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Geometric Mean Maximization: Expected, Observed, and Simulated Performance

https://doi.org/10.2139/ssrn.1896508
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21/21 checkable references clean · checked 2026-08-29

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 21 checked references that resolve
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Mean–variance versus full-scale optimisation: In and out of sample
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Distributional Characteristics of Emerging Market Returns and Asset Allocation
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Diversification, Rebalancing, and the Geometric Mean Frontier
resolves10.1287/mnsc.21.4.483
Note—On the Maximization of the Geometric Mean with Lognormal Return Distribution
resolves10.2139/ssrn.1028206
Mean-Semivariance Optimization: A Heuristic Approach
resolves10.3905/joi.2010.19.4.134
Geometric Mean Maximization: <i>An Overlooked Portfolio Approach?</i>
resolves10.1111/j.1540-6261.1974.tb01488.x
LONG‐TERM GROWTH IN A SHORT‐TERM MARKET
resolves10.2307/2330663
A Comparison of Growth Optimal and Mean Variance Investment Policies
resolves10.1111/j.1540-6261.1981.tb04891.x
Performance Hypothesis Testing with the Sharpe and Treynor Measures
resolves10.1002/j.1538-7305.1956.tb03809.x
A New Interpretation of Information Rate
resolves10.2469/faj.v58.n3.2541
The Mismeasurement of Risk
resolves10.1086/258157
Criteria for Choice Among Risky Ventures
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The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
resolves10.1111/j.1540-6261.1952.tb01525.x
PORTFOLIO SELECTION*
resolves10.1111/j.1540-6261.1976.tb03213.x
INVESTMENT FOR THE LONG RUN: NEW EVIDENCE FOR AN OLD RULE
resolves10.2307/1910098
Equilibrium in a Capital Asset Market
resolves10.1111/j.1540-6261.1973.tb01378.x
EVIDENCE ON THE “GROWTH‐OPTIMUM” MODEL
resolves10.1111/j.1540-6261.1964.tb02865.x
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
resolves10.1002/9781119196679.ch6
Toward a Theory of Market Value of Risky Assets
resolves10.1287/mnsc.23.10.1117
A Strategy Which Maximizes the Geometric Mean Return on Portfolio Investments
resolves10.2307/2329630
Note on "Optimal Growth Portfolios when Yields are Serially Correlated"
The 5 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedGrowth Optimal Investment Strategy Efficacy: An Application on Long Run Australian Equity Data
no DOI — not checkedref17
no DOI — not checkedPerformance Hypothesis Testing with the Sharpe Ratio
no DOI — not checkedref21
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