An analytic derivation of the efficient portfolio frontier
By: [by] Robert C. Merton.
Series: Massachusetts Institute of Technology. Alfred P. Sloan School of Management. Working papers -- no. 493-70; Working paper (Sloan School of Management) -- 493-70.
Publisher: M.I.T.]
Published: 1970
Place of publication: [Cambridge
Language: eng
Number of pages: 21
Subjects: Investment analysis -- Mathematical models.