Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
| Main Authors: | , |
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| Format: | Working Paper |
| Published: |
Cambridge, Mass. : M.I.T. Alfred P. Sloan School of Management
2009
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| Online Access: | http://hdl.handle.net/1721.1/47987 |
| _version_ | 1826203604277526528 |
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| author | Merton, Robert C. Samuelson, Paul Anthony |
| author_facet | Merton, Robert C. Samuelson, Paul Anthony |
| author_sort | Merton, Robert C. |
| collection | MIT |
| first_indexed | 2024-09-23T12:40:15Z |
| format | Working Paper |
| id | mit-1721.1/47987 |
| institution | Massachusetts Institute of Technology |
| last_indexed | 2024-09-23T12:40:15Z |
| publishDate | 2009 |
| publisher | Cambridge, Mass. : M.I.T. Alfred P. Sloan School of Management |
| record_format | dspace |
| spelling | mit-1721.1/479872019-04-11T09:52:59Z Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods Merton, Robert C. Samuelson, Paul Anthony 2009-10-01T21:10:13Z 2009-10-01T21:10:13Z 1972 Working Paper fallacyoflognorm00mert http://hdl.handle.net/1721.1/47987 02506861 000027760 Working paper (Sloan School of Management) ; 623-72. application/pdf Cambridge, Mass. : M.I.T. Alfred P. Sloan School of Management |
| spellingShingle | Merton, Robert C. Samuelson, Paul Anthony Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods |
| title | Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods |
| title_full | Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods |
| title_fullStr | Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods |
| title_full_unstemmed | Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods |
| title_short | Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods |
| title_sort | fallacy of the log normal approximation to optimal portfolio decision making over many periods |
| url | http://hdl.handle.net/1721.1/47987 |
| work_keys_str_mv | AT mertonrobertc fallacyofthelognormalapproximationtooptimalportfoliodecisionmakingovermanyperiods AT samuelsonpaulanthony fallacyofthelognormalapproximationtooptimalportfoliodecisionmakingovermanyperiods |