%0 Journal Article %A Dokuchaev, Nikolai %T On the structure of multifactor optimal portfolio strategies %J ESAIM: Control, Optimisation and Calculus of Variations %D 2018 %P 1043-1058 %V 24 %N 3 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/cocv/2017013/ %R 10.1051/cocv/2017013 %G en %F COCV_2018__24_3_1043_0