I am trying to find a predictive gene-based model in survival analysis.

My question is 

can I use LASSO as a variable selection method, and then run a multivariate cox regression to get
the coefficients of those variables (genes) instead of using the coefficients from LASSO?

In that case (if I run a multivariate cox regression), I can get p values, and make an inference for the coefficients. 

I am pretty new to this area. please bear with me if my questions are a bit dumb.

Thank you.