Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
| Year of publication: |
1974
|
|---|---|
| Authors: | Merton, Robert C. ; Samuelson, Paul A. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 1.1974, 1, p. 67-94
|
| Publisher: |
Elsevier |