Steve Satchell
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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 |
| 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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