On the Geometric Mean Index: A Note

This note explores the properties of some stock markets indices that are claimed to approximate a continuously rebalanced equally weighted portfolio.

Year of publication:	1985
Authors:	Brennan, Michael J. ; Schwartz, Eduardo S.
Published in:	Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 20.1985, 01, p. 119-122
Publisher:	Cambridge University Press
Description of contents:	Abstract [journals.cambridge.org]

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005407195