The following pages link to Thomas Goll (Q234262):
Displayed 4 items.
- A complete explicit solution to the log-optimal portfolio problem. (Q1413691) (← links)
- Optimal portfolios for logarithmic utility. (Q1877521) (← links)
- (Q4531748) (← links)
- Minimax and minimal distance martingale measures and their relationship to portfolio optimization (Q5957686) (← links)