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Article

Knight, J. and Satchell, Stephen E. (2010) Exact properties of measures of optimal investment for benchmarked portfolios. Quantitative Finance 10 (5), pp. 495-502. ISSN 1469-7688.

Monograph

Knight, J. and Satchell, Stephen E. and Zhang, J. (2012) Sequential variable selection as Bayesian pragmatism in linear factor models. Working Paper. Birkbeck College, University of London, London, UK.

Srivastava, N. and Satchell, Stephen E. (2012) Are there bubbles in the art market? The detection of bubbles when fair value is unobservable. Working Paper. Birkbeck College, University of London, London, UK.

Knight, J. and Satchell, Stephen E. and Srivastava, N. (2012) Steady-state distributions for models of bubbles: their existence and econometric implications. Working Paper. Birkbeck College, University of London, London, UK.

Golosov, Edward and Satchell, Stephen E. (2012) Modeling style rotation: switching and re-switching. Working Paper. Birkbeck College, University of London, London, UK.

Knight, J. and Satchell, Stephen E. (2012) The properties of double-blind Dutch auctions in a clearing house; some new results for the Mendelson Model. Working Paper. Birkbeck College, University of London, London, UK.

Merella, V. and Satchell, Stephen (2007) Animal spirits in consumption: does confidence influence asset pricing? Working Paper. Birkbeck, University of London, London, UK.

Knight, John and Satchell, Stephen (2005) Exact properties of measures of optimal investment for institutional investors. Working Paper. Birkbeck, University of London, London, UK.

Satchell, Stephen and Xia, W. (2005) Estimation of the risk attitude of the representative UK pension fund investor. Working Paper. Birkbeck, University of London, London, UK.