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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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Finite underidentification
Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10011408361
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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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Mean-variance portfolio allocation with a value at risk constraint
Sentana, Enrique - 2001
Persistent link: https://www.econbiz.de/10001633973
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The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000994721
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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, diversification and contagion
Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011879525
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Volatility, diversification and contagion
Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011900148
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Least squares predictions and mean-variance analysis
Sentana, Enrique - 1999
Persistent link: https://www.econbiz.de/10013422735
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Did the EMS reduce the cost of capital?
Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10013423250