S. Satchell
34 published titles
Efficiency considerations in the negative exponential failure time model
(Contributor)
2 editions
- Department of Economics, Birkbeck College
- 1992
- Details
- Department of Economics, Birkbeck College
- 1992
- Details
Geometric indices : a theory of hedging and econometric analysis with application to the UK stock market
(Contributor)
1 edition
- University of Cambridge, Dept. of Applied Economics
- 1993
- Details
Apprenticeships and job tenure : a competing risks model with time-varying covariates
(Contributor)
1 edition
- Centre for Economic Policy Research
- 1993
- Details
The hazards of doing a PhD : an analysis of completion and withdrawal rates of British PhDs in the 1980s
(Contributor)
1 edition
- Centre for Economic Policy Research
- 1993
- Details
Mortgage default and repossession
(Contributor)
2 editions
- Institute for Financial Research, Birkbeck College
- 1995
- Details
- Institute for Financial Research, Birkbeck College
- 1995
- Details
Why do regime switching models forecast so badly?
(Contributor)
1 edition
- Birkbeck College, Department of Economics
- 1995
- Details
Mortgage default and possession
(Contributor)
1 edition
- Judge Institute of Management Studies
- 1997
- Details
Market risk and the concept of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivative markets on financial markets
(Contributor)
1 edition
- University of Cambridge, Department of Applied Economics
- 1997
- Details
A demystification of the Black-Littermann model : managing quantitative and traditional portfolio construction
1 edition
- Judge Institute of Management Studies, University of Cambridge
- 1997
- Details
A data matrix to investigate independence, overreaction and/or shock persistence in financial data
(Contributor)
1 edition
- Institute for Financial Research, Birkbeck College
- 1997
- Details
Modelling emerging market risk using higher moments
(Contributor)
1 edition
- University of Cambridge, Department of Applied Economics
- 1998
- Details
Modelling volatility and correlation for tick-by-tick return data using trading information and buy/sell signals
(Contributor)
1 edition
- Birkbeck College, University of London
- 1998
- Details
Global equity styles and industry effects : portfolio construction via dummy variables
(Contributor)
1 edition
- University of Cambridge, Dept. of Applied Economics
- 1998
- Details
Advanced trading rules
(Contributor)
2 editions
- ISBN: 0750638176
- Butterworth-Heinemann
- 1998
- Details
- ISBN: 075065516X
- Butterworth-Heinemann
- 2002
- Details
Forecasting volatility in the financial markets
(Contributor)
3 editions
- ISBN: 0750640812
- Butterworth-Heinemann
- 1998
- Details
- ISBN: 0750655151
- Butterworth-Heinemann
- 2002
- Details
- ISBN: 9780750669429
- Butterworth-Heinemann
- 2007
- Details
Pension scheme investment policies : a report of research carried out by the Department of Applied Economics on behalf of the Department of Social Security
(Contributor)
1 edition
- ISBN: 1841230022
- Corporate Document Services for the Department of Social Security
- 1998
- Details
The derivation of a new model of equity duration
(Contributor)
1 edition
- Department of Applied Economics, University of Cambridge
- 2000
- Details
Deriving the APT when the number of factors is unknown
(Contributor)
1 edition
- Judge Institute of Management Studies
- 2000
- Details
Return distributions in finance
(Contributor)
1 edition
- ISBN: 0750647515
- Butterworth-Heinemann
- 2001
- Details
Managing downside risk in financial markets : theory, practice and implementation
(Contributor)
1 edition
- ISBN: 0750648635
- Butterworth-Heinemann
- 2001
- Details
Generalised mean-variance analysis and robust portfolio diversification
(Contributor)
1 edition
- University of Cambridge, Dept. of Applied Economics
- 2002
- Details
Performance measurement in finance : firms, funds and managers
(Contributor)
1 edition
- ISBN: 0750650265
- Butterworth-Heinemann
- 2002
- Details
A loss aversion performance measure
(Contributor)
1 edition
- Department of Applied Economics, University of Cambridge
- 2003
- Details
Advances in portfolio construction and implementation
(Contributor)
1 edition
- ISBN: 0750654481
- Butterworth-Heinemann
- 2003
- Details
Linear factor models in finance
(Contributor)
1 edition
- ISBN: 0750660066
- Elsevier Butterworth-Heinemann
- 2005
- Details
Stability conditions for heteroscedastic factor models with conditionally autoregressive betas
(Contributor)
1 edition
- Manchester Business School
- 2006
- Details
Exact elliptical distributions for models of conditionally random financial volatility
(Contributor)
1 edition
- Manchester Business School
- 2006
- Details
Forecasting expected returns in the financial markets
(Contributor)
1 edition
- ISBN: 9780750683210
- Elsevier/AP
- 2007
- Details
The new Basel accord and credit risk analytics : applications to UK mortgage risk
(Contributor)
1 edition
- Economic & Social Research Council
- 2007
- Details
The analytics of risk model validation
(Contributor)
1 edition
- ISBN: 9780750681582
- Elsevier/Academic Press
- 2008
- Details
Collectible investments for the high net worth investor
(Contributor)
1 edition
- ISBN: 9780123745224
- Academic
- 2009
- Details
Optimizing optimization : the next generation of optimization applications and theory
(Contributor)
1 edition
- ISBN: 9780123749529
- Academic
- 2010
- Details
1/N versus mean-variance : what if we can forecast?
(Contributor)
1 edition
- University of Cambridge, Faculty of Economics
- 2012
- Details
Time series momentum trading strategy and autocorrelation amplification
(Contributor)
1 edition
- University of Cambridge, Faculty of Economics
- 2013
- Details
