On the Maximization of the Geometric Mean with Lognormal Return Distribution: Erratum
Edwin J. Elton, Martin J. Gruber
Management Science · 1975 · Volume 21 · Issue 5
Abstract
An erratum to “On the maximization of the geometric mean with lognormal return distribution”, Management Science , Vol. 21, No. 4 (December 1974), pp. 489–494.
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