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Optimal asymptotic least squares estimation in a singular set-up
Diez de los Rios, Antonio, (2015)
A test on the location of tangency portfolio for small sample size and singular covariance matrix
Drin, Svitlana, (2023)
Minimum VaR and minimum CvaR optimal portfolios : the case of singular covariance matrix
Gulliksson, Mårten, (2024)
Exchange rate regimes, globalisation and the cost of capital in emerging markets
Díez de los Ríos, Antonio, (2004)
Quantitative Easing and Long-Term Yields in Small Open Economies
Díez de los Ríos, Antonio, (2017)
A new linear estimator for Gaussian dynamic term structure models
Díez de los Ríos, Antonio, (2015)