Geometric mean maximization : a note on expected, observed, and simulated performance
Year of publication: |
2021
|
---|---|
Authors: | Johnston, Ken ; Hatem, John J. |
Published in: |
The journal of investing : JOI. - New York, NY : Institutional Investor, ISSN 2168-8613, ZDB-ID 2048709-5. - Vol. 30.2021, 4, p. 87-94
|
Subject: | Portfolio construction | statistical methods | performance measurement | Theorie | Theory | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Simulation | Statistische Methode | Statistical method |
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