Competitive Optimality of Logarithmic Investment
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Publication:3885563
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(35)- Some Aspects of Information Theory in Gambling and Economics
- Allocation games with caps: from Captain Lotto to all-pay auctions
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients
- Non-symmetric discrete General Lotto games
- Asymptotic Theory of Information-Theoretic Experimental Design
- An approach to simple bargaining games and related problems
- Uniqueness of optimal strategies in Captain Lotto games
- Using the Kelly criterion for investing
- The asset market game
- Persuasion with ambiguous receiver preferences
- Online portfolio selection: a survey
- The multiplayer Colonel Blotto game
- Constant rebalanced portfolios and side-information
- Tail risk constraints and maximum entropy
- Empirical Bayes stock market portfolios
- Game-theoretic optimal portfolios for jump diffusions
- On asymptotic log-optimal portfolio optimization
- Exact minimax estimation of the predictive density in sparse Gaussian models
- Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets
- Jarzynski-type equalities in gambling: role of information in capital growth
- From duels to battlefields: computing equilibria of Blotto and other games
- Investment strategies in the long run with proportional transaction costs and a HARA utility function
- A preference foundation for log mean-variance criteria in portfolio choice problems
- Asset market games of survival: a synthesis of evolutionary and dynamic games
- Discrete Colonel Blotto and general lotto games
- High-risk and competitive investment models
- Online Portfolio Optimization with Risk Control
- Adaptive bet-hedging revisited: considerations of risk and time horizon
- Performance of investment strategies in the absence of correct beliefs
- Almost sure Nash equilibrium strategies in evolutionary models of asset markets
- Economic Darwinism: Who has the best probabilities?
- Statistical properties of estimators for the log-optimal portfolio
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices.
- High dimensional Markovian trading of a single stock
- Generalizations of the General Lotto and Colonel Blotto games
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