Issue Date | Title | Author(s) |
2020-09 | A comparison of non-Gaussian VaR estimation and portfolio construction techniques | Allen, D; Lizieri, C; Satchell, S |
2010-01 | Computing optimal mean/downside risk frontiers: The role of ellipiticity | Hall, AD; Satchell, SE; Satchell, S |
2017-02-01 | Default and naive diversification heuristics in annuity choice | Bateman, H; Eckert, C; Iskhakov, F; Louviere, J; Satchell, S; Thorp, S |
2012-03-01 | Financial Competence and Expectations Formation: Evidence from Australia | Bateman, H; Eckert, C; Geweke, J; Louviere, J; Thorp, S; Satchell, S |
2019-01-01 | In Defense of Portfolio Optimization: What If We Can Forecast? | Allen, D; Lizieri, C; Satchell, S |
2020-04-23 | “In Defense of Portfolio Optimization: What If We Can Forecast?”: Author Response | Allen, D; Lizieri, C; Satchell, S |
2018-06-01 | Individual Capability and Effort in Retirement Benefit Choice | Bateman, H; Eckert, C; Iskhakov, F; Louviere, J; Satchell, S; Thorp, S |
2010-09-01 | Investment decisions for retirement savings | Bateman, H; Louviere, J; Thorp, S; Islam, T; Satchell, S |
2014 | Modelling Sustainable Spending Plans for Family Offices, Foundations and Trusts | Satchell, S; Thorp, SJ; Rudd, A; Satchell, S |
2011-12-01 | Retirement investor risk tolerance in tranquil and crisis periods: Experimental survey evidence | Bateman, H; Islam, T; Louviere, J; Satchell, S; Thorp, S |
2016-03-01 | Risk Presentation and Portfolio Choice | Bateman, H; Eckert, C; Geweke, J; Louviere, J; Satchell, S; Thorp, S |
2011-01 | Uncertain survival and time discounting: Intertemporal consumption plans for family trusts | Satchell, S; Thorp, SJ |