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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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Least squares predictions and mean-variance analysis
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000975307
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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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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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Least squares predictions and mean-variance analysis
Sentana, Enrique - In: Journal of financial econometrics : official journal of … 3 (2005) 1, pp. 56-78
Persistent link: https://www.econbiz.de/10002574512
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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 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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Least squares predictions and mean-variance analysis
Sentana, Enrique - 1999
Persistent link: https://www.econbiz.de/10013422735
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Mean variance portfolio allocation with a value at risk constraint
Sentana, Enrique - 2001
Persistent link: https://www.econbiz.de/10013423602