Growth optimal investment in horse race markets with costs
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Publication:4545815
DOI10.1109/18.887881zbMATH Open1050.91043OpenAlexW2162095888MaRDI QIDQ4545815FDOQ4545815
Authors: G. Iyengar, Thomas M. Cover 
Publication date: 2000
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.887881
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- An explicit solution to the problem of optimizing the allocations of a bettor's wealth when wagering on horse races
- The value of information for populations in varying environments
- A mathematical analysis of an exchange-traded horse race betting fund with deterministic payoff betting strategy for institutional investment to challenge EMH
- UNIVERSAL INVESTMENT IN MARKETS WITH TRANSACTION COSTS
- Von Neumann–Gale model, market frictions and capital growth
- Growth Optimal Investment with Transaction Costs
- Online portfolio selection
- Portfolio management without probabilities or statistics
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