T. Goll

A Complete Explicit Solution to the Log-Optimal Portfolio Problem

J. Kallsen, T. Goll, Thomas Goll, 2003 .

Derivative Pricing and Logarithmic Portfolio Optimization in Incomplete Markets

T. Goll, Thomas Goll, 2001 .

Optimal portfolios for logarithmic utility

Jan Kallsen, Thomas Goll, J. Kallsen, 2000 .