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Factor representing portfolios...
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Sentana, Enrique
269
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107
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48
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26
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21
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18
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3
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3
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3
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ECONIS (ZBW)
209
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EconStor
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BASE
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1
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1
Risk and return in the Spanish stock market : some evidence from individual assets
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000955509
Saved in:
2
The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848140
Saved in:
3
The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 65-101
Persistent link: https://www.econbiz.de/10003948817
Saved in:
4
Finite underidentification
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011408361
Saved in:
5
Least squares predictions and mean-variance analysis
Sentana, Enrique
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
1
,
pp. 56-78
Persistent link: https://www.econbiz.de/10002574512
Saved in:
6
Factor representing portfolios in large asset markets
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001482847
Saved in:
7
Did the EMS reduce the cost of capital?
Sentana, Enrique
- In:
The economic journal : the journal of the Royal …
112
(
2002
),
pp. 786-809
Persistent link: https://www.econbiz.de/10001709095
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
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
- In:
The econometrics journal
1
(
1998
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001443694
Saved in:
10
Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix
Sentana, Enrique
- In:
Spanish economic review : SER
1
(
1999
)
1
,
pp. 79-90
Persistent link: https://www.econbiz.de/10001463531
Saved in:
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