Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
By: Robert C. Merton, Paul A. Samuelson.
Contributors: Samuelson, Paul Anthony, 1915-
Series: Massachusetts Institute of Technology. Alfred P. Sloan School of Management. Working paper -- no.623-72; Working paper (Sloan School of Management) -- 623-72.
Publisher: M.I.T. Alfred P. Sloan School of Management
Published: 1972
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 37