Evidence on the "Growth-Optimum" Model
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- Gabriel Frahm, 2013. "A Modern Approach to the Efficient-Market Hypothesis," Papers 1302.3001, arXiv.org, revised Mar 2014.
- Soosung Hwang & Christian Pedersen, 2002. "On Empirical Risk Measurement with Asymmetric Returns Data," Working Papers wp02-03, Warwick Business School, Finance Group.
- Isabelle Bajeux-Besnainou & Roland Portait, 1998. "Dynamic Asset Allocation in a Mean-Variance Framework," Management Science, INFORMS, vol. 44(11-Part-2), pages 79-95, November.
- Napat Rujeerapaiboon & Daniel Kuhn & Wolfram Wiesemann, 2016. "Robust Growth-Optimal Portfolios," Management Science, INFORMS, vol. 62(7), pages 2090-2109, July.
- Muteba Mwamba, John & Suteni, Mwambi, 2010. "An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio," MPRA Paper 50240, University Library of Munich, Germany.
- Martin, Ian & Wagner, Christian, 2016. "What is the Expected Return on a Stock?," CEPR Discussion Papers 11608, C.E.P.R. Discussion Papers.
- Sonntag, Dominik, 2018.
"Die Theorie der fairen geometrischen Rendite
[The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
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