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~person:"Satchell, Stephen"
~subject:"Portfolio selection"
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Portfolio selection
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36
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Satchell, Stephen
Fabozzi, Frank J.
124
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72
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54
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48
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45
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43
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42
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41
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40
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38
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38
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38
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37
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35
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35
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33
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28
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27
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27
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27
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26
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26
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26
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26
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26
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26
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26
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25
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2
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1
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1
Fixed-income ETFs : a liquidity illusion?
Maitra, Anando
;
Satchell, Stephen
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
4
,
pp. 321-344
Persistent link: https://www.econbiz.de/10012818406
Saved in:
2
Advanced trading rules
Acar, Emmanuel
(
contributor
);
Satchell, Stephen
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000964435
Saved in:
3
Statistical properties of the sample semi-variance, with applications to emerging markets data
Bond, Shaun A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10001350667
Saved in:
4
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:
5
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:
6
Stastistical properties of the sample semi-variance
Bond, Shaun A.
;
Satchell, Stephen
- In:
Applied mathematical finance
9
(
2002
)
4
,
pp. 219-239
Persistent link: https://www.econbiz.de/10001728714
Saved in:
7
Generalized mean-variance analysis and robust portfolio diversification
Wright, Stephen M.
;
Satchell, Stephen
- In:
Advances in portfolio construction and implementation
,
(pp. 40-54)
.
2003
Persistent link: https://www.econbiz.de/10001771094
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Advances in portfolio construction and implementation
Satchell, Stephen
(
ed.
)
-
2003
Persistent link: https://www.econbiz.de/10001717308
Saved in:
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