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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 - 2015
Persistent link: https://www.econbiz.de/10011408361
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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
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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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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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Factor representing portfolios in large asset markets
Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10001482847
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The econometrics of the stock market
Sentana, Enrique - In: Investigaciones económicas 17 (1993) 3, pp. 401-420
Persistent link: https://www.econbiz.de/10001285589
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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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Risk and return in the Spanish stock market : some evidence from individual assets
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000955509
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Least squares predictions and mean-variance analysis
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000975307