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OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK.

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Bibliographic Details
Title: OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK.
Authors: LEUNG, TIM1 (AUTHOR) timleung@uw.edu, YAN, RAPHAEL2 (AUTHOR) raphaelyan1218@gmail.com, ZHOU, YANG1 (AUTHOR) yzhou7@uw.edu
Source: International Journal of Theoretical & Applied Finance. Aug2021, Vol. 24 Issue 05, p1-27. 27p.
Database: Mathematics Source
Description
ISSN:02190249
DOI:10.1142/S021902492150028X