Having just read Scott’s Geometric Expectation stuff, I want to add that of course another variant of all of this is to replace every occurrence of a mean or expectation by a geometric mean or geometric expectation to make the whole thing more risk-averse.
Having just read Scott’s Geometric Expectation stuff, I want to add that of course another variant of all of this is to replace every occurrence of a mean or expectation by a geometric mean or geometric expectation to make the whole thing more risk-averse.