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subject:"Portfolio-Management"
subject:"USA"
~accessRights:"restricted"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of empirical finance"
~person:"Lettau, Martin"
~person:"Sentana, Enrique"
~subject:"EU countries"
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Lettau, Martin
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7
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1
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
2
Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of empirical finance
38
(
2016
),
pp. 762-785
Persistent link: https://www.econbiz.de/10011663795
Saved in:
3
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509490
Saved in:
4
Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509651
Saved in:
5
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008656170
Saved in:
6
Testing uncovered interest parity : a continuous-time approach
Díez de los Ríos, Antonio
;
Sentana, Enrique
-
2007
Persistent link: https://www.econbiz.de/10003574319
Saved in:
7
Reconciling the return predictability evidence : in-sample forecasts, out-of-sample forecasts, and parameter instability
Lettau, Martin
;
Nieuwerburgh, Stijn van
-
2005
Persistent link: https://www.econbiz.de/10003226085
Saved in:
8
Mean variance portfolio allocation with a value at risk constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10013423602
Saved in:
9
Least squares predictions and mean-variance analysis
Sentana, Enrique
-
1999
Persistent link: https://www.econbiz.de/10013422735
Saved in:
10
Consumption, aggregate wealth and expected stock returns
Lettau, Martin
-
1999
Persistent link: https://www.econbiz.de/10013422875
Saved in:
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