Sentana, Enrique

Number of items: 10.
None
  • Peñaranda, Francisco, 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.
  • 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.
    • Public
  • Mencia, Javier, Leon, Angel, 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. picture_as_pdf
  • Mencia, Javier F., 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.
  • Fiorentini, Gabriele, Sentana, Enrique, 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. picture_as_pdf
  • Calzorali, Giorgio, Fiorentini, Gabriele, Sentana, Enrique (2001). Constrained indirect inference estimation. (Financial Markets Group Discussion Papers 384). Financial Markets Group, The London School of Economics and Political Science.
  • 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.
  • Leon, Angel, 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. picture_as_pdf
  • 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. picture_as_pdf
  • Sentana Ivanez, Enrique (1992). Time-varying volatility and returns on ordinary shares An empirical investigation. [Doctoral thesis]. London School of Economics and Political Science.