  We consider the problem of optimal portfolio selection under forward
investment performance criteria in an incomplete market. Given multiple traded
assets, the prices of which depend on multiple observable stochastic factors,
we construct a large class of forward performance processes with power-utility
initial data, as well as the corresponding optimal portfolios. This is done by
solving the associated non-linear parabolic partial differential equations
(PDEs) posed in the "wrong" time direction, for stock-factor correlation
matrices with eigenvalue equality (EVE) structure, which we introduce here.
Along the way we establish on domains an explicit form of the generalized
Widder's theorem of Nadtochiy and Tehranchi [NT15, Theorem 3.12] and rely
hereby on the Laplace inversion in time of the solutions to suitable linear
parabolic PDEs posed in the "right" time direction.
