Growth optimal investment in horse race markets with costs

IEEE Transactions on Information Theory

Volumn 46, Issue 7, 2000, Pages 2675-2683

  Lyengar, Garud N ^a   Cover, Thomas M ^b  

^a Fu Foundation School of Engineering and Applied Science   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COST BENEFIT ANALYSIS; INVESTMENTS; MARKETING; MATHEMATICAL MODELS; OPTIMIZATION; PROBABILITY DISTRIBUTIONS; VECTORS;

GROWTH OPTIMALITY; HORSE RACE MARKETS; PROPORTIONAL TRANSACTION COSTS; UNIVERSAL INVESTMENTS;

INFORMATION THEORY;

EID: 0034316566     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/18.887881     Document Type: Article

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