Enrique Sentana

MSc in Finance

Enrique Sentana is Professor of Economics at CEMFI. He is also Senior Research Associate of the LSE Financial Markets Group and Research Fellow of the CEPR Financial Economics Programme.

Finance

- "Parametric properties of seminonparametric distributions, with applications to option valuation," with A. León and J. Mencía, Journal of Business and Economic Statistics 27 (2), pp. 176-192, April 2009.

- "Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks," with G. Calzolari and G. Fiorentini, Journal of Econometrics 146 (1), pp. 10-25, September 2008.

-"Least squares predictions and mean-variance analysis," Journal of Financial Econometrics 3 (1), pp. 56-78, January 2005.