Steve Satchell

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Theoretical decompositions of the cross-sectional dispersion of stock returns Quantitative Finance	2021-07-16	Paper
Investment decisions when utility depends on wealth and other attributes Quantitative Finance	2021-06-02	Paper
Molten lava meets market languor Quantitative Finance	2019-01-14	Paper
Underestimation and overestimation of the Leontief inverse revisited Economics Letters	2013-10-24	Paper
Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines* Applied Mathematical Finance	2007-10-11	Paper
Dynamic programming and mean‐variance hedging in discrete time Applied Mathematical Finance	2005-05-03	Paper
Optimal properties of exponentially weighted forecasts in the presence of different information sources Economics Letters	1999-11-08	Paper
scientific article; zbMATH DE number 1189210 (Why is no real title available?)	1996-01-01	Paper
Properties of the expected value of the Leontief inverse: Some further results Mathematical Social Sciences	1986-01-01	Paper

Research outcomes over time

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