Publications
Publications
  • September 1972
  • Article
  • Journal of Financial and Quantitative Analysis

An Analytical Derivation of the Efficient Portfolio Frontier

By: Robert C. Merton
  • Format:Print
  • | Pages:22
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Keywords

Investment

Citation

Merton, Robert C. "An Analytical Derivation of the Efficient Portfolio Frontier." Journal of Financial and Quantitative Analysis 10 (September 1972): 1851–1872.

About The Author

Robert C. Merton

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