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Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods

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Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods

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Author: Merton, Robert C.; Samuelson, Paul Anthony
Publisher: Cambridge, Mass. : M.I.T. Alfred P. Sloan School of Management
Date Issued: 1972
URI: http://hdl.handle.net/1721.1/47987
Other Identifiers: fallacyoflognorm00mert
Series/Report no.: Working paper (Sloan School of Management) ; 623-72.

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