On the structure of multifactor optimal portfolio strategies (Q4646821)
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scientific article; zbMATH DE number 6996636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the structure of multifactor optimal portfolio strategies |
scientific article; zbMATH DE number 6996636 |
Statements
On the structure of multifactor optimal portfolio strategies (English)
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21 December 2018
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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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