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The maximum geometric mean criterion: revisiting the Markowitz–Samuelson debate: survey and analysis.

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Bibliographic Details
Title: The maximum geometric mean criterion: revisiting the Markowitz–Samuelson debate: survey and analysis.
Authors: Levy, Haim1, mshlevy@huji.ac.il
Source: Annals of Operations Research; Mar2025, Vol. 346 Issue 1, p263-284, 22p
Database: Applied Science & Technology Source
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Description
ISSN:02545330
DOI:10.1007/s10479-024-06250-8