Robert C. Merton 和Richard Roll 的两篇文章 求

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文献求助 an analytic derivation of the efficient portfolio frontier
作者  Robert C. Merton

Robert C. Merton (1972). An Analytic Derivation of the Efficient Portfolio Frontier. Journal of Financial and Quantitative Analysis, 7, pp 1851-1872 doi:10.2307/2329621


和 Richard Roll 的 A Critique of the asset pricing theory's test.


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关键词：Richard Robert Merton Rober robe Merton Robert Richard roll

01
An Analytic Derivation of the Efficient Portfolio Frontier.
Robert C. Merton (1972).
Journal of Financial and Quantitative Analysis, 7, pp 1851-1872
02
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
Journal of Financial Economics, Volume 4, Issue 2, March 1977, Pages 129-176
Richard Roll

Richard Roll 的 A Critique of the asset pricing theory's test.

an analytic derivation of the efficient portfolio frontier

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太感谢了

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