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~person:"Satchell, Stephen"
~subject:"Theorie"
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Theorie
Portfolio selection
77
Portfolio-Management
77
Theory
38
Capital income
18
Kapitaleinkommen
18
Forecasting model
16
Prognoseverfahren
16
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37
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Satchell, Stephen
Fabozzi, Frank J.
122
Maurer, Raimond
74
Platen, Eckhard
54
Kräkel, Matthias
52
Gollier, Christian
48
Korn, Ralf
45
Uppal, Raman
43
Mitchell, Olivia S.
42
Edmans, Alex
41
Ang, Andrew
40
Guidolin, Massimo
39
Schnedler, Wendelin
39
Li, Duan
38
Markowitz, Harry
38
Campbell, John Y.
37
Frey, Bruno S.
37
Post, Thierry
37
Dur, Robert A. J.
34
Lo, Andrew W.
34
Prigent, Jean-Luc
33
Schenk-Hoppé, Klaus Reiner
33
Escobar, Marcos
32
Gersbach, Hans
32
Viceira, Luis M.
32
Vanduffel, Steven
31
Zagst, Rudi
31
Bacchetta, Philippe
30
Shleifer, Andrei
30
Sliwka, Dirk
30
Van Wincoop, Eric
30
Acharya, Viral V.
29
Hens, Thorsten
29
Kraft, Holger
29
Levy, Haim
29
Lucas, André
29
Wong, Hoi Ying
29
Bodie, Zvi
28
Wong, Wing Keung
28
Başak, Suleyman
27
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University of Cambridge / Department of Applied Economics
1
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Quantitative finance series
5
Advances in portfolio construction and implementation
3
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2
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2
Journal of banking & finance
2
Quantitative Finance Ser
2
Quantitative finance
2
The analytics of risk model validation
2
Added value in financial institutions : risk or return?
1
Applied mathematical finance
1
Asset and liability management tools
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Birkbeck working papers in economics and finance : BWPEF
1
Butterworth-Heinemann finance
1
Elsevier finance
1
European journal of operational research : EJOR
1
Financial analysts journal : FAJ
1
Forecasting expected returns in the financial markets
1
Journal of time series econometrics
1
Optimizing optimization : the next generation of optimization applications and theory
1
Performance measurement in finance
1
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
1
The Wiley Finance Ser.
1
The journal of asset management
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of business : B
1
The journal of portfolio management : JPM
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Value creation in multinational enterprise
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ECONIS (ZBW)
38
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1
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38
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1
Decreasing returns to scale and skill in hedge funds
Ling, Yun
;
Satchell, Stephen
;
Yao, Juan
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014487095
Saved in:
2
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:
3
Partial moment momentum
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401726
Saved in:
4
Expected surplus growth compared with mean-variance optimization
Wilcox, Jarrod
;
Satchell, Stephen
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 145-159
Persistent link: https://www.econbiz.de/10012486057
Saved in:
5
Market momentum : theory and practice
Satchell, Stephen
;
Grant, Andrew
-
2021
.4 Multifactor structure -- 4.5 Pure factor portfolios -- 4.6 Empirical results: momentum
performance
-- 4.7 Empirical results …
Persistent link: https://www.econbiz.de/10012292326
Saved in:
6
"In defense of portfolio optimization: what if we can forecast?": a comment
Michaud, Richard O.
;
Esch, David N.
;
Michaud, Robert O.
- In:
Financial analysts journal : FAJ
76
(
2020
)
2
,
pp. 104-105
Persistent link: https://www.econbiz.de/10012261138
Saved in:
7
Investment decisions when utility depends on wealth and other attributes
Grant, Andrew
;
Satchell, Stephen
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
Saved in:
8
On the foundation of
performance
measures under asymmetric returns
Pedersen, Christian S.
;
Satchell, Stephen
- In:
The Sortino framework for constructing portfolios : …
,
(pp. 129-143)
.
2010
Persistent link: https://www.econbiz.de/10003915652
Saved in:
9
Risk discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
Saved in:
10
The most entropic canonical copula with an application to "style" investment
Chu, Ba
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 221-262)
.
2018
Persistent link: https://www.econbiz.de/10011978516
Saved in:
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