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type_genre:"Arbeitspapier"
type_genre:"Survey"
~person:"Sentana, Enrique"
~subject:"Portfolio-Management"
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Portfolio-Management
Theorie
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Theory
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Portfolio selection
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USA
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Sentana, Enrique
Platen, Eckhard
31
Uppal, Raman
27
Gollier, Christian
21
Lucas, André
19
Maurer, Raimond
19
Campbell, John Y.
17
Başak, Suleyman
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Guidolin, Massimo
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Schenk-Hoppé, Klaus Reiner
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Van Wincoop, Eric
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Vries, Casper G. de
15
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14
Hens, Thorsten
14
Viceira, Luis M.
14
Carletti, Elena
13
Scaillet, Olivier
13
Babus, Ana
12
Engle, Robert F.
12
Evstigneev, Igor V.
12
Gouriéroux, Christian
12
Ledoit, Olivier
12
Malamud, Semyon
12
Wolf, Michael
12
Ślepaczuk, Robert
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Allen, Franklin
11
Gomes, Francisco J.
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Härdle, Wolfgang
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Menoncin, Francesco
11
Palomino, Frédéric
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Pástor, Ľuboš
11
Stambaugh, Robert F.
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He, Xue-zhong
10
Huschens, Stefan
10
Kelly, Bryan T.
10
Nijman, Theodore E.
10
Pavlova, Anna
10
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ECONIS (ZBW)
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1
Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011408299
Saved in:
2
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509490
Saved in:
3
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:
4
The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848140
Saved in:
5
A comparison of mean-variance efficiency tests
Amengual, Dante
;
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848142
Saved in:
6
Mean-variance portfolio allocation with a value at risk constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001633973
Saved in:
7
Mean-variance portfolio allocation with a value at risk constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001592527
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
Factor representing portfolios in large asset markets
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001482847
Saved in:
10
Least squares predictions and mean-variance analysis
Sentana, Enrique
-
1999
Persistent link: https://www.econbiz.de/10000168055
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