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

Bibliographic Details
Main Authors:	Merton, Robert C., Samuelson, Paul Anthony
Format:	Working Paper
Published:	Cambridge, Mass. : M.I.T. Alfred P. Sloan School of Management 2009
Online Access:	http://hdl.handle.net/1721.1/47987

Internet

http://hdl.handle.net/1721.1/47987