On the structure of multifactor optimal portfolio strategies (Q4646821): Difference between revisions

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Property / DOI: 10.1051/cocv/2017013 / rank
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Property / full work available at URL: https://doi.org/10.1051/cocv/2017013 / rank
 
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Latest revision as of 14:58, 30 December 2024

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

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    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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