Thomas M. Cover, Erik Ordentlich. Universal portfolios with side information. IEEE Transactions on Information Theory, 42(2):348-363, 1996.
@article{CoverO96, title = {Universal portfolios with side information}, author = {Thomas M. Cover and Erik Ordentlich}, year = {1996}, researchr = {https://researchr.org/publication/CoverO96}, cites = {0}, citedby = {0}, journal = {IEEE Transactions on Information Theory}, volume = {42}, number = {2}, pages = {348-363}, }