1972 · Journal of Financial and Quantitative Analysis
An Analytic Derivation of the Efficient Portfolio Frontier
What it asks
Markowitz's solution is an optimisation procedure; you find the frontier point by point. Merton writes the same frontier algebraically. The value is conceptual rather than practical: why the frontier has the shape it has, and which parameter shifts it in which direction, becomes visible inside the formula.
What this paper connects to
Builds on · 1952
Portfolio SelectionDerives the efficient frontier in closed form rather than by numerical search, making its algebraic shape visible.