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An analytic derivation of the efficient portfolio frontier

dc.contributor.authorMerton, Robert C.en_US
dc.date.accessioned2009-09-29T02:19:42Z
dc.date.available2009-09-29T02:19:42Z
dc.date.issued1970en_US
dc.identifieranalyticderivati00merten_US
dc.identifier.urihttp://hdl.handle.net/1721.1/46832
dc.publisher[Cambridge, M.I.T.]en_US
dc.relation.ispartofseriesWorking paper (Sloan School of Management) ; 493-70.en_US
dc.subjectInvestment analysisen_US
dc.subjectMathematical models.en_US
dc.titleAn analytic derivation of the efficient portfolio frontieren_US
dc.typeWorking Paperen_US
dc.identifier.oclc14513957en_US
dc.identifier.aleph000260138en_US


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