Erik Ordentlich, Thomas M. Cover. The Cost of Achieving the Best Portfolio in Hindsight. Math. Oper. Res., 23(4):960-982, 1998. [doi]
@article{OrdentlichC98,
title = {The Cost of Achieving the Best Portfolio in Hindsight},
author = {Erik Ordentlich and Thomas M. Cover},
year = {1998},
doi = {10.1287/moor.23.4.960},
url = {http://dx.doi.org/10.1287/moor.23.4.960},
researchr = {https://researchr.org/publication/OrdentlichC98},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {23},
number = {4},
pages = {960-982},
}