Browsing by Author Satchell, Stephen E

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Showing results 1 to 19 of 19

PreviewIssue DateTitleAuthor(s)
1027.pdfMay-2010Asset Management with Price Impact and Fair Treatment of ClientsJezek, M; Satchell, Stephen E
wp0102.pdf16-Jun-2004Bayesian Analysis of the Black-Scholes Option PriceDarsinos, Theofanis; Satchell, Stephen E
cwpe0239.pdf16-Jun-2004Bayesian Estimation of Risk-Premia in an APT ContextDarsinos, Theofanis; Satchell, Stephen E
wp0116.pdf16-Jun-2004Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy InformationDarsinos, Theofanis; Satchell, Stephen E
cwpe0458.pdf14-Mar-2006The Behavioural Components of Risk AversionDavies, Greg B; Satchell, Stephen E
wp0105.pdf16-Jun-2004Bernstein Approximations to the Copula Function and Portfolio OptimizationSancetta, Alessio; Satchell, Stephen E
cwpe0319.pdf16-Jun-2004Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market LossesSancetta, Alessio; Satchell, Stephen E
cwpe0441.pdfJul-2004Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory biasSancetta, Alessio; Satchell, Stephen E
wp0104.pdf16-Jun-2004The Derivation of a New Model of Equity DurationLewin, R A; Satchell, Stephen E
cwpe0321.pdf16-Jun-2004Endogenous CorrelationYang, J-H Steffi; Satchell, Stephen E
wp0201.pdf16-Jun-2004Generalised Mean-Variance Analysis and Robust Portfolio DiversificationWright, Stephen M; Satchell, Stephen E
wp0219.pdf16-Jun-2004The Impact of Technical Analysis on Asset Price DynamicsYang, J-H Steffi; Satchell, Stephen E
wp0217.pdf16-Jun-2004The Implied Distribution for Stocks of Companies with Warrants and/or Executive Stock OptionsDarsinos, Theofanis; Satchell, Stephen E
wp0109.pdf16-Jun-2004Improving the Estimates of the Risk Premia - Application in the UK Financial MarketPitsillis, M; Satchell, Stephen E
cwpe0333.pdf16-Jun-2004A Loss Aversion Performance MeasureFarah, Nathalie; Satchell, Stephen E
wp0222.pdf16-Jun-2004New Test Statistics for Market Timing with Application to Emerging marketsSancetta, Alessio; Satchell, Stephen E
wp0218.pdf16-Jun-2004On the Valuation of Warrants and Executive Stock Options: Pricing Formulae for Firms with Multiple Warrants/Executive OptionsDarsinos, Theofanis; Satchell, Stephen E
cwpe0553.pdf14-Mar-2006A Rank Approach to Equity Forecast ConstructionSatchell, Stephen E; Wright, Stephen M
wp9911.pdf16-Jun-2004Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income InequalityKnight, John; Satchell, Stephen E

Showing results 1 to 19 of 19