Open Access
Issue
ITM Web Conf.
Volume 36, 2021
The 16th IMT-GT International Conference on Mathematics, Statistics and their Applications (ICMSA 2020)
Article Number 02003
Number of page(s) 8
Section Financial Mathematics
DOI https://doi.org/10.1051/itmconf/20213602003
Published online 26 January 2021
  1. D. Bernoulli, Econometrica 22(1), 23–36 (1954) [CrossRef] [Google Scholar]
  2. J.L. Kelly, BSTJAN 35(4), 917–926 (1956) [Google Scholar]
  3. L. Breiman, Optimal gambling systems for favorable games, in Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, 1, 65–78 (1961) [Google Scholar]
  4. E.O. Thorp, Rev. Inst. Int. Stat. 37(3), 273–293 (1969) [CrossRef] [Google Scholar]
  5. H.A. Latané, J. Polit. Econ. 67(2), 144–155 (1959) [CrossRef] [Google Scholar]
  6. H. Markowitz, J. Finance 7(1), 77–91 (1952) [Google Scholar]
  7. W.F. Sharpe, Manage Sci. 9(2), 277–293 (1963) [CrossRef] [Google Scholar]
  8. R. Bell, T.M. Cover, Manage Sci. 34(6), 724–733 (1988) [CrossRef] [Google Scholar]
  9. T.M. Cover, IEEE Trans. Inf. Theory 30(2), 369–373 (1984) [CrossRef] [Google Scholar]
  10. T.M. Cover, D.H. Gluss, Adv. Appl. Math. 7(2), 170–181 (1986) [CrossRef] [Google Scholar]
  11. P.H. Algoet, T.M. Cover, Ann. Probab. 16(2), 876–898 (1988) [CrossRef] [MathSciNet] [Google Scholar]
  12. P.H. Algoet, Ann. Probab. 20(2), 901–941 (1992) [CrossRef] [Google Scholar]
  13. T.M. Cover, Math. Financ. 1, 1–29 (1991) [CrossRef] [Google Scholar]
  14. T.M. Cover, E. Ordentlich, IEEE Trans. Inf. Theory 42(2), 348–363 (1996) [CrossRef] [Google Scholar]
  15. D.P. Helmbold, R.E. Shapire, Y. Singer, M.K. Warmuth, Math. Financ. 8(4), 325–347 (1998) [CrossRef] [Google Scholar]
  16. C.P. Tan, Y.J. Lee, IOSR-JM 15(3), 24-28 (2019) [Google Scholar]
  17. I. Sason, S. Verdú, IEEE Trans. Inf. Theory 62(11), 5973–6006 (2016) [CrossRef] [Google Scholar]
  18. C.P. Tan, K.S. Kuang, IOSR-JM 14, 19–25 (2018) [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.