1 option
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods / Robert C. Merton, Paul A. Samuelson.
LIBRA HG4529 .M47 1972
Available from offsite location
- Format:
- Book
- Author/Creator:
- Merton, Robert C., author.
- Samuelson, Paul A. (Paul Anthony), 1915-2009, author.
- Series:
- Working paper (Sloan School of Management) ; no. 623-72.
- Sloan School of Management. Working paper ; no. 623-72
- Language:
- English
- Subjects (All):
- Investment analysis.
- Investment analysis--Mathematical models.
- Physical Description:
- 37 leaves, 7 unnumbered leaves : illustrations ; 28 cm.
- Place of Publication:
- Cambridge, Mass. : M.I.T. Alfred P. Sloan School of Management, 1972.
- Notes:
- Includes bibliographical references (leaves 41-44).
- OCLC:
- 2506861
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