Variable selection for portfolio choice

Journal of Finance

Volumn 56, Issue 4, 2001, Pages 1297-1351

  Aït Sahalia, Yacine ^a   Brandt, Michael W ^b  

^a PRINCETON UNIVERSITY   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039147416     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00369     Document Type: Article

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