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Least Squares Predictions and Mean-Variance Analysis. Versión Revisada

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  • Enrique Sentana

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  • Enrique Sentana, 1997. "Least Squares Predictions and Mean-Variance Analysis. Versión Revisada," Working Papers wp1997_9711, CEMFI.
    • Handle: RePEc:cmf:wpaper:wp1997_9711
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    References listed on IDEAS

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    1. Hansen, Lars Peter & Richard, Scott F, 1987. "The Role of Conditioning Information in Deducing Testable," Econometrica, Econometric Society, vol. 55(3), pages 587-613, May.
    2. Weiss, Andrew A, 1996. "Estimating Time Series Models Using the Relevant Cost Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(5), pages 539-560, Sept.-Oct.
    3. Chen, Zhiwu & Knez, Peter J, 1996. "Portfolio Performance Measurement: Theory and Applications," Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 511-555.
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