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type_genre:"Arbeitspapier"
~person:"Sentana, Enrique"
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Sentana, Enrique
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ECONIS (ZBW)
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Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011408299
Saved in:
2
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
3
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509490
Saved in:
4
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
Saved in:
5
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848138
Saved in:
6
The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848140
Saved in:
7
A comparison of mean-variance efficiency tests
Amengual, Dante
;
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848142
Saved in:
8
Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco
;
Sentana, Enrique
-
2007
Persistent link: https://www.econbiz.de/10008662416
Saved in:
9
Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco
;
Sentana, Enrique
-
2007
Persistent link: https://www.econbiz.de/10003847624
Saved in:
10
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
-
2004
Persistent link: https://www.econbiz.de/10002506252
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