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Understanding portfolio efficiency with conditioning information
Peñaranda, Francisco - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 985-1011
Persistent link: https://www.econbiz.de/10011610264
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Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco; Sentana, Enrique - In: Journal of empirical finance 38 (2016), pp. 762-785
Persistent link: https://www.econbiz.de/10011663795
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Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - In: Journal of financial economics 147 (2023) 2, pp. 338-351
Persistent link: https://www.econbiz.de/10013546675