@article{COCV_2018__24_3_1043_0,
     author = {Dokuchaev, Nikolai},
     title = {On the structure of multifactor optimal portfolio strategies},
     journal = {ESAIM: Control, Optimisation and Calculus of Variations},
     pages = {1043--1058},
     publisher = {EDP-Sciences},
     volume = {24},
     number = {3},
     year = {2018},
     doi = {10.1051/cocv/2017013},
     mrnumber = {3877192},
     zbl = {1418.91464},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/cocv/2017013/}
}