Work

Generalized Mean‐variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions*

Year: 1974

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1974.tb00022.x

Authors: Paul A. Samuelson, Robert C. Merton

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2166784817

FWCI: 1.637

Cites: 12

Cited by: 30

Related to: 10