Sparse Portfolio selection via Bayesian Multiple testing

Sourish Das, Rituparna Sen

Type: Preprint

Publication Date: 2017-04-17

Citations: 0

Locations

arXiv (Cornell University) - View

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+	Prior distributions for variance parameters in hierarchical models (comment on article by Browne and Draper)	2006	Andrew Gelman
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+	On the Empirical Bayes approach to the problem of multiple testing	2007	Małgorzata Bogdan Jayanta K. Ghosh Aleksandra Ochman Surya T. Tokdar
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