Journal of Financial and Quantitative Analysis Vol. 12 No. 2 1977
A Monte Carlo Investigation of Characteristics of Optimal Geometric Mean Portfolios
Abstract
Steven F. Maier, David W. Peterson, James H. Vander Weide, A Monte Carlo Investigation of Characteristics of Optimal Geometric Mean Portfolios, The Journal of Financial and Quantitative Analysis, Vol. 12, No. 2 (Jun., 1977), pp. 215-233
- DOI
- 10.2307/2330431
- Volume
- 12
- Issue
- 2
- Pages
- 215
- Sources
- crossref openalex