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An analytic derivation of the efficient portfolio frontier

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Author(s)
Merton, Robert C.
Date Issued
1970
Publisher
[Cambridge, M.I.T.]
Series/Report no.
Working paper (Sloan School of Management) ; 493-70.
Subjects
Investment analysis
Mathematical models.
Persistent DSpace Link
http://hdl.handle.net/1721.1/46832
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