A Monte Carlo Investigation of Characteristics of Optimal Geometric Mean Portfolios
Steven F. Maier, David W. Peterson and James H. Vander Weide
- 期刊名称The Journal of Financial and Quantitative Analysis
- 作者Steven F. Maier, David W. Peterson and James H. Vander Weide
- 卷第12卷
- 期第2期
- 印刷ISSN0022-1090
- 电子ISSN1756-6916
- 文件大小1201.67KB
- 发表时间1977-06
- DOI10.2307/2330431
- 页码215-233