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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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Riesgo y rentabilidad en el mercado de valores español
Sentana, Enrique - In: Moneda y crédito : revista de economía (1995), pp. 133-160
Persistent link: https://www.econbiz.de/10001184102
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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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The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique - 2008
Persistent link: https://www.econbiz.de/10003848140
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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
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Risk pricing over alternative investment horizons
Hansen, Lars Peter - 2013
Persistent link: https://www.econbiz.de/10009696022
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Nobel lecture : uncertainty outside and inside economic models
Hansen, Lars Peter - In: Journal of political economy 122 (2014) 5, pp. 945-987
Persistent link: https://www.econbiz.de/10010471003
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Beliefs, doubts and learning : valuing economic risk
Hansen, Lars Peter - 2007
Persistent link: https://www.econbiz.de/10003434542
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Financial markets and the real economy : discussion
Hansen, Lars Peter - In: Handbook of the equity risk premium, (pp. 326-329). 2008
Persistent link: https://www.econbiz.de/10003598625
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Beliefs, Doubts and Learning : Valuing Economic Risk
Hansen, Lars Peter - 2007
This paper explores two perspectives on the rational expectations hypothesis. One perspective is that of economic agents in such a model, who form inferences about the future using probabilities implied by the model. The other is that of an econometrician who makes inferences about the...
Persistent link: https://www.econbiz.de/10012465708