Open AccessOn the Maximization of the Geometric Mean with Lognormal Return Distribution: Erratum
Author(s) -
Edwin J. Elton,
Martin J. Gruber
Publication year - 1975
Publication title -
management science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.954
H-Index - 255
eISSN - 1526-5501
pISSN - 0025-1909
DOI - 10.1287/mnsc.21.5.610
Subject(s) - log normal distribution , maximization , mathematics , geometric mean , statistics , econometrics , geometric distribution , distribution (mathematics) , computer science , mathematical optimization , probability distribution , mathematical analysis
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.