Browsing 15 Commerce, Management, Tourism and Services by Author "Satchell Stephen"

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  • Browsing 15 Commerce, Management, Tourism and Services by Author

Browsing 15 Commerce, Management, Tourism and Services by Author "Satchell Stephen"

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  • Computing optimal mean/downside risk frontiers: The role of ellipiticity 
    Hall Anthony; Satchell Stephen (Elsevier Academic Press, 2010)
    The purpose of this chapter is to analyze and calculate optimal mean/downside risk frontiers for financial portfolios. Focusing on the twO important cases of mean/value at risk and mean/semivariance, we compute analytic ...
  • Investment decisions for retirement savings 
    Bateman Hazel; Louviere Jordan; Thorp Susan; Islam Towhid; Satchell Stephen (Wiley, 2010)
    We conducted a choice experiment to investigate whether retirement savers follow simple portfolio theory when choosing investments. We modeled experimental survey data on 693 participants using a scale-adjusted version of ...
  • Using bayesian variable selection methods to choose style factors in global stock return models 
    Hall Anthony; Hwang Soosung; Satchell Stephen (Elsevier Science, 2002)
    This paper investigates the presence of global style factors in global equity investment. To this end, we apply Bayesian variable selection methods from the statistics literature to give guidance in the decision to ...