March 1974
Article
Journal of Finance

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

By: Paul A. Samuelson and Robert C. Merton

Format:Print
| Pages:14

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.

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About The Author

Robert C. Merton

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