On the Geometric Mean Index: A Note

B-Tier

Journal: Journal of Financial and Quantitative Analysis

Year: 1985

Volume: 20

Issue: 1

Pages: 119-122

Authors (2)

Brennan, Michael J. (University of California-Los A...) Schwartz, Eduardo S. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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