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New testing approaches for mean-variance predictability
Fiorentini, Gabriele; Sentana, Enrique - 2019
Persistent link: https://www.econbiz.de/10012025064
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Least squares predictions and mean-variance analysis
Sentana, Enrique - 1999
Persistent link: https://www.econbiz.de/10000168055
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Least squares predictions and mean-variance analysis
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000975307
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Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509490
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Mean-variance portfolio allocation with a value at risk constraint
Sentana, Enrique - 2001
Persistent link: https://www.econbiz.de/10001592527
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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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Factor representing portfolios in large asset markets
Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10001482847
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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
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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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A comparison of mean-variance efficiency tests
Amengual, Dante; Sentana, Enrique - 2008
Persistent link: https://www.econbiz.de/10003848142