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20152025
most citedDiscussion on "Bayesian Regression Tree Models for Causal Inference: Regularization, Confounding, and Heterogeneous Effects" by Hahn, Murray and Carvalho

313 citations · 323 across the 4 of their papers we have counts for

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q-fin.ST2015

Sparse Mean-Variance Portfolios: A Penalized Utility Approach

David Puelz, P. Richard Hahn, Carlos M. Carvalho

This paper considers mean-variance optimization under uncertainty, specifically when one desires a sparsified set of optimal portfolio weights. From the standpoint of a Bayesian in…