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Assessing the merits of rank-based optimization for portfolio construction
Hwang, Soosung; Satchell, Stephen; Wright, Stephen M. - In: Advances in portfolio construction and implementation, (pp. 269-289). 2003
Persistent link: https://www.econbiz.de/10001771118
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Some exact results for efficient portfolios with given returns
Hillier, Grant H.; Satchell, Stephen - In: Advances in portfolio construction and implementation, (pp. 310-325). 2003
Persistent link: https://www.econbiz.de/10001771123
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Apprenticeships and job tenure : a competing risks model with time-varying covariates
Booth, Alison L.; Satchell, Stephen - 1993
Persistent link: https://www.econbiz.de/10000854582
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Forecasting (LOG) volatility models
Christodoulakis, George A.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000998647
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A theorem of validity for edgeworth expansions
Sargan, John Denis - In: Econometrica : journal of the Econometric Society, an … 54 (1986) 1, pp. 189-213
Persistent link: https://www.econbiz.de/10001007663
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On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000904202
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An assessment of the economic value of nonlinear foreign exchange rate forecasts
Satchell, Stephen; Timmermann, Allan - 1995
Persistent link: https://www.econbiz.de/10000914266
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Source and subgroup decomposition inequalities for the Lorenz curve
Satchell, Stephen - In: International economic review 28 (1987) 2, pp. 323-329
Persistent link: https://www.econbiz.de/10001028514
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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
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Existence of unbiased estimators of the Black Scholes option price, other derivatives, and hedge ratios
Knight, John L. - In: Econometric theory 13 (1997) 6, pp. 791-807
Persistent link: https://www.econbiz.de/10001236167