Fallacy of the log normal approximation to optimal portfolio decision making over many periods

Robert C. Merton and Paul A. Samuelson

Year of publication:	1979
Authors:	Merton, Robert C.
Other Persons:	Samuelson, Paul Anthony (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. 489-516
Subject:	Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process

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