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~isPartOf:"Applied mathematical finance"
~person:"Satchell, Stephen"
~subject:"Portfolio-Management"
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Portfolio-Management
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4
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CAPM
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Correlation
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Emerging economies
1
Großbritannien
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Hedge fund
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Satchell, Stephen
Atkinson, Colin
7
Forsyth, Peter A.
3
Jaimungal, Sebastian
3
Matsumoto, Koichi
3
Lorig, Matthew
2
Lucas, André
2
Mokkhavesa, S.
2
Platen, Eckhard
2
Quek, Gary
2
Sancetta, Alessio
2
Vetzal, Kenneth R.
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Al-Aradi, Ali
1
Ali, B. al-
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Allaj, Erindi
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Choi, Jungmin
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Damant, David C.
1
Dert, C. L.
1
Donnelly, Ryan
1
Duck, Peter
1
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Applied mathematical finance
Quantitative finance series
8
Cambridge working papers in economics
7
The journal of asset management
7
DAE working paper
5
Advances in portfolio construction and implementation
3
Financial analysts journal : FAJ
3
Forecasting expected returns in the financial markets
2
Journal of banking & finance
2
Quantitative Finance Ser
2
Quantitative finance
2
The analytics of risk model validation
2
Applied economics
1
Applied financial economics
1
Asset and liability management tools
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Birkbeck working papers in economics and finance : BWPEF
1
Butterworth-Heinemann finance
1
DAE working paper / University of Cambridge, Department of Applied Economics
1
Elsevier finance
1
European journal of operational research : EJOR
1
Finance research letters
1
Journal of consumer affairs : official publication of the American Council on Consumer Interests
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of pension economics and finance
1
Journal of risk and financial management : JRFM
1
Journal of risk management in financial institutions
1
Journal of time series econometrics
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Optimizing optimization : the next generation of optimization applications and theory
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Performance measurement in finance
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Quantitative Finance
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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Risks : open access journal
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SpringerLink / Bücher
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Studies in economics and finance
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The European journal of finance
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The Wiley Finance Ser.
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The journal of asset management : a major new, international quarterly journal for the financial community
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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:
2
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:
3
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:
4
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
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