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A stochastic control approach to managed futures portfolios.

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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
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  Data: A stochastic control approach to managed futures portfolios.
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  Data: <searchLink fieldCode="AR" term="%22Leung%2C+Tim%22">Leung, Tim</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> timleung@uw.edu</i><br /><searchLink fieldCode="AR" term="%22Yan%2C+Raphael%22">Yan, Raphael</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> raphaelyan1218@gmail.com</i>
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  Data: <searchLink fieldCode="JN" term="%22International+Journal+of+Financial+Engineering%22">International Journal of Financial Engineering</searchLink>. Mar2019, Vol. 6 Issue 1, pN.PAG-N.PAG. 22p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=135713849
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        Value: 10.1142/S2424786319500051
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        Text: English
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        PageCount: 22
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              Text: Mar2019
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