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DP7943 A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 智库出版物
2010
作者:  ENRIQUE SENTANA;  Francisco Peñaranda
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Cu-gmm  Factor pricing models  Forward premium puzzle  Generalised empirical likelihood  Stochastic discount factor  
DP6566 Duality in Mean-Variance Frontiers with Conditioning Information 智库出版物
2007
作者:  ENRIQUE SENTANA;  Francisco Peñaranda
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Capital flows  Lucas puzzle  
DP4422 Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach 智库出版物
2004
作者:  ENRIQUE SENTANA;  Francisco Peñaranda
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Wage structure  Returns to skill  Product market competition