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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/10002123665
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Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco; Sentana, Enrique - 2007
Persistent link: https://www.econbiz.de/10003593049
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Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco; Sentana, Enrique - In: Journal of empirical finance 38 (2016), pp. 762-785
Persistent link: https://www.econbiz.de/10011663795
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Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - 2017
Persistent link: https://www.econbiz.de/10011708502
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Portfolio management with big data
Peñaranda, Francisco; Sentana, Enrique - 2024
Persistent link: https://www.econbiz.de/10015049063
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Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - In: Journal of financial economics 147 (2023) 2, pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
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Volatility, diversification and contagion
Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011900148
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Finite underidentification
Sentana, Enrique - In: Journal of econometrics 240 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015075080
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Least squares predictions and mean-variance analysis
Sentana, Enrique - 1999
Persistent link: https://www.econbiz.de/10013422735
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Did the EMS reduce the cost of capital?
Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10013423250