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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
Saved in:
2
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008663535
Saved in:
3
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10008663772
Saved in:
4
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008656170
Saved in:
5
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
- In:
The review of economics and statistics
97
(
2015
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10011333153
Saved in:
6
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 303-324
Persistent link: https://www.econbiz.de/10009685912
Saved in:
7
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/10002123665
Saved in:
8
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10009743648
Saved in:
9
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
Saved in:
10
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
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