L. Gerencseer, Miklós Rásonyi, C. S. Szepesvari, Zsuzsanna Vágó. Log-optimal currency portfolios and control Lyapunov exponents. In 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, CDC/ECC 2005, Seville, Spain, 12-15 December, 2005. pages 1764-1769, IEEE, 2005. [doi]
Abstract is missing.