Article in journal"
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Article in journal
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Fabozzi, Frank J.
Satchell, Stephen
Atkinson, Colin
10
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10
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Applied mathematical finance
The journal of portfolio management : JPM
33
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
The European journal of finance
17
Applied economics
14
Journal of banking & finance
14
Applied financial economics
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International journal of theoretical and applied finance
12
The journal of asset management
12
European journal of operational research : EJOR
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Finance research letters
10
The journal of fixed income : JFI
9
Economics letters
7
International review of financial analysis
7
Computational economics
6
Journal of international money and finance
6
The journal of asset management : a major new, international quarterly journal for the financial community
6
The journal of derivatives : JOD
6
Econometric theory
5
Journal of economic dynamics & control
5
Journal of empirical finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
European financial management : the journal of the European Financial Management Association
4
Quantitative finance
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The journal of structured finance
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Advances in futures and options research : a research annual
3
Annals of economics and finance
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Annals of operations research
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Applied economics letters
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Applied financial economics letters
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Financial analysts journal : FAJ
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Insurance / Mathematics & economics
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Journal / The Capco Institute : journal of financial transformation
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Journal of derivatives & hedge funds
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Journal of financial and quantitative analysis : JFQA
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Journal of forecasting
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Journal of pension economics and finance
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
8
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1
Orderings and probability functionals consistent with preferences
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Shalit, Haim
; …
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 81-102
Persistent link: https://www.econbiz.de/10003847149
Saved in:
2
Changing correlation and equity portfolio diversification failure for linear factor models during market declines
Sancetta, Alessio
;
Satchell, Stephen
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 227-242
Persistent link: https://www.econbiz.de/10003543026
Saved in:
3
Optimal financial portfolios
Stoyanov, S. V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 401-436
Persistent link: https://www.econbiz.de/10003637468
Saved in:
4
A re-examination of Sharpe's ratio for log-normal prices
Knight, John L.
;
Satchell, Stephen
- In:
Applied mathematical finance
12
(
2005
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10002727068
Saved in:
5
Calculating hedge fund risk : the draw down and the maximum draw down
Sancetta, Alessio
;
Satchell, Stephen
- In:
Applied mathematical finance
11
(
2004
)
3
,
pp. 259-282
Persistent link: https://www.econbiz.de/10002243487
Saved in:
6
Stastistical properties of the sample semi-variance
Bond, Shaun A.
;
Satchell, Stephen
- In:
Applied mathematical finance
9
(
2002
)
4
,
pp. 219-239
Persistent link: https://www.econbiz.de/10001728714
Saved in:
7
Exponential risk measure with application to UK asset allocation
Satchell, Stephen
;
Damant, David C.
;
Hwang, Soosung
- In:
Applied mathematical finance
7
(
2000
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001563801
Saved in:
8
A theoretical analysis of trading rules : an application to the moving average case with Markovian returns
Acar, Emmanuel
- In:
Applied mathematical finance
4
(
1997
)
3
,
pp. 165-180
Persistent link: https://www.econbiz.de/10001229349
Saved in:
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