Das, S., & Sen, R. (2017). Sparse Portfolio selection via Bayesian Multiple testing.
Cita Chicago Style (17a ed.)Das, Sourish, y Rituparna Sen. Sparse Portfolio Selection via Bayesian Multiple Testing. 2017.
Cita MLA (9a ed.)Das, Sourish, y Rituparna Sen. Sparse Portfolio Selection via Bayesian Multiple Testing. 2017.
Precaución: Estas citas no son 100% exactas.