Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Chris Gallant, CFA, is a senior manager of interest rate risk for ATB Financial with 10 years of experience in the financial markets. Vikki Velasquez is a researcher and writer who has managed, ...
The simple definition of a mean is that of a numeric quantity which represents the center of a collection of numbers. Here the trick lies in defining the exact type of numeric collection, as beyond ...
In this paper we discuss the relevancy of the geometric mean as a portfolio selection criteria. A procedure for finding that portfolio with the highest geometric mean when returns on portfolios are ...
The Ratio of the Geometric Mean to the Arithmetic Mean for a Random Sample from a Gamma Distribution
The Journal of the American Statistical Association (JASA) has long been considered the premier journal of statistical science. Science Citation Index reported JASA was the most highly cited journal ...
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