Search

Now showing items 1-10 of 16

A Loss Aversion Performance Measure

Farah, Nathalie; Satchell, Stephen E (2012-06-18)

Bayesian Estimation of Risk-Premia in an APT Context

Darsinos, Theofanis; Satchell, Stephen E (2012-06-18)

The Implied Distribution for Stocks of Companies with Warrants and/or Executive Stock Options

Darsinos, Theofanis; Satchell, Stephen E (2012-06-18)

On the Valuation of Warrants and Executive Stock Options: Pricing Formulae for Firms with Multiple Warrants/Executive Options

Darsinos, Theofanis; Satchell, Stephen E (2012-06-18)

The Impact of Technical Analysis on Asset Price Dynamics

Yang, J-H Steffi; Satchell, Stephen E (2012-06-18)

New Test Statistics for Market Timing with Application to Emerging markets

Sancetta, Alessio; Satchell, Stephen E (2012-06-18)

Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality

Knight, John; Satchell, Stephen E (2012-06-18)

The Derivation of a New Model of Equity Duration

Lewin, R A; Satchell, Stephen E (2012-06-18)

Bernstein Approximations to the Copula Function and Portfolio Optimization

Sancetta, Alessio; Satchell, Stephen E (2012-06-18)

Bayesian Analysis of the Black-Scholes Option Price

Darsinos, Theofanis; Satchell, Stephen E (2012-06-18)

1
2