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OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK.

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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
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  Data: OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK.
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  Data: <searchLink fieldCode="JN" term="%22International+Journal+of+Theoretical+%26+Applied+Finance%22">International Journal of Theoretical & Applied Finance</searchLink>. Aug2021, Vol. 24 Issue 05, p1-27. 27p.
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      – Type: doi
        Value: 10.1142/S021902492150028X
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      – Code: eng
        Text: English
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      Pagination:
        PageCount: 27
        StartPage: 1
    Titles:
      – TitleFull: OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK.
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            NameFull: LEUNG, TIM
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            NameFull: YAN, RAPHAEL
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            NameFull: ZHOU, YANG
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            – D: 01
              M: 08
              Text: Aug2021
              Type: published
              Y: 2021
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              Value: 02190249
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              Value: 24
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              Value: 05
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            – TitleFull: International Journal of Theoretical & Applied Finance
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