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Estimation with Errors in Vari...
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Estimation
Theorie
156
Theory
156
Portfolio selection
89
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89
Capital income
48
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48
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46
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46
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42
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33
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30
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30
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27
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25
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17
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17
Risk premium
17
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16
Optionspreistheorie
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14
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13
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English
33
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Satchell, Stephen
31
Hwang, Soosung
6
Knight, John L.
5
Ahmed, Muhammad Farid
2
Damant, David C.
2
Kwon, Oh Kang
2
Lizieri, Colin
2
Malloch, H.
2
Philip, R.
2
Thorp, Susan
2
Williams, Oliver
2
Allen, David
1
Aspris, Angelo
1
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1
Eftekhari, Babak
1
Farah, Nathalie
1
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1
Félez-Viñas, Ester
1
Grant, Andrew
1
Knight, John B.
1
Kuo, George W.
1
Kuo, Weiyu
1
Malloch, Hamish
1
Muijsson, Cherry
1
Ncube, Mthuli
1
Pedersen, Christian S.
1
Rogers, Leonard C. G.
1
Sancetta, Alessio
1
Satchell, Stephen E.
1
Srivastava, Nandini
1
Svec, Jiri
1
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1
Tran, Kien C.
1
Wongwachara, Warapong
1
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1
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1
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2
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1
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1
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1
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1
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1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
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1
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1
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The market risk premium in Australia : forward-looking evidence from the options market
Aspris, Angelo
;
Félez-Viñas, Ester
;
Foley, Sean
; …
- In:
Accounting and finance
64
(
2024
)
4
,
pp. 3951-3972
Persistent link: https://www.econbiz.de/10015165212
Saved in:
2
Global equity styles and industry effects : the pre-eminence of value relative to size
Kuo, Weiyu
;
Satchell, Stephen
- In:
Journal of international financial markets, …
11
(
2001
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10001536895
Saved in:
3
Modelling emerging market risk premia using higher moments
Hwang, Soosung
;
Satchell, Stephen
- In:
International journal of finance & economics : IJFE
4
(
1999
)
4
,
pp. 271-296
Persistent link: https://www.econbiz.de/10001447124
Saved in:
4
Efficient estimation of the stochastic volatility model by the empirical characteristic function method
Knight, John L.
;
Satchell, Stephen
;
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435264
Saved in:
5
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John B.
;
Satchell, Stephen
-
1999
Persistent link: https://www.econbiz.de/10001407264
Saved in:
6
Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets
Hwang, Soosung
;
Satchell, Stephen
- In:
Journal of banking & finance
24
(
2000
)
5
,
pp. 759-785
Persistent link: https://www.econbiz.de/10001467848
Saved in:
7
Global equity styles and industry effects : portfolio construction via dummy variables
Kuo, George W.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000668567
Saved in:
8
Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
Saved in:
9
Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Satchell, Stephen
- In:
Nonlinear dynamics and economics : proceedings of the …
,
(pp. 369-391)
.
1996
Persistent link: https://www.econbiz.de/10001297232
Saved in:
10
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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