## Citations for "Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach"

### by Peñaranda, Francisco & Sentana, Enrique

- Francisco Peñaranda & Enrique Sentana, 2010.
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**A Unifying Approach to the Empirical Evaluation of Asset Pricing Models**," Working Papers 488, Barcelona Graduate School of Economics.

- Francisco Peñaranda & Enrique Sentana, 2015.
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**A Unifying Approach to the Empirical Evaluation of Asset Pricing Models**," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 412-435, May.

- Francisco Peñaranda & Enrique Sentana, 2010.
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**A unifying approach to the empirical evaluation of asset pricing models**," Economics Working Papers 1229, Department of Economics and Business, Universitat Pompeu Fabra. - Peñaranda, Francisco & Sentana, Enrique, 2010.
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**A Unifying Approach to the Empirical Evaluation of Asset Pricing Models**," CEPR Discussion Papers 7943, C.E.P.R. Discussion Papers. - Francisco Peñaranda & Enrique Sentana, 2010.
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**A Unifying Approach To The Empirical Evaluation Of Asset Pricing Models**," Working Papers wp2010_1004, CEMFI.

- Francisco Peñaranda & Enrique Sentana, 2015.
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- Javier Diaz-Gimenez & Josep Pijoan-Mas, 2006.
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**Flat Tax Reforms in the U.S.: a Boon for the Income Poor**," Computing in Economics and Finance 2006 400, Society for Computational Economics.

- Díaz-Giménez, Javier & Pijoan-Mas, Josep, 2006.
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**Flat Tax Reforms in the US: A Boon for the Income Poor**," CEPR Discussion Papers 5812, C.E.P.R. Discussion Papers. - Javier Díaz-Giménez & Josep Pijoan-Mas, 2006.
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**Flat Tax Reforms In The U.S.: A Boon For The Income Poor**," Working Papers wp2006_0611, CEMFI.

- Díaz-Giménez, Javier & Pijoan-Mas, Josep, 2006.
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- Diez de los Rios, Antonio, 2015.
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**Optimal asymptotic least squares estimation in a singular set-up**," Economics Letters, Elsevier, vol. 128(C), pages 83-86. - Elizalde, Abel & Repullo, Rafael, 2004.
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**Economic and Regulatory Capital: What is the Difference?**," CEPR Discussion Papers 4770, C.E.P.R. Discussion Papers.

- Abel Elizalde & Rafael Repullo, 2004.
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**Economic And Regulatory Capital. What Is The Difference?**," Working Papers wp2004_0422, CEMFI.

- Abel Elizalde & Rafael Repullo, 2004.
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- Enrique Sentana & Francisco Peñaranda, 2007.
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**Duality In Mean-Variance Frontiers With Conditioning Information**," Working Papers wp2007_0715, CEMFI.

- Francisco Peñaranda & Enrique Sentana, 2007.
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**Duality in mean-variance frontiers with conditioning information**," Economics Working Papers 1058, Department of Economics and Business, Universitat Pompeu Fabra. - Peñaranda, Francisco & Sentana, Enrique, 2007.
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**Duality in Mean-Variance Frontiers with Conditioning Information**," CEPR Discussion Papers 6566, C.E.P.R. Discussion Papers.

- Francisco Peñaranda & Enrique Sentana, 2007.
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- Francisco Peñaranda & Enrique Sentana, 2008.
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**Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach**," Economics Working Papers 1101, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.

- Peñaranda, Francisco & Sentana, Enrique, 2012.
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**Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach**," Journal of Econometrics, Elsevier, vol. 170(2), pages 303-324.

- Enrique Sentana & Francisco Penaranda, 2004.
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**Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach**," FMG Discussion Papers dp497, Financial Markets Group. - Francisco Peñaranda & Enrique Sentana, 2004.
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**Spanning Tests In Return And Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach**," Working Papers wp2004_0410, CEMFI. - Peñaranda, Francisco & Sentana, Enrique, 2004.
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**Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach**," CEPR Discussion Papers 4422, C.E.P.R. Discussion Papers.

- Peñaranda, Francisco & Sentana, Enrique, 2012.
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- Juan-José Ganuza & Gerard Llobet & Beatriz Domínguez, 2009.
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**R& D in the Pharmaceutical Industry: A World of Small Innovations**," Management Science, INFORMS, vol. 55(4), pages 539-551, April.

- Beatriz Domínguez & Juan José Ganuza & Gerard Llobet, 2005.
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**R&D in the pharmaceutical industry: A world of small innovations**," Economics Working Papers 936, Department of Economics and Business, Universitat Pompeu Fabra. - Beatriz Dominguez & Juan-José Ganuza & Gerard Llobet, 2006.
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**R&D In The Pharmaceutical Industry: A World Of Small Innovation**," Working Papers wp2006_0601, CEMFI.

- Beatriz Domínguez & Juan José Ganuza & Gerard Llobet, 2005.
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- Nicky Grant, 2013.
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**Identification Robust Inference with Singular Variance**," The School of Economics Discussion Paper Series 1315, Economics, The University of Manchester. - Jose Ceron & Javier Suarez, 2006.
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**Hot And Cold Housing Markets: International Evidence**," Working Papers wp2006_0603, CEMFI.

- Ceron, Jose A. & Suarez, Javier, 2006.
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**Hot and Cold Housing Markets: International Evidence**," CEPR Discussion Papers 5411, C.E.P.R. Discussion Papers.

- Ceron, Jose A. & Suarez, Javier, 2006.
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- Aleix Calveras & Juan-José Ganuza & Gerard Llobet, 2005.
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**Regulation And Opportunism: How Much Activism Do We Need?**," Working Papers wp2005_0508, CEMFI.

- Aleix Calveras & Juan José Ganuza & Gerard Llobet, 2005.
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**Regulation and opportunism: How much activism do we need?**," Economics Working Papers 935, Department of Economics and Business, Universitat Pompeu Fabra.

- Aleix Calveras & Juan José Ganuza & Gerard Llobet, 2005.
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- Gur Huberman & Zhenyu Wang, 2005.
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**Arbitrage pricing theory**," Staff Reports 216, Federal Reserve Bank of New York. - Raymond Kan & Guofu Zhou, 2012.
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**Tests of Mean-Variance Spanning**," Annals of Economics and Finance, Society for AEF, vol. 13(1), pages 139-187, May.

- Raymond Kan & Guofu Zhou, 2001.
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**Tests of Mean-Variance Spanning**," CEMA Working Papers 539, China Economics and Management Academy, Central University of Finance and Economics.

- Raymond Kan & Guofu Zhou, 2001.
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- Fousseni Chabi-Yo & René Garcia & Eric Renault, 2005.
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**The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments**," Staff Working Papers 05-2, Bank of Canada.