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Expert opinions and logarithmic utility maximization in a market with Gaussian drift
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Expert opinions and logarithmic utility maximization in a market with Gaussian drift (2014)Expert opinions and logarithmic utility m…Mathematical Methods of Operations Research. (1961)Mathematical Methods of Opera…On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of Ishares (2006)Algorithms for Adversarial Bandit Problems with Multiple Plays (2010)Applications of Mean Field Games in financial engineering and economic theory (2021)
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  • 1961Mathematical Methods of Operations Research.120 cited

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