On the structure of multifactor optimal portfolio...

On the structure of multifactor optimal portfolio strategies

Dokuchaev, Nikolai
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Volume:
24
Year:
2018
Language:
english
Journal:
ESAIM: Control, Optimisation and Calculus of Variations
DOI:
10.1051/cocv/2017013
File:
PDF, 422 KB
english, 2018
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