ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

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On the structure of multifactor optimal portfolio strategies

Nikolai Dokuchaev

ESAIM: COCV, 24 3 (2018) 1043-1058

Published online: 07 June 2018

DOI: 10.1051/cocv/2017013

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