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

Author(s)
Merton, Robert C.; Samuelson, Paul Anthony
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Date issued
1972
URI
http://hdl.handle.net/1721.1/47987
Publisher
Cambridge, Mass. : M.I.T. Alfred P. Sloan School of Management
Other identifiers
fallacyoflognorm00mert
Series/Report no.
Working paper (Sloan School of Management) ; 623-72.
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