Work

An algorithm for maximizing expected log investment return

Year: 1984

Type: article

Source: IEEE Transactions on Information Theory

DOI: 10.1109/tit.1984.1056869

Author: T. Cover

Institution: Stanford University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2014116058

FWCI: 3.525

Cites: 25

Cited by: 148

Related to: 10