//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Satchell, Stephen"
~subject:"Estimation theory"
~subject:"Forecasting model"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The ultimate trade-off
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Forecasting model
Portfolio selection
5
Portfolio-Management
5
Prognoseverfahren
3
Multivariate Verteilung
2
Multivariate distribution
2
Theorie
2
Theory
2
Asset allocation
1
Asymmetry
1
Ausreißer
1
Capital income
1
Erwartungsnutzen
1
Estimation
1
Expected utility
1
Forecast
1
Kapitaleinkommen
1
Non-normality
1
Outliers
1
Portfolio optimisation
1
Prognose
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Schätztheorie
1
Schätzung
1
Skewed-t copula
1
Statistical distribution
1
Statistische Verteilung
1
Tail dependence
1
Tail-risk
1
VAR model
1
VAR-Modell
1
VaR
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
4
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
4
Author
All
Satchell, Stephen
Allen, David E.
14
Peiris, Shelton
7
McAleer, Michael
6
Allen, David
4
Lizieri, Colin
4
Kok Haur Ng
3
Esch, David N.
2
McDonald, Garry A.
2
Michaud, Richard O.
2
Michaud, Robert O.
2
Allen, David G.
1
Asai, Manabu
1
Chan, Felix
1
Chan, Jennifer So-kuen
1
Clark, Mark A.
1
Gerlach, Richard
1
Goldberg, Caren B.
1
Holtom, Brooks
1
Jeyasreedharan, Nagaratnam
1
Kooi Huat Ng
1
Scharth, Marcel
1
Singh, Abhay Kumar
1
Walsh, D.
1
Walsh, K.
1
Yang, Wenling
1
Yatigammana, Rasika
1
more ...
less ...
Published in...
All
Financial analysts journal : FAJ
3
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
"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:
2
"In defense of portfolio optimization: what if we can forecast?" : author response
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 106-107
Persistent link: https://www.econbiz.de/10012261139
Saved in:
3
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
4
In defense of portfolio optimization : what if we can forecast?
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Financial analysts journal : FAJ
75
(
2019
)
3
,
pp. 20-38
Persistent link: https://www.econbiz.de/10012195894
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->