Universal Portfolios with Side Information

IEEE Transactions on Information Theory

Volumn 42, Issue 2, 1996, Pages 348-363

  Cover, Thomas M ^a,b   Ordentlich, Erik ^a,b  

^a STANFORD UNIVERSITY   (United States)

^b Stanford University   (United States)

Author keywords

Portfolio theory; Side information; Universal data compression; Universal investment

Indexed keywords

ALGORITHMS; DATA COMPRESSION; MARKETING; PROBABILITY; VECTORS;

PORTFOLIO THEORY; SIDE INFORMATION; UNIVERSAL DATA COMPRESSION; UNIVERSAL INVESTMENT;

INFORMATION THEORY;

EID: 0030107156     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/18.485708     Document Type: Article

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