Browsing byAuthorSatchell, SE
Showing results 1 to 8 of 8
Issue Date | Title | Author(s) |
2013-08-01 | The anatomy of portfolio skewness and kurtosis | Hall, AD; Satchell, SE |
2010-01 | Computing optimal mean/downside risk frontiers: The role of ellipiticity | Hall, AD; Satchell, SE; Satchell, S |
2012-01 | Defining single asset price momentum in terms of a stochastic process | Hong, J; Satchell, SE |
2013-03-20 | Disengagement: A Partial Solution to the Annuity Puzzle | Bateman, H; Eckert, C; Geweke, J; Iskhakov, F; Louviere, JJ; Satchell, SE; Thorp, S |
2015-01-01 | Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice | Hall, AD; Satchell, SE; Spence, PJ |
2011-04-10 | Investment Risk Framing and Individual Preference Consistency | Bateman, H; Eckert, C; Geweke, J; Louviere, JJ; Satchell, SE; Thorp, S |
2010-01 | Using approximate results for validating value-at-risk | Hong, J; Knight, J; Satchell, SE; Scherer, B |
2002-12-01 | Using Bayesian variable selection methods to choose style factors in global stock return models | Hall, AD; Hwang, S; Satchell, SE |