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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"Sentana, Enrique"
~subject:"Portfolio selection"
~subject:"Risk"
~type_genre:"Graue Literatur"
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Portfolio selection
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Sentana, Enrique
Gollier, Christian
38
Platen, Eckhard
32
Uppal, Raman
27
Maurer, Raimond
26
Castelnuovo, Efrem
25
Ludwig, Alexander
25
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Guiso, Luigi
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ECONIS (ZBW)
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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/10011686422
Saved in:
2
Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011408299
Saved in:
3
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
4
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509490
Saved in:
5
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848138
Saved in:
6
The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848140
Saved in:
7
A comparison of mean-variance efficiency tests
Amengual, Dante
;
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848142
Saved in:
8
Mean-variance portfolio allocation with a value at risk constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001633973
Saved in:
9
Mean-variance portfolio allocation with a value at risk constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001592527
Saved in:
10
Mean variance portfolio allocation with a value at risk constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10013423602
Saved in:
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