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

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Author(s)
Merton, Robert C.
•
Samuelson, Paul Anthony
Date Issued
1972
Publisher
Cambridge, Mass. : M.I.T. Alfred P. Sloan School of Management
Series/Report no.
Working paper (Sloan School of Management) ; 623-72.
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