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The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique - 2008
Persistent link: https://www.econbiz.de/10003848140
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Finite underidentification
Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10011408361
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Mean-variance portfolio allocation with a value at risk constraint
Sentana, Enrique - 2001
Persistent link: https://www.econbiz.de/10001633973
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Volatility, diversification and contagion
Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011879525
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Estimating and testing of dynamic models with generalised Hyperbolic innovations
Mencía, F. Javier; Sentana, Enrique - 2004
Persistent link: https://www.econbiz.de/10002506245
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Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco; Sentana, Enrique - 2004
Persistent link: https://www.econbiz.de/10002506252
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Indirect estimation of conditionally heteroskedastic factor models
Sentana, Enrique; Calzolari, Giorgio; Fiorentini, Gabriele - 2004
Persistent link: https://www.econbiz.de/10002506337
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Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco; Sentana, Enrique - 2007
Persistent link: https://www.econbiz.de/10003847624
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Distributional tests in multivariate dynamic models with normal and student t innovations
Mencía, Javier; Sentana, Enrique - 2008
Persistent link: https://www.econbiz.de/10003848036
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Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
Mencía, Javier; Sentana, Enrique - 2008
Persistent link: https://www.econbiz.de/10003848138