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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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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
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Finite underidentification
Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10011408361
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Los mercados de valores ante la integración financiera internacional
Sentana, Enrique - In: Nueva moneda, nueva economía, nuevo mercado : XV …, (pp. 73-84). 2001
Persistent link: https://www.econbiz.de/10002200536
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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
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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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Did the EMS reduce the cost of capital?
Sentana, Enrique - In: The economic journal : the journal of the Royal … 112 (2002), pp. 786-809
Persistent link: https://www.econbiz.de/10001709095
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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 - In: Journal of econometrics 119 (2004) 2, pp. 257-289
Persistent link: https://www.econbiz.de/10001956189
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The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique - In: The econometrics journal 1 (1998) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10001443694