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Sparse Portfolio selection via Bayesian Multiple testing

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Das, Sourish, Sen, Rituparna
Natura:	Preprint
Pubblicazione:	2017
Soggetti:	Mathematical Finance Portfolio Management Statistical Finance Applications 62P20, 62F03, 62F15,
Accesso online:	Acceder al recurso
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