The geometric-mean principle revisited
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference10 articles.
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2. On the optimality of some multi-period portfolio selection criteria;Elton;Journal of Business,1974
3. On the maximization of the geometric mean with lognormal return distribution;Elton;Management Science,1974
4. Capital growth and the mean-variance approach to portfolio selection;Hakansson;Journal of Financial and Quantitative Analysis,1971
5. Criteria for choice among risky ventures;Latané;Journal of Political Economy,1959
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3. THE WRITINGS OF HENRY A. LATANÉ: A COMPILATION AND ANALYSIS;Journal of Financial Research;1984-06
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