An analytic derivation of the efficient portfolio frontier

Author(s)
Merton, Robert C.
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Date issued
1970
URI
http://hdl.handle.net/1721.1/46832
Publisher
[Cambridge, M.I.T.]
Other identifiers
analyticderivati00mert
Series/Report no.
Working paper (Sloan School of Management) ; 493-70.
Keywords
Investment analysis, Mathematical models.
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