van der Weide, James H.; Peterson, David W.; Maier, Steven F. A strategy which maximizes the geometric mean return on portfolio investments. (English) Zbl 0364.90111 Manage. Sci. 23, 1117-1123 (1977). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 4 Documents MSC: 90C90 Applications of mathematical programming 91B60 Trade models PDF BibTeX XML Cite \textit{J. H. van der Weide} et al., Manage. Sci. 23, 1117--1123 (1977; Zbl 0364.90111) Full Text: DOI