Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
Robert C. Merton and Paul A. Samuelson; Nils H. Hakansson
| Year of publication: |
1977
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|---|---|
| Authors: | Merton, Robert C. ; Samuelson, Paul A. ; Hakansson, Nils H. |
| Published in: |
Risk and return in finance ; Vol. 1 ; 1. - Cambridge/Mass. : Ballinger, ISBN 0-88410-653-5. - 1977, p. 261-294
|
| Subject: | Kapitalanlage Portefeuilleplanung |
| Description of contents: |
Hakansson, Nils H.: Comment on Merton and Samuelson. S. 295-296
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| Type of publication: | Article |
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| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002480599