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A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10009743648
Saved in:
42
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008656170
Saved in:
43
On the drivers of commodity co-movement : evidence from biofuels
Peñaranda, Francisco
;
Rupérez Micola, Augusto
-
2011
Persistent link: https://www.econbiz.de/10009412090
Saved in:
44
On the impact of fundamentals, liquidity and coordination on market stability
Daníelsson, Jón
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003427735
Saved in:
45
Portfolio choice beyond the traditional approach
Peñaranda, Francisco
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462849
Saved in:
46
Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco
;
Sentana, Enrique
-
2007
Persistent link: https://www.econbiz.de/10003593049
Saved in:
47
On the impact of fundamentals, liquidity and coordination on market stability
Daníelsson, Jón
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003436854
Saved in:
48
Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco
;
Sentana, Enrique
-
2007
Persistent link: https://www.econbiz.de/10003847624
Saved in:
49
Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 303-325
Persistent link: https://www.econbiz.de/10010013516
Saved in:
50
Targets, predictability, and performance
Peñaranda, Francisco
;
Wu, Liuren
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1537-1555
Persistent link: https://www.econbiz.de/10012887642
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