TY  - JOUR
AU  - Dokuchaev, Nikolai
TI  - On the structure of multifactor optimal portfolio strategies
JO  - ESAIM: Control, Optimisation and Calculus of Variations
PY  - 2018
SP  - 1043
EP  - 1058
VL  - 24
IS  - 3
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/cocv/2017013/
DO  - 10.1051/cocv/2017013
LA  - en
ID  - COCV_2018__24_3_1043_0
ER  -