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Disambiguation of "Satchell, Stephen E."

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Exponential risk measure with application to UK asset allocation

, , and . Applied Mathematical Finance, 7 (2): 127--152 (2000)

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Stephen E Young

Stephen E Witmer

Stephen Lachhein

Stephen Lowry

Stephen Thomas

 

Other publications of authors with the same name

The simulation of option prices with application to LIFFE options on futures., and . Eur. J. Oper. Res., 114 (2): 249-262 (1999)Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets, and . Journal of Banking & Finance, 24 (5): 759--785 (May 2000)Statistical properties of the sample semi-variance, and . Applied Mathematical Finance, 9 (4): 219--239 (2002)Global equity styles and industry effects: the pre-eminence of value relative to size, and . Journal of International Financial Markets, Institutions and Money, 11 (1): 1--28 (Mar 1, 2001)Forecast Evaluation in the Presence of Unobserved Volatility, and . Econometric Reviews, 23 (3): 175--198 (2005)A theoretical analysis of trading rules: an application to the moving average case with Markovian returns, and . Applied Mathematical Finance, 4 (3): 165--180 (1997)Using Bayesian variable selection methods to choose style factors in global stock return models, , and . Journal of Banking & Finance, 26 (12): 2301--2325 (2002)Exponential risk measure with application to UK asset allocation, , and . Applied Mathematical Finance, 7 (2): 127--152 (2000)On the foundation of performance measures under asymmetric returns, and . Quantitative Finance, 2 (3): 217--223 (2002)The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model, and . Journal of Statistical Planning and Inference, 50 (1): 91--102 (Feb 15, 1996)