APA (7th ed.) Citation

Ait-Sahalia, Y., & Brandt, M. W. (2001). Variable selection for portfolio choice. National Bureau of Economic Research.

Chicago Style (17th ed.) Citation

Ait-Sahalia, Yacine, and Michael W. Brandt. Variable Selection for Portfolio Choice. Cambridge: National Bureau of Economic Research, 2001.

MLA (9th ed.) Citation

Ait-Sahalia, Yacine, and Michael W. Brandt. Variable Selection for Portfolio Choice. National Bureau of Economic Research, 2001.