A Monte Carlo Investigation of Characteristics of Optimal Geometric Mean Portfolios
| Year of publication: |
1977
|
|---|---|
| Authors: | Maier, Steven F. ; Peterson, David W. ; Weide, James H. Vander |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 12.1977, 02, p. 215-233
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |