Enrique Sentana
12 published titles
Least squares predictions and mean-variance analysis
2 editions
- LSE Financial Markets Group
- 1999
- Details
- Centre for Economic Policy Research
- 1999
- Details
Did the EMS reduce the cost of capital?
1 edition
- Centre for Economic Policy Research
- 2000
- Details
Mean variance portfolio allocation with a value at risk constraint
2 editions
- Centre for Economic Policy Research
- 2001
- Details
- London School of Economics
- 2001
- Details
Testing uncovered interest parity : a continuous-time approach
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2007
- Details
Duality in mean-variance frontiers with conditioning information
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2007
- Details
Parametric properties of semi-nonparametric distributions, with applications to option valuation
(Contributor)
1 edition
- Financial Markets Group, London School of Economics
- 2007
- Details
Valuation of VIX derivatives
(Contributor)
1 edition
- Centre for Economics Policy Research
- 2010
- Details
A unifying approach to the empirical evaluation of asset pricing models
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2010
- Details
A spectral EM algorithm for dynamic factor models
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2015
- Details
Fast ML estimation of dynamic bifactor models : an application to European inflation
(Contributor)
1 edition
- Centre for Economic Policy Research
- Details
Volatility-related exchange traded assets : an econometric investigation
(Contributor)
1 edition
- Centre for Economic Policy Research
- Details
Is a normal copula the right copula?
(Contributor)
1 edition
- Centre for Economic Policy Research
- Details
