Metrics

From
Portfolio Selection via Shrinkage by Cross Validation by Xiaochun Liu Journal of Finance and Accounting. 2014, 2(4), 74-81 doi:10.12691/jfa-2-4-1
Views
26610
Html 25807
Abstract 803
16 July 2014 (publication date) through 06 July 2026 *
18.02 % of article views led to PDF downloads *
*Although we update our data on a daily basis, there may be a 48-hour delay before the most recent numbers are available.
Downloads: 17516
PDF4794
Epub2846
XML2410
PPT3129
Figures1387
Tables2950
Export: 5369
RIS1679
BibTex1844
Endnote1846
RIS, BibTex, EndNote allows users to search, retrieve and store citations from bibliographic databases such as ABI Inform, the Web of Science, Anthropological Literature, the MLA bibliography, or the catalogs of individual libraries.
Area Chart Example: If your want to see the details of daily statistics for this article, please click here to login our Manuscript Tracking System.
Citations
0
Found additional citations for the article? Please contact us at submission@sciepub.com.
Shares & bookmarks
Facebook0
Twitter0
LinkedIn0
Google +0
Found additional shares or bookmarks for the article? Please contact us at submission@sciepub.com