Stephen E. Satchell

• A demystification of the Black-Littermann model
• Approximating the finite sample distribution for maximum likelihood estimators in an MA(1) model
• Approximation to the finite sample distribution for non-stable first order stochastic difference equations
• Reversing the regressor
• Some statistics for testing the influence of the number of transactions on the distributions of returns
• Some statistics for testing the influence of the number of transations on the distribution of returns
• Source and subgroup decomposition inequalities for the Lorenz curve