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At 8:40 AM -0700 8/19/01, Thomas Alexander wrote:
>The Rodgers and Satchell papers on the topic may be found in any
>university business document library. I would enjoy hearing people's
>insights though. Have fun!
That Stephen Satchell guy seems to have some pretty heavy academic
credentials:
Dr. S. E. Satchell
Faculty of Economics and Politics
Fellow of Trinity College
University of Cambridge
Cambridge CB3 9DD UK
JOURNAL AFFILIATIONS
Editor, Journal of Asset Management
Editor, Derivatives, Use, Trading and Regulation
Associate Editor, Journal of Financial Econometrics
Associate Editor, Applied Financial Economics
Associate Editor, Journal of Financial Marketing
RESEARCH AFFILIATIONS (past and present)
Academic Advisor, Alpha Strategies
Advisory Panel, IFC (Subsidiary of the IMF)
Academic Advisor, Kleinwort Benson Asset Management
Academic Advisor Kiln Colesworth Stewart (Member's Agents, Lloyds)
Academic Panel, Panagora Asset Management (1992-1998)
U.K. Representative, Pension Research Institute (State University
of California)
Fellow, Pensions Institute (Birkbeck College)
Academic Advisor, Quantec
Academic Panel, State Street Global Advisors
Research Advisor, Thesys Forecasting
Honorary Visiting Fellow, Birkbeck College
Visiting Professor, City University,
Visiting Professor University of Technology, Sydney.
Visiting Professor Birkbeck College,
Program Committees
European Meeting of the Econometric Society (1997)
Forecasting FX Conference organized by Imperial College and B.N.P.
(1996 to present)
See his home page for links to the names of hundreds of his books
and papers:
<http://www.econ.cam.ac.uk/faculty/satchell/index.htm>
Bob Fulks
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