%0 Journal Article %1 Goll2000 %A Goll, Thomas %A Kallsen, Jan %D 2000 %J Stochastic Processes and their Applications %K Portfolio optimization %N 1 %P 31--48 %T Optimal portfolios for logarithmic utility %U http://www.sciencedirect.com/science/article/B6V1B-40V4FGP-2/1/067c9a1e755e92b694694b13024ad701 %V 89

@article{Goll2000, added-at = {2008-04-22T14:25:45.000+0200}, author = {Goll, Thomas and Kallsen, Jan}, biburl = {https://www.bibsonomy.org/bibtex/21c5c8eba083d4c0e3274f3c1f774d353/smicha}, description = {Stochastic Processes and their Applications}, interhash = {b01a029b51826623dbe8497024bf804b}, intrahash = {1c5c8eba083d4c0e3274f3c1f774d353}, journal = {Stochastic Processes and their Applications}, keywords = {Portfolio optimization}, month = Sep, number = 1, pages = {31--48}, timestamp = {2008-04-22T14:31:25.000+0200}, title = {Optimal portfolios for logarithmic utility}, url = {http://www.sciencedirect.com/science/article/B6V1B-40V4FGP-2/1/067c9a1e755e92b694694b13024ad701}, volume = 89, year = 2000 }