Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
Robert C. Merton
| Year of publication: |
1974
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|---|---|
| Authors: | Merton, Robert C. ; Samuelson, Paul Anthony |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 1.1974, 1, p. 67-94
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| Subject: | Portofolio - Theorie |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003630765