Discussion paper DP2997 Mean Variance Portfolio Allocation with a Value at Risk Constraint Enrique Sentana 17 Oct 2001 Financial Economics G11
Discussion paper DP2640 Did the EMS Reduce the Cost of Capital? Enrique Sentana 19 Dec 2000 Financial Economics F30 G10
Discussion paper DP2088 Least Squares Predictions and Mean-Variance Analysis Enrique Sentana 28 Feb 1999 Financial Economics G11