The geometric-mean principle revisited-Reference-Cited by-同舟云学术

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The geometric-mean principle revisited

Published:1978-12 Issue:4 Volume:2 Page:395-398
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Latané Henry A.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference5 articles.

1. Criteria for choice among risky ventures;Latané;Journal of Political Economy,1959

2. Portfolio Selection;Markowitz,1959

3. The geometric-mean principle revisited;Ophir;Journal of Banking and Finance,1978

4. Lifetime portfolio selection;Samuelson;Review of Economics and Statistics,1969

5. Portfolio choice and the Kelly criterion;Thorp,1971-1975

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Portfolios and the market geometry;Physica A: Statistical Mechanics and its Applications;2014-09

2. Response to Paul a Samuelson Letters and Papers on the Kelly Capital Growth Investment Strategy;SSRN Electronic Journal;2012

3. Using the Kelly Criterion for Investing;Stochastic Optimization Methods in Finance and Energy;2011

4. Geometric Mean Maximization: An Overlooked Portfolio Approach?;SSRN Electronic Journal;2009

5. THE WRITINGS OF HENRY A. LATANÉ: A COMPILATION AND ANALYSIS;Journal of Financial Research;1984-06

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