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Consistent non-Gaussian pseudo...
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Sentana, Enrique
386
Fiorentini, Gabriele
179
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52
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45
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41
Peñaranda, Francisco
29
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21
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18
Sentana, E.
18
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12
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10
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10
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9
Hansen, Lars Peter
8
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8
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8
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Bei, Xinyue
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6
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6
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5
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50
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25
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21
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18
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CEPR Discussion Papers
13
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12
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11
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11
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9
FMG Discussion Papers
8
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ECONIS (ZBW)
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BASE
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71
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
72
Risk and return in the Spanish stock market : some evidence from individual assets
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000955509
Saved in:
73
The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848140
Saved in:
74
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:
75
Finite underidentification
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011408361
Saved in:
76
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
Saved in:
77
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:
78
Factor representing portfolios in large asset markets
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001482847
Saved in:
79
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
Saved in:
80
Mean-variance portfolio allocation with a value at risk constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001633973
Saved in:
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