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A comparison of mean-variance efficiency tests
Amengual, Dante; Sentana, Enrique - 2008
Persistent link: https://www.econbiz.de/10003848142
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Parametric properties of semi-nonparametric distributions, with applications to option valuation
León Valle, Ángel Manuel; Mencía, Javier; Sentana, … - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 176-192
Persistent link: https://www.econbiz.de/10003885778
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Parametric properties of semi-nonparametric distributions, with applications to option valuation
León Valle, Ángel Manuel; Mencía, Javier; Sentana, … - 2007
Persistent link: https://www.econbiz.de/10003475125
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Underidentification?
Arellano, Manuel; Hansen, Lars Peter; Sentana, Enrique - 2009
Persistent link: https://www.econbiz.de/10003914314
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Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - 2009
Persistent link: https://www.econbiz.de/10003914404
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Multivariate locationscale mixtures of normals and meanvarianceskewness portfolio allocation
Mencía, Javier; Sentana, Enrique - In: Journal of econometrics 153 (2009) 2, pp. 105-121
Persistent link: https://www.econbiz.de/10003920279
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Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco; Sentana, Enrique - 2007
Persistent link: https://www.econbiz.de/10008662416
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A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10008663535
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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
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A comparison of meanvariance efficiency tests
Amengual, Dante; Sentana, Enrique - In: Journal of econometrics 154 (2010) 1, pp. 16-34
Persistent link: https://www.econbiz.de/10003931734