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Satchell, Stephen E.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,710 |
Total
Citations
27 |
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1.
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Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Xia, Wei
BlackCat Capital Partners LLP
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591
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2
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Validation, Credit Analysis, Rating Models, ROC, Basel II
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2.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
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22 Apr 03
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Last Revised:
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04 May 10
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464
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4
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Loss Aversion Utility, Prospect Theory, Asset Allocation
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3.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
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18 Nov 04
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Last Revised:
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07 Nov 11
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257
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2
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F Test, Linear Factor Model, Average F Test.
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4.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
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239
(62,793)
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Value of Information, CAPM, Fama-French Model
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5.
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The Most Entropic Canonical Copula with an Application To
'Style' Investment
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Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Chu, Ba M.
Carleton University
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Posted:
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04 Sep 08
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Last Revised:
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23 Feb 09
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175
(85,914)
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Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Chu, Ba M.
Carleton University
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74
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Entropy, Relative entropy measure of joint dependence, Copula, Most entropic
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Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Chu, Ba M.
Carleton University
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101
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Entropy, Relative entropy measure of joint dependence, Copula, Most entropic
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6.
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Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Xia, Wei
BlackCat Capital Partners LLP
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162
(92,286)
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LA Utility Function, Non-linear Regression, LAD, UK pension fund
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7.
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Bateman, Hazel
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation Louviere, Jordan J.
University of Technology, Sydney (UTS) - Centre for the Study of Choice Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Islam, Towhidul
University of Guelph - Department of Marketing and Consumer Studies Thorp, Susan
University of Technology, Sydney (UTS) - School of Finance and Economics
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25 Aug 10
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Last Revised:
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12 Apr 11
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137
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5
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risk preferences, investment decisions, financial crisis
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8.
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Bateman, Hazel
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation Eckert, Christine
University of Technology, Sydney (UTS) - School of Marketing Geweke, John
University of Technology Sydney - Economics Discipline Group Louviere, Jordan J.
University of Technology, Sydney (UTS) - Centre for the Study of Choice Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Thorp, Susan
University of Technology, Sydney (UTS) - School of Finance and Economics
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27 Aug 10
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Last Revised:
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12 Apr 11
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107
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investment risk, household finance, framing, retirement savings
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9.
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Bateman, Hazel
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation Eckert, Christine
University of Technology, Sydney (UTS) - School of Marketing Geweke, John
University of Technology Sydney - Economics Discipline Group Louviere, Jordan J.
University of Technology, Sydney (UTS) - Centre for the Study of Choice Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Thorp, Susan
University of Technology, Sydney (UTS) - School of Finance and Economics
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08 Mar 11
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Last Revised:
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12 Apr 11
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99
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1
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discrete choice, risk preference, numeracy skills, financial literacy
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10.
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Bateman, Hazel
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation Thorp, Susan
University of Technology, Sydney (UTS) - School of Finance and Economics Louviere, Jordan J.
University of Technology, Sydney (UTS) - Centre for the Study of Choice Islam, Towhidul
University of Guelph - Department of Marketing and Consumer Studies Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
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26 Aug 10
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Last Revised:
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18 Apr 11
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85
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1
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Investment choice, retirement savings, investment risk
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11.
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How Much Does an Illegal Insider Trade?
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Versions (2)
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Frino, Alex
University of Sydney - Discipline of Finance Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Wong, Brad
University of Sydney Zheng, Hui
Discipline of Finance, The University of Sydney
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Posted:
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16 Mar 10
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Last Revised:
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08 May 13
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71
(169,602)
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2
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Frino, Alex
University of Sydney - Discipline of Finance Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Wong, Brad
University of Sydney Zheng, Hui
Discipline of Finance, The University of Sydney
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0
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Frino, Alex
University of Sydney - Discipline of Finance Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Wong, Brad
University of Sydney Zheng, Hui
Discipline of Finance, The University of Sydney
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71
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12.
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Bateman, Hazel
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation Ebling, Christine
University of Technology, Sydney - Centre for the Study of Choice Louviere, Jordan J.
University of Technology, Sydney (UTS) - Centre for the Study of Choice Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Thorp, Susan
University of Technology, Sydney (UTS) - School of Finance and Economics Geweke, John
University of Technology Sydney - Economics Discipline Group
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66
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2
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discrete choice, context and framing effects, retirement savings, investment risk, household finance, financial literacy
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13.
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Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Thorp, Susan
University of Technology, Sydney (UTS) - School of Finance and Economics
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63
(181,016)
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Recursive utility, Stochastic dominance, Inter-temporal choice
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14.
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Financial Competence and Expectations Formation: Evidence from Australia
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Bateman, Hazel
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation Eckert, Christine
University of Technology, Sydney (UTS) - School of Marketing Geweke, John
University of Technology Sydney - Economics Discipline Group Louviere, Jordan J.
University of Technology, Sydney (UTS) - Centre for the Study of Choice Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Thorp, Susan
University of Technology, Sydney (UTS) - School of Finance and Economics
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Posted:
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17 Apr 11
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Last Revised:
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28 Feb 12
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59
(187,161)
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Bateman, Hazel
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation Eckert, Christine
University of Technology, Sydney (UTS) - School of Marketing Geweke, John
University of Technology Sydney - Economics Discipline Group Louviere, Jordan J.
University of Technology, Sydney (UTS) - Centre for the Study of Choice Thorp, Susan
University of Technology, Sydney (UTS) - School of Finance and Economics Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
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1
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Bateman, Hazel
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation Eckert, Christine
University of Technology, Sydney (UTS) - School of Marketing Geweke, John
University of Technology Sydney - Economics Discipline Group Louviere, Jordan J.
University of Technology, Sydney (UTS) - Centre for the Study of Choice Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Thorp, Susan
University of Technology, Sydney (UTS) - School of Finance and Economics
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0
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discrete choice, retirement savings, investment risk, household finance, financial literacy
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Bateman, Hazel
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation Eckert, Christine
University of Technology, Sydney (UTS) - School of Marketing Geweke, John
University of Technology Sydney - Economics Discipline Group Louviere, Jordan J.
University of Technology, Sydney (UTS) - Centre for the Study of Choice Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Thorp, Susan
University of Technology, Sydney (UTS) - School of Finance and Economics
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0
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retirement savings, financial literacy, uncertainty
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Bateman, Hazel
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation Eckert, Christine
University of Technology, Sydney (UTS) - School of Marketing Geweke, John
University of Technology Sydney - Economics Discipline Group Louviere, Jordan J.
University of Technology, Sydney (UTS) - Centre for the Study of Choice Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Thorp, Susan
University of Technology, Sydney (UTS) - School of Finance and Economics
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58
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retirement savings, financial literacy, uncertainty
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15.
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Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Thorp, Susan
University of Technology, Sydney (UTS) - School of Finance and Economics
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33
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family extinction, hyperbolic discounting, inter-temporal choice
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16.
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Pedersen, Christian S.
Mercer, Oliver, Wyman and Company Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
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27
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1
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17.
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Lizieri, Colin
University of Cambridge - Department of Land Economy Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Zhang, Qi
University of Cambridge - Faculty of Economics and Politics
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25
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2
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18.
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Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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19
(281,343)
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2
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19.
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Hwang, Soosung
Sungkyunkwan University - Department of Economics Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Valls Pereira, Pedro L.
Sao Paulo School of Economics - FGV and CEQEF- FGV
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16
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2
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20.
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Bateman, Hazel
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation Eckert, Christine
University of Technology, Sydney (UTS) - School of Marketing Geweke, John
University of Technology Sydney - Economics Discipline Group Iskhakov, Fedor
University of Technology Sydney Louviere, Jordan J.
University of Technology, Sydney (UTS) - Centre for the Study of Choice Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Thorp, Susan
University of Technology, Sydney (UTS) - School of Finance and Economics
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12
(306,423)
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discrete choice, retirement incomes, household nance, annuities, financial literacy
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21.
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Christodoulakis, George A.
Manchester Business School Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
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3
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Beta coefficient, evolution, factor models, forecasting, persistence, pricing, stability, stationarity, C32, C51, C53, C58, G12, G17
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22.
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Unsmoothing Real Estate Returns: A Regime‐Switching Approach
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Lizieri, Colin
University of Cambridge - Department of Land Economy Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Wongwachara, Warapong
TMB Analytics
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Posted:
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12 Aug 11
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Last Revised:
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28 Dec 12
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0
(352,871)
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1
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Lizieri, Colin
University of Cambridge - Department of Land Economy Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Wongwachara, Warapong
TMB Analytics
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Lizieri, Colin
University of Cambridge - Department of Land Economy Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Wongwachara, Warapong
TMB Analytics
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0
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Smoothing, Identification, Regime switching, Threshold Autoregressive model, Real estate returns
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23.
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Cho, Youngha
Oxford Brookes University Hwang, Soosung
Sungkyunkwan University - Department of Economics Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
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Large deviation theory, Mortgage loans, Optimal portfolio, Regional allocation
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24.
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McKenzie, Michael D.
University of Sydney - Discipline of Finance Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Wongwachara, Warapong
TMB Analytics
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Regime switching, Threshold autoregressive model, Venture capital returns
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25.
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Knight, John
University of Western Ontario - Department of Economics Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Chu, Ba M.
Carleton University
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Optimal portfolio, The Edgeworth expansion, Asymmetric Risk, Large deviations, Asymmetric Gamma distribution, Nonlinear correlations, Value at Risk
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26.
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Lizieri, Colin
University of Cambridge - Department of Land Economy Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Worzala, Elaine M.
Independent Dacco, Roberto
affiliation not provided to SSRN
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27.
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Eftekhari, Babak
Goldman Sachs International, London Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
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28.
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Lizieri, Colin
University of Cambridge - Department of Land Economy Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
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29.
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Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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