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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
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Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix
Sentana, Enrique - In: Spanish economic review : SER 1 (1999) 1, pp. 79-90
Persistent link: https://www.econbiz.de/10001463531
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The likehood function of conditionally heteroskedastic factor models
Sentana, Enrique - In: Annales d'économie et de statistique (2000), pp. 1-19
Persistent link: https://www.econbiz.de/10001536202
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Risk and return in the Spanish stock market : some evidence from individual assets
Sentana, Enrique - In: Investigaciones económicas 21 (1997) 2, pp. 297-359
Persistent link: https://www.econbiz.de/10001234518
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The econometrics of the stock market
Sentana, Enrique - In: Investigaciones económicas 17 (1993) 3, pp. 421-444
Persistent link: https://www.econbiz.de/10001162617
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Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230
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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