Items where Author is "Sentana, Enrique"

Mencia, Javier, Leon, Angel and Sentana, Enrique (2007) Parametric properties of semi-nonparametric distributions, with applications to option valuation. Financial Markets Group Discussion Papers (597). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Mencia, Javier F. and Sentana, Enrique (2004) Estimation and testing of dynamic models with generalised hyperbolic innovations. Financial Markets Group Discussion Papers (502). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Peñaranda, Francisco and Sentana, Enrique (2004) Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach. Financial Markets Group Discussion Papers (497). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Fiorentini, Gabriele, Sentana, Enrique and Shephard, Neil (2003) Likelihood-based estimation of latent generalised ARCH structures. Financial Markets Group Discussion Papers (453). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Calzorali, Giorgio, Fiorentini, Gabriele and Sentana, Enrique (2001) Constrained indirect inference estimation. Financial Markets Group Discussion Papers (384). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Sentana, Enrique (2001) Mean-variance portfolio allocation with a value at risk constraint. Financial Markets Group Discussion Papers (380). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Sentana, Enrique (1999) Least squares predictions and mean-variance analysis. Financial Markets Group Discussion Papers (312). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Leon, Angel and Sentana, Enrique (1997) Pricing options on assets with predictable white noise returns. Financial Markets Group Discussion Papers (267). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Sentana, Enrique (1995) Risk and return in the Spanish stock market. Financial Markets Group Discussion Papers (212). Financial Markets Group, The London School of Economics and Political Science, London, UK.