An Algorithm for Maximizing Expected Log Investment Return

IEEE Transactions on Information Theory

Volumn 30, Issue 2, 1984, Pages 369-373

  Cover, Thomas M ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

INVESTMENT RETURN;

OPTIMIZATION;

EID: 0021393382     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/TIT.1984.1056869     Document Type: Article

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