On the structure of multifactor optimal portfolio strategies
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Publication:4646821
DOI10.1051/COCV/2017013zbMath1418.91464OpenAlexW2588258648MaRDI QIDQ4646821
Publication date: 21 December 2018
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/cocv/2017013
stochastic controldimension reductionmutual funds theoremnear optimal strategies portfolio structure
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Cites Work
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