TY  - JOUR
AU  - Dokuchaev, Nikolai
TI  - Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations
JO  - ESAIM: Control, Optimisation and Calculus of Variations
PY  - 2010
SP  - 635
EP  - 647
VL  - 16
IS  - 3
PB  - EDP-Sciences
UR  - http://archive.numdam.org/articles/10.1051/cocv/2009008/
DO  - 10.1051/cocv/2009008
LA  - en
ID  - COCV_2010__16_3_635_0
ER  -