Universal Portfolio Selection

V. G. Vovk, Chris Watkins. Universal Portfolio Selection. In COLT. pages 12-23, 1998. [doi]

@inproceedings{VovkW98,
  title = {Universal Portfolio Selection},
  author = {V. G. Vovk and Chris Watkins},
  year = {1998},
  doi = {10.1145/279943.279947},
  url = {http://doi.acm.org/10.1145/279943.279947},
  researchr = {https://researchr.org/publication/VovkW98},
  cites = {0},
  citedby = {0},
  pages = {12-23},
  booktitle = {COLT},
}