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~person:"Satchell, Stephen"
~subject:"Statistische Verteilung"
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Statistische Verteilung
Portfolio selection
77
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77
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38
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18
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18
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Satchell, Stephen
Fabozzi, Frank J.
13
Račev, Svetlozar T.
12
Härdle, Wolfgang
9
Paolella, Marc S.
9
Kim, Young Shin
8
Hyung, Namwon
7
Vries, Casper G. de
7
Eling, Martin
6
Jondeau, Eric
6
Bianchi, Michele Leonardo
5
Bodnar, Taras
5
Daouia, Abdelaati
5
Girard, Stéphane
5
Kole, Erik
5
Lucas, André
5
Mao, Tiantian
5
Okhrin, Yarema
5
Ortobelli, Sergio
5
Polak, Pawel
5
Stoyanov, Stoyan V.
5
Stupfler, Gilles
5
Bertail, Patrice
4
Bertrand, Philippe
4
Bi̇rbi̇l, Ş. İlker
4
Chabi-Yo, Fousseni
4
Coad, Alexander
4
Corsetti, Giancarlo
4
Dijk, Dick van
4
Dionne, Georges
4
Giacometti, Rosella
4
Guégan, Dominique
4
Idzorek, Thomas M.
4
Kaynar, Bahar
4
Landsman, Zinoviy
4
Lee, David Kuo Chuen
4
Lombardo, Giovanni
4
Mittnik, Stefan
4
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4
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The journal of asset management
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The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
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1
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
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
The anatomy of portfolio skewness and kurtosis
Hall, Anthony D.
;
Satchell, Stephen
- In:
The journal of asset management
14
(
2013
)
4
,
pp. 228-235
Persistent link: https://www.econbiz.de/10010237899
Saved in:
4
Changing correlation and portfolio diversification failure in the presence of large market losses
Sancetta, Alessio
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764558
Saved in:
5
Changing correlation and equity portfolio diversification failure for linear factor models during market declines
Sancetta, Alessio
;
Satchell, Stephen
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 227-242
Persistent link: https://www.econbiz.de/10003543026
Saved in:
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