A stochastic control approach to managed futures portfolios.

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Bibliographic Details
Title:	A stochastic control approach to managed futures portfolios.
Authors:	Leung, Tim¹ (AUTHOR) timleung@uw.edu, Yan, Raphael² (AUTHOR) raphaelyan1218@gmail.com
Source:	International Journal of Financial Engineering. Mar2019, Vol. 6 Issue 1, pN.PAG-N.PAG. 22p.
Database:	Mathematics Source

Description
ISSN:	24247863
DOI:	10.1142/S2424786319500051