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Econometric theory
6
The European journal of finance
3
Real estate economics : journal of the American Real Estate and Urban Economics Association
2
Risk : managing risk in the world's financial markets
2
European journal of operational research : EJOR
1
International review of finance
1
Journal of banking & finance
1
Journal of consumer affairs : official publication of the American Council on Consumer Interests
1
Journal of empirical finance
1
Journal of time series econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The economic record : er
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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The journal of real estate finance and economics
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The journal of trading
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OLC EcoSci
ECONIS (ZBW)
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Large deviations theorems for optimal investment problems with large portfolios
Chu, Ba
;
Knight, John
;
Satchell, Stephen
- In:
European journal of operational research : EJOR
211
(
2011
)
3
,
pp. 533-556
Persistent link: https://www.econbiz.de/10008848842
Saved in:
2
Recovering copulas from limited information and an application to asset allocation
Chu, Ba
- In:
Journal of banking & finance
35
(
2011
)
7
,
pp. 1824-1843
Persistent link: https://www.econbiz.de/10009133079
Saved in:
3
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA
Chu, Ba
;
Jacho-Chávez, David T.
- In:
Econometric theory
28
(
2012
)
4
,
pp. 769-804
Persistent link: https://www.econbiz.de/10009996867
Saved in:
4
Spurious regressions of stationary AR(p) processes with structural breaks
Chu, Ba
;
Kozhan, Roman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009949980
Saved in:
5
New test statistics for market timing with applications to emerging markets hedge funds
Sancetta, Alessio
;
Satchell, Stephen
- In:
The European journal of finance
11
(
2005
)
5
,
pp. 419-444
Persistent link: https://www.econbiz.de/10005920381
Saved in:
6
Simple and cross efficiency of CTAs using data envelopment analysis
Gregoriou, Greg
;
Rouah, Fabrice
;
Satchell, Stephen
; …
- In:
The European journal of finance
11
(
2005
)
5
,
pp. 393-410
Persistent link: https://www.econbiz.de/10005920383
Saved in:
7
Retirement Investor Risk Tolerance in Tranquil and Crisis Periods: Experimental Survey Evidence
Bateman, Hazel
;
Islam, Towhidul
;
Louviere, Jordan
; …
- In:
The journal of behavioral finance : a publication of …
12
(
2011
)
4
,
pp. 201-219
Persistent link: https://www.econbiz.de/10009806030
Saved in:
8
The Statistical Properties of the Black-Scholes Option Price
Ncube, Mthuli
;
Satchell, Stephen
- In:
Mathematical finance : an international journal of …
7
(
1997
)
3
,
pp. 287-306
Persistent link: https://www.econbiz.de/10008219933
Saved in:
9
Approximating the Finite Sample Bias for Maximum Likelihood Estimators Using the Score
Lambrecht, Bert
;
Perraudin, William
;
Satchell, Stephen
- In:
Econometric theory
13
(
1997
)
2
,
pp. 310-311
Persistent link: https://www.econbiz.de/10006998456
Saved in:
10
Approximating the Finite Sample Bias for Maximum Likelihood Estimators by Using the Score
Lambrecht, Bart
;
Perraudin, William
;
Satchell, Stephen
- In:
Econometric theory
12
(
1996
)
1
,
pp. 199
Persistent link: https://www.econbiz.de/10007001127
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