"Universal portfolios with side information."

Thomas M. Cover, Erik Ordentlich (1996)

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DOI: 10.1109/18.485708

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type: Journal Article

metadata version: 2020-03-10

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Thomas M. Cover, Erik Ordentlich:
Universal portfolios with side information. IEEE Trans. Inf. Theory 42(2): 348-363 (1996)

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