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A Monte Carlo Investigation of Characteristics of Optimal Geometric Mean Portfolios
Steven F. Maier, David W. Peterson and James H. Vander WeideVolume:
12
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/2330431
Date:
June, 1977
File:
PDF, 1.17 MB
english, 1977