Generalized mean variance tradeoffs for best perturbation corrections to approximate portfolio decisions
Year of publication: |
1979
|
---|---|
Authors: | Samuelson, Paul Anthony |
Other Persons: | Merton, Robert C. (contributor) |
Published in: |
The collected scientific papers of Paul A. Samuelson ; Vol. 4 ; 4. - Cambridge, Mass. [u.a.] : MIT Press, ISBN 0-262-19167-9. - 1979, p. 517-530
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection |
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