A demystification of the Black-Littermann modelStephen E. Satchell · First published 1997Open the Tome
Some statistics for testing the influence of the number of transactions on the distributions of returnsStephen E. Satchell · First published 1993Open the Tome
Some statistics for testing the influence of the number of transations on the distribution of returnsStephen E. Satchell · First published 1993Open the Tome
Approximating the finite sample distribution for maximum likelihood estimators in an MA(1) modelStephen E. Satchell · First published 1986Open the Tome
Source and subgroup decomposition inequalities for the Lorenz curveStephen E. Satchell · First published 1984Open the Tome
Some properties of Telser's estimator for seemingly unrelated regression modelsStephen E. Satchell · First published 1983Open the Tome
Approximation to the finite sample distribution for non-stable first order stochastic difference equationsStephen E. Satchell · First published 1982Open the Tome