Merton, Robert C. [Kenneth Arrow]
The Review of Economics and Statistics: Lifetime Portfolio Selection Under Uncertainty.
Cambridge : Harvard University Press, 1969.
Volume LI of Harvard University’s Review of Economics and Statistics containing Robert Merton’s Lifetime Portfolio Selection Under Uncertainty: The Continuous-Time Case, which introduced the concepts of continuous-time optimization later featured in his landmark work Continuous-Time Finance. Quarto, bound in full morocco with gilt titles and ruling to the spine in six compartments within raised bands,Continue reading "The Review of Economics and Statistics: Lifetime Portfolio Selection Under Uncertainty."
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