A Strategy Which Maximizes the Geometric Mean Return on Portfolio Investments

DOI10.1287/mnsc.23.10.1117zbMath0364.90111OpenAlexW2106689642MaRDI QIDQ4140009

David W. Peterson, Steven F. Maier, James H. van der Weide

Publication date: 1977

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.23.10.1117

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Trade models (91B60)

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