Universal portfolios with side information

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},
}