Article | Review of Economics and Statistics | August 1969

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

by Robert C. Merton

Keywords: Risk and Uncertainty; Investment;

Citation:

Merton, Robert C. "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case." Review of Economics and Statistics 51 (August 1969): 247–257. (Chapter II of Ph.D. dissertation; Chapter 4 in Continuous-Time Finance.)