@article{bibcite_116,
  author = {Han Liu and John Mulvey and Tianqi Zhao},
  title = {A semiparametric graphical modelling approach for large-scale equity selection},
  year = {2016},
  journal = {Quantitative finance},
  volume = {16},
  number = {7},
  pages = {1053{\textendash}1067},
  publisher = {Taylor \& Francis},
}