//--> //--> //-->
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"
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
Search: subject:"performance"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Portfolio selection
77
Portfolio-Management
77
Theorie
38
Theory
38
Capital income
18
Kapitaleinkommen
18
Forecasting model
16
Prognoseverfahren
16
Risiko
12
Risk
12
CAPM
11
Risikomanagement
11
Anlageverhalten
9
Risk management
8
Schätzung
8
Behavioural finance
7
Financial investment
7
Großbritannien
7
Kapitalanlage
7
Mathematical programming
7
Mathematische Optimierung
7
United Kingdom
7
Welt
6
World
6
Aktienmarkt
5
Capital market returns
5
Kapitalmarktrendite
5
Multivariate Verteilung
5
Multivariate distribution
5
Performance measurement
5
Performance-Messung
5
Statistical distribution
5
Statistische Verteilung
5
Stock market
5
Correlation
4
Hedge fund
4
Hedgefonds
4
Institutional investor
4
Institutioneller Investor
4
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
5
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
8
Author
All
Satchell, Stephen
Woessmann, Ludger
80
Wagner, Joachim
63
Schnabel, Claus
40
Heckman, James J.
36
Van Reenen, John
33
Riphahn, Regina T.
32
Addison, John T.
31
Winter-Ebmer, Rudolf
31
Bloom, Nicholas
28
Sadun, Raffaella
27
Puhani, Patrick A.
26
Salvanes, Kjell G.
26
Zaremba, Adam
26
Black, Sandra E.
24
Brunello, Giorgio
24
Görg, Holger
24
Lindahl, Mikael
23
Pischke, Jörn-Steffen
22
Checchi, Daniele
21
Fertig, Michael
21
Hanushek, Eric Alan
20
Fairlie, Robert W.
18
Figlio, David N.
18
Girma, Sourafel
18
Jürges, Hendrik
18
Lemos, Renata
18
Schwerdt, Guido
18
Strobl, Eric
18
Ammann, Manuel
17
Ammermüller, Andreas
17
Angrist, Joshua D.
17
Stulz, René M.
17
Behrman, Jere R.
16
Bellmann, Lutz
16
Fletcher, Jason
16
Grund, Christian
16
Lavy, Victor
16
Plug, Erik J. S.
16
Karbownik, Krzysztof
15
Piopiunik, Marc
15
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
Published in...
All
Applied mathematical finance
2
DAE working paper
2
Cambridge working papers in economics
1
DAE working paper / University of Cambridge, Department of Applied Economics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
The distribution of cross sectional momentum returns
Kwon, Oh Kang
;
Satchell, Stephen
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 225-241
Persistent link: https://www.econbiz.de/10012004391
Saved in:
3
A loss aversion
performance
measure
Farah, Nathalie
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777903
Saved in:
4
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:
5
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:
6
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
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
An integrated risk measure with application to UK asset allocation
Damant, David C.
;
Hwang, Soosung
;
Satchell, Stephen
-
1997
Persistent link: https://www.econbiz.de/10000640903
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->