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~subject:"Portfolio selection"
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Factor representing portfolios...
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Portfolio selection
Theorie
94
Theory
93
Estimation theory
65
Schätztheorie
65
Statistical test
38
Statistischer Test
38
Time series analysis
36
Zeitreihenanalyse
36
Portfolio-Management
29
Volatility
28
Estimation
26
Schätzung
26
Volatilität
24
CAPM
23
Momentenmethode
22
Maximum likelihood estimation
21
Maximum-Likelihood-Schätzung
21
Method of moments
21
Capital income
20
Kapitaleinkommen
20
USA
19
United States
19
Kalman filter
17
ARCH model
16
ARCH-Modell
16
Regression analysis
16
Regressionsanalyse
16
Gross domestic product
15
Statistical distribution
15
Statistische Verteilung
15
Wiener-Kolmogorov filter
15
Aktienmarkt
14
Cointegration
14
National income
14
Nationaleinkommen
14
Stock market
14
Bruttoinlandsprodukt
13
Kointegration
13
Financial market
12
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Free
10
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9
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Book / Working Paper
22
Article
7
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21
Working Paper
21
Graue Literatur
20
Non-commercial literature
20
Article in journal
7
Aufsatz in Zeitschrift
7
Language
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English
29
Author
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Sentana, Enrique
29
Peñaranda, Francisco
9
Mencía, Javier
3
Amengual, Dante
2
Fiorentini, Gabriele
2
Mencia, Javier
1
Meníca, Javier
1
Penaranda, Francisco
1
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CEMFI working paper
6
Discussion paper / Centre for Economic Policy Research
5
Journal of econometrics
4
Discussion paper series / LSE Financial Markets Group
3
Documento de trabajo / Centro de Estudios Monetarios y Financieros
3
Discussion papers / CEPR
2
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
2
Banco de Espana Working Paper
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The econometrics journal
1
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
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ECONIS (ZBW)
29
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1
The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848140
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2
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:
3
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:
4
Factor representing portfolios in large asset markets
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001482847
Saved in:
5
Mean-variance portfolio allocation with a value at risk constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001633973
Saved in:
6
Least squares predictions and mean-variance analysis
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000975307
Saved in:
7
Least squares predictions and mean-variance analysis
Sentana, Enrique
-
1999
Persistent link: https://www.econbiz.de/10013422735
Saved in:
8
Mean variance portfolio allocation with a value at risk constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10013423602
Saved in:
9
Least squares predictions and mean-variance analysis
Sentana, Enrique
-
1999
Persistent link: https://www.econbiz.de/10000168055
Saved in:
10
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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