GENERALIZED MEAN‐VARIANCE TRADEOFFS FOR BEST PERTURBATION CORRECTIONS TO APPROXIMATE PORTFOLIO DECISIONS*
1974; Wiley; Volume: 29; Issue: 1 Linguagem: Inglês
10.1111/j.1540-6261.1974.tb00022.x
ISSN1540-6261
AutoresPaul A. Samuelson, Robert C. Merton,
Tópico(s)Financial Markets and Investment Strategies
ResumoThe Journal of FinanceVolume 29, Issue 1 p. 27-40 Article GENERALIZED MEAN-VARIANCE TRADEOFFS FOR BEST PERTURBATION CORRECTIONS TO APPROXIMATE PORTFOLIO DECISIONS* Paul A. Samuelson, Paul A. SamuelsonSearch for more papers by this authorRobert C. Merton, Robert C. MertonSearch for more papers by this author Paul A. Samuelson, Paul A. SamuelsonSearch for more papers by this authorRobert C. Merton, Robert C. MertonSearch for more papers by this author First published: March 1974 https://doi.org/10.1111/j.1540-6261.1974.tb00022.xCitations: 4 †This paper is a spin-off of a longer study [8] by the authors dealing with fallacious log-normal approximations in portfolio decision making. We owe thanks to the National Science Foundation for financial support. Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume29, Issue1March 1974Pages 27-40 RelatedInformation
Referência(s)