Publications
Publications
  • Article
  • Review of Economics and Statistics

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

By: Robert C. Merton
  • Format:Print
  • | Pages:11
ShareBar

Keywords

Risk and Uncertainty; Investment

Citation

Merton, Robert C. "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case." Review of Economics and Statistics 51, no. 3 (August 1969): 247–257. (Chapter II of Ph.D. dissertation; Chapter 4 in Continuous-Time Finance.)

About The Author

Robert C. Merton

More Publications

More from the Author