Article | Journal of Finance | March 1974

Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions

by Paul A. Samuelson and Robert C. Merton

Keywords: Investment; Finance;

Citation:

Samuelson, Paul A., and Robert C. Merton. "Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions." Journal of Finance 29, no. 1 (March 1974): 27–40.