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Goll, Thomas

Co-Author Distance
Author ID: goll.thomas Recent zbMATH articles by "Goll, Thomas"
Published as: Goll, Thomas
Documents Indexed: 4 Publications since 2000, including 1 Book
Co-Authors: 2 Co-Authors with 3 Joint Publications
101 Co-Co-Authors

Co-Authors

1 single-authored
2 Kallsen, Jan
1 Rüschendorf, Ludger

Serials

1 The Annals of Applied Probability
1 Stochastic Processes and their Applications
1 Finance and Stochastics

Fields

4 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
3 Probability theory and stochastic processes (60-XX)
1 Systems theory; control (93-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

3 Publications have been cited 160 times in 139 Documents Cited by ▼ Year ▼
Minimax and minimal distance martingale measures and their relationship to portfolio optimization. Zbl 0997.91022
Goll, Thomas; Rüschendorf, Ludger
56
2001
Optimal portfolios for logarithmic utility. Zbl 1048.91064
Goll, Thomas; Kallsen, Jan
53
2000
A complete explicit solution to the log-optimal portfolio problem. Zbl 1034.60047
Goll, Thomas; Kallsen, Jan
51
2003
A complete explicit solution to the log-optimal portfolio problem. Zbl 1034.60047
Goll, Thomas; Kallsen, Jan
51
2003
Minimax and minimal distance martingale measures and their relationship to portfolio optimization. Zbl 0997.91022
Goll, Thomas; Rüschendorf, Ludger
56
2001
Optimal portfolios for logarithmic utility. Zbl 1048.91064
Goll, Thomas; Kallsen, Jan
53
2000
all cited Publications top 5 cited Publications
all top 5

Cited by 186 Authors

10 Kallsen, Jan
9 Platen, Eckhard
7 Choulli, Tahir
6 Muhle-Karbe, Johannes
6 Stricker, Christophe
5 Kardaras, Constantinos
4 Guasoni, Paolo
4 Mostovyi, Oleksii
4 Rüschendorf, Ludger
4 Serrano, Rafael
4 Vostrikova, Lioudmila
3 Nutz, Marcel
3 Zhu, Songping
2 Benth, Fred Espen
2 Bergenthum, Jan
2 Černý, Aleš
2 Christensen, Morten Mosegaard
2 Glau, Kathrin
2 Grbac, Zorana
2 Guo, Ivan
2 Hubalek, Friedrich
2 Ivanov, Misha Yu
2 Korn, Ralf
2 Lindberg, Carl
2 Mai, Jan-Frederik
2 Owari, Keita
2 Rheinländer, Thorsten
2 Ruf, Johannes
2 Santacroce, Marina
2 Sass, Jörn
2 Schachermayer, Walter
2 Schäl, Manfred
2 Scherer, Matthias
2 Schweizer, Martin
2 Seifried, Frank Thomas
2 Sgarra, Carlo
2 Słomczyński, Wojciech
2 Vierthauer, Richard
2 Wang, Gu
2 Xu, Mingxin
2 Yang, Junjian
2 Yansori, Sina
2 Zastawniak, Tomasz
1 Altay, Sühan
1 Backhoff Veraguas, Julio D.
1 Benedetti, Giuseppe
1 Bernard, Carole
1 Biagini, Francesca
1 Bickel, J. Eric
1 Blagoeva, Aleksandra
1 Branger, Nicole
1 Bruti-Liberati, Nicola
1 Buckley, Winston S.
1 Bühlmann, Hans
1 Callegaro, Giorgia
1 Campi, Luciano
1 Castillo, Camilo
1 Cawston, Suzanne
1 Chen, Xu
1 Ciommi, Mariateresa
1 Colaneri, Katia
1 Cont, Rama
1 Corcuera, José Manuel
1 Cretarola, Alessandra
1 Criens, David
1 Czichowsky, Christoph
1 Delbaen, Freddy
1 Delong, Łukasz
1 Di Nunno, Giulia
1 Di Tella, Paolo
1 Dong, Yuchao
1 Dostál, Petr
1 Durante, Fabrizio
1 Eksi, Zehra
1 Ellanskaya, Anastasia
1 Engelbert, Hans-Jürgen
1 Ewald, Christian-Oliver
1 Feodoria, Mark-Roman
1 Fontbona, Joaquin
1 Fujimoto, Kazufumi
1 Fujiwara, Tsukasa
1 Gaigi, M’hamed
1 Gerhold, Stefan
1 Gerrard, Russell
1 Goll, Thomas
1 Grandits, Peter
1 Gu, Lingqi
1 Guerra, João M. E.
1 Gundel, Anne
1 Haley, M. Ryan
1 Hamza, Kais
1 Harańczyk, Grzegorz
1 He, Xinjiang
1 He, Xuedong
1 Heß, Markus
1 Hobson, David Graham
1 Hong, Yi
1 Jeanblanc, Monique
1 Jin, Xing
1 Junca, Mauricio
...and 86 more Authors
all top 5

Cited in 50 Serials

13 Mathematical Finance
12 Finance and Stochastics
9 The Annals of Applied Probability
8 Mathematics and Financial Economics
7 International Journal of Theoretical and Applied Finance
7 Quantitative Finance
6 Stochastic Processes and their Applications
6 Asia-Pacific Financial Markets
5 Theory of Probability and its Applications
5 Decisions in Economics and Finance
4 Journal of Applied Probability
4 European Journal of Operational Research
4 Stochastics
3 Insurance Mathematics & Economics
3 Stochastic Analysis and Applications
2 Journal of Economic Dynamics & Control
2 Applied Mathematical Finance
2 SIAM Journal on Financial Mathematics
2 Dependence Modeling
1 Advances in Applied Probability
1 Journal of Mathematical Analysis and Applications
1 Lithuanian Mathematical Journal
1 Moscow University Mathematics Bulletin
1 The Annals of Probability
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 Journal of Mathematical Economics
1 Journal of Optimization Theory and Applications
1 Kybernetika
1 Operations Research
1 Acta Mathematicae Applicatae Sinica. English Series
1 Probability Theory and Related Fields
1 Econometric Reviews
1 Annals of Operations Research
1 Communications in Statistics. Theory and Methods
1 Computational and Applied Mathematics
1 Electronic Journal of Probability
1 Open Systems & Information Dynamics
1 Mathematical Methods of Operations Research
1 Stochastic Models
1 Acta Mathematica Scientia. Series A. (Chinese Edition)
1 ASTIN Bulletin
1 Review of Derivatives Research
1 Proceedings of the Steklov Institute of Mathematics
1 Advances in Data Analysis and Classification. ADAC
1 Discrete and Continuous Dynamical Systems. Series S
1 Annals of Finance
1 Statistics & Risk Modeling
1 Modern Stochastics. Theory and Applications
1 Frontiers of Mathematical Finance
all top 5

Cited in 18 Fields

131 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
93 Probability theory and stochastic processes (60-XX)
21 Systems theory; control (93-XX)
13 Statistics (62-XX)
6 Operations research, mathematical programming (90-XX)
5 Calculus of variations and optimal control; optimization (49-XX)
4 Information and communication theory, circuits (94-XX)
2 Partial differential equations (35-XX)
2 Functional analysis (46-XX)
1 History and biography (01-XX)
1 Dynamical systems and ergodic theory (37-XX)
1 Approximations and expansions (41-XX)
1 Integral transforms, operational calculus (44-XX)
1 Operator theory (47-XX)
1 Numerical analysis (65-XX)
1 Computer science (68-XX)
1 Fluid mechanics (76-XX)
1 Statistical mechanics, structure of matter (82-XX)

Citations by Year