Best bibliography on the classic Merton portfolio problem

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Asked 2 years, 9 months ago

Modified 2 years, 9 months ago

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I am writing a small section on my thesis about the classic Merton portfolio problem. I was wondering what are the best books on the subject.

I am looking for something from the beginner to the intermediate level.

asked Mar 11, 2021 at 13:18

Paulo Rocha

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$\begingroup$ This bachelor thesis presents the Merton Portfolio Problem starting from a fairly elementary point of view tesi.luiss.it/17083/1/184031_CARBONE_ANGELO.pdf You can skip what you already know. $\endgroup$
– nbbo2
Mar 11, 2021 at 18:15

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