@article{COCV_2010__16_3_635_0, author = {Dokuchaev, Nikolai}, title = {Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, pages = {635--647}, publisher = {EDP-Sciences}, volume = {16}, number = {3}, year = {2010}, doi = {10.1051/cocv/2009008}, mrnumber = {2674630}, zbl = {1198.91185}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/cocv/2009008/} }