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

dc.contributor.authorMerton, Robert C.en_US
dc.contributor.authorSamuelson, Paul Anthonyen_US
dc.date.accessioned2009-10-01T21:10:13Z
dc.date.available2009-10-01T21:10:13Z
dc.date.issued1972en_US
dc.identifierfallacyoflognorm00merten_US
dc.identifier.urihttp://hdl.handle.net/1721.1/47987
dc.publisherCambridge, Mass. : M.I.T. Alfred P. Sloan School of Managementen_US
dc.relation.ispartofseriesWorking paper (Sloan School of Management) ; 623-72.en_US
dc.titleFallacy of the log-normal approximation to optimal portfolio decision-making over many periodsen_US
dc.typeWorking Paperen_US
dc.identifier.oclc02506861en_US
dc.identifier.aleph000027760en_US


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