Thomas Goll
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal portfolios for logarithmic utility. Stochastic Processes and their Applications | 2004-09-07 | Paper |
| A complete explicit solution to the log-optimal portfolio problem. The Annals of Applied Probability | 2003-11-17 | Paper |
| scientific article; zbMATH DE number 1744955 (Why is no real title available?) | 2002-05-23 | Paper |
| Minimax and minimal distance martingale measures and their relationship to portfolio optimization Finance and Stochastics | 2002-03-13 | Paper |
Research outcomes over time
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