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Journal of financial and quantitative analysis : JFQA
NBER Working Paper
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An analytic derivation of the efficient portfolio frontier
Merton, Robert C.
- In:
Journal of financial and quantitative analysis : JFQA
7
(
1972
)
4
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pp. 1851-1872
Persistent link: https://www.econbiz.de/10002482855
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Theory of finance from the perspective of continuous time
Merton, Robert C.
- In:
Journal of financial and quantitative analysis : JFQA
10
(
1975
)
4
,
pp. 659-674
Persistent link: https://www.econbiz.de/10002480876
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