On the structure of multifactor optimal portfolio strategies (Q4646821): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:12, 7 February 2024
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)
0 references
21 December 2018
0 references
stochastic control
0 references
near optimal strategies portfolio structure
0 references
dimension reduction
0 references
mutual funds theorem
0 references
