Sparse Portfolio Selection via Bayesian Multiple Testing.

Saved in:

Bibliographic Details
Title:	Sparse Portfolio Selection via Bayesian Multiple Testing.
Authors:	Das, Sourish¹ (AUTHOR), Sen, Rituparna² (AUTHOR) rsen@isibang.ac.in
Source:	Sankhya B. Nov2021 Supplement 2, Vol. 83 Issue 2, p585-617. 33p.
Database:	Mathematics Source

Description
ISSN:	09768386
DOI:	10.1007/s13571-020-00240-z