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Estimating probabilities relevant to calculating relative risk-corrected returns of alternative portfolios
Samuelson, Paul Anthony - In: Journal of risk and uncertainty : JRU 15 (1997) 3, pp. 191-200
Persistent link: https://www.econbiz.de/10001233813
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How best to flip-flop if you must : integer dynamic stochastic programming for either-or
Samuelson, Paul Anthony - In: Journal of risk and uncertainty : JRU 15 (1997) 3, pp. 183-190
Persistent link: https://www.econbiz.de/10001233817
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Lifetime portfolio selection by dynamic stochastic programming
Samuelson, Paul Anthony - 1972
Persistent link: https://www.econbiz.de/10001260022
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The fundamental approximation theorem of portfolio analysis in terms of means, variances and higher moments
Samuelson, Paul Anthony - 1972
Persistent link: https://www.econbiz.de/10001260024
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Efficient portfolio selection for Pareto-Levy investments
Samuelson, Paul Anthony - 1972
Persistent link: https://www.econbiz.de/10001260027
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General proof that diversification pays
Samuelson, Paul Anthony - 1972
Persistent link: https://www.econbiz.de/10001260043
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Generalized mean variance tradeoffs for best perturbation corrections to approximate portfolio decisions
Samuelson, Paul Anthony - 1979
Persistent link: https://www.econbiz.de/10001260184
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Fallacy of the log normal approximation to optimal portfolio decision making over many periods
Merton, Robert C. - 1979
Persistent link: https://www.econbiz.de/10001260185
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Proof that properly discounted present values of assets vibrate randomly
Samuelson, Paul Anthony - 1979
Persistent link: https://www.econbiz.de/10001260187
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Proof by certainty equivalents that diversification-across-time does worse, risk corrected, than diversification-throughout-time
Samuelson, Paul Anthony - In: Journal of risk and uncertainty : JRU 14 (1997) 2, pp. 129-142
Persistent link: https://www.econbiz.de/10001223437