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GENERALIZED MEAN‐VARIANCE TRADEOFFS FOR BEST PERTURBATION CORRECTIONS TO APPROXIMATE PORTFOLIO DECISIONS *
Author(s) -
Samuelson Paul A.,
Merton Robert C.
Publication year - 1974
Publication title -
the journal of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.1111/j.1540-6261.1974.tb00022.x
Subject(s) - portfolio , citation , variance (accounting) , mathematical economics , computer science , operations research , mathematics , economics , library science , financial economics , accounting