Note—On the Maximization of the Geometric Mean with Lognormal Return Distribution
Published Online:1 Dec 1974https://doi.org/10.1287/mnsc.21.4.483
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Volume 21, Issue 4
December 1974
Pages 371-490
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- Published Online:December 01, 1974
© 1974 INFORMS
Cite as
Edwin J. Elton, Martin J. Gruber, (1974) Note—On the Maximization of the Geometric Mean with Lognormal Return Distribution. Management Science 21(4):483-488.
https://doi.org/10.1287/mnsc.21.4.483
