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The paper studies problem of continuous time optimal portfolio selection fora incom- plete market diffusion model. It is shown that, under some mildconditions, near optimal strategies for investors with different performancecriteria can be constructed using a limited number of fixed processes (mutualfunds), for a market with a larger number of available risky stocks. In otherwords, a dimension reduction is achieved via a relaxed version of the MutualFund Theorem.

The structure of optimal portfolio strategies for continuous time markets