
Variable Selection for Portfolio Choice
Author(s) -
Yacine Aı̈t-Sahalia,
Michael W. Brandt
Publication year - 2001
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w8127
Subject(s) - portfolio , selection (genetic algorithm) , variable (mathematics) , computer science , economics , mathematics , artificial intelligence , financial economics , mathematical analysis