An analytic derivation of the efficient portfolio frontier
Name
analyticderivati00mert.pdf
Size
1.16 MB
Format
Adobe PDF
Checksum (MD5)
0e87a0af68caac6ffd5b3e4373575fd1
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