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On the Geometric Mean Index: A Note

Published online by Cambridge University Press:  06 April 2009

Michael J. Brennan  and
Eduardo S. Schwartz
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Abstract

This note explores the properties of some stock markets indices that are claimed to approximate a continuously rebalanced equally weighted portfolio.

Type
Research Article
Information
Journal of Financial and Quantitative Analysis , Volume 20 , Issue 1 , March 1985 , pp. 119 - 122
Copyright
Copyright © School of Business Administration, University of Washington 1985

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References

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