Journal of Financial and Quantitative Analysis Vol. 16 No. 1 1981
A Comparison of Growth Optimal and Mean Variance Investment Policies
Abstract
The past two decades have seen a proliferation of mathematically sophisticated portfolio selection models. Of these, the mean variance (MV), expected utility, and growth optimal (GO) models have received the bulk of attention.
- DOI
- 10.2307/2330663
- Volume
- 16
- Issue
- 1
- Pages
- 1
- Sources
- crossref openalex