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• John L. Knight
• Kien C. Tran

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Paper provided by Saskatchewan - Department of Economics in its series Papers with number 95-3.

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Length: 18 pages
Date of creation: 1995
Date of revision:
Handle: RePEc:fth:saskat:95-3

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Postal: UNIVERSITY OF SASKATCHEWAN, DEPARTMENT OF ECONOMICS, SASKATOON SASKATCHEWAN S7N 0W0 CANADA.
Phone: (306) 966-5197
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Web page: http://www.arts.usask.ca/economics/
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Keywords: risk ; economic models;

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1. John Knight & Colin Lizieri & Stephen Satchell, 2005. "Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets," Real Estate & Planning Working Papers rep-wp2005-16, Henley Business School, Reading University. [Downloadable!]
2. Shaun Bond & Stephen Satchell, 2006. "Asymmetry and downside risk in foreign exchange markets," European Journal of Finance, Taylor and Francis Journals, vol. 12(4), pages 313-332, June. [Downloadable!] (restricted)
3. Sancetta, A., 2005. "Copula Based Monte Carlo Integration in Financial Problems," Cambridge Working Papers in Economics 0506, Faculty of Economics, University of Cambridge. [Downloadable!]
4. Spyros Skouras, 2001. "Decisionmetrics: A Decision-Based Approach to Econometric Modeling," Working Papers 01-11-064, Santa Fe Institute.
   Other versions:
   • Skouras, Spyros, 2007. "Decisionmetrics: A decision-based approach to econometric modelling," Journal of Econometrics, Elsevier, vol. 137(2), pages 414-440, April. [Downloadable!] (restricted)
5. Davies, G.B. & Satchell, S.E., 2004. "Continuous Cumulative Prospect Theory and Individual Asset Allocation," Cambridge Working Papers in Economics 0467, Faculty of Economics, University of Cambridge. [Downloadable!]
6. Stefania D'Amico, 2005. "Density selection and combination under model ambiguity: an application to stock returns," Finance and Economics Discussion Series 2005-09, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
7. Stephen E. Satchell & Shaun A. Bond, 2004. "Asymmetry, Loss Aversion and Forecasting," Econometric Society 2004 Australasian Meetings 160, Econometric Society. [Downloadable!]
8. Davies, G.B. & Satchell, S.E., 2004. "The Behavioural Components of Risk Aversion," Cambridge Working Papers in Economics 0458, Faculty of Economics, University of Cambridge. [Downloadable!]
9. Farah, N. & Satchell, S.E., 2003. "A Loss Aversion Performance Measure," Cambridge Working Papers in Economics 0333, Faculty of Economics, University of Cambridge. [Downloadable!]
10. Stephen E. Satchell, David C. Damant, Soosung Hwang, 2000. "Exponential risk measure with application to UK asset allocation," Applied Mathematical Finance, Taylor and Francis Journals, vol. 7(2), pages 127-152, June. [Downloadable!] (restricted)
11. Emmanuel Acar, Stephen E. Satchell, 1997. "A theoretical analysis of trading rules: an application to the moving average case with Markovian returns," Applied Mathematical Finance, Taylor and Francis Journals, vol. 4(3), pages 165-180, September. [Downloadable!] (restricted)
12. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics. [Downloadable!]

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This page was last updated on 2009-11-20.