Sparse Portfolio selection via Bayesian Multiple testing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Das, Sourish, Sen, Rituparna
Format:	Preprint
Published:	2017
Subjects:	Mathematical Finance Portfolio Management Statistical Finance Applications 62P20, 62F03, 62F15,
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/1705.01407