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An Analytic Derivation of the Efficient Portfolio Frontier

An Analytic Derivation of the Efficient Portfolio Frontier

Robert C. Merton
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Volume:
7
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/2329621
Date:
September, 1972
File:
PDF, 421 KB
english, 1972
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