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On the structure of multifactor optimal portfolio strategies - MaRDI portal

On the structure of multifactor optimal portfolio strategies (Q4646821)

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scientific article; zbMATH DE number 6996636
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English
On the structure of multifactor optimal portfolio strategies
scientific article; zbMATH DE number 6996636

    Statements

    title
    On the structure of multifactor optimal portfolio strategies (English)
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    publication date
    21 December 2018
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    zbMATH Keywords
    stochastic control
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    near optimal strategies portfolio structure
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    dimension reduction
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    mutual funds theorem
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    cites work
    Q5504524
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    Q4086303
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    Q4368791
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    Q3910361
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    Identifiers

    zbMATH DE Number
    6996636
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    OpenAlex ID
    W2588258648
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    DOI
    10.1051/COCV/2017013
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