GENERALIZED MEAN‐VARIANCE TRADEOFFS FOR BEST PERTURBATION CORRECTIONS TO APPROXIMATE PORTFOLIO DECISIONS
- Abstract
- Full Text PDF
- Author(s): Paul A. Samuelson, Robert C. Merton
- Published: Apr 30, 2012
- Pages: 27-40
- DOI: 10.1111/j.1540-6261.1974.tb00022.x