EMPIRICAL BAYES STOCK-MARKET PORTFOLIOS

[1] Arrow Kenneth J., 1974, ESSAYS THEORY RISK B

[2] COMPETITIVE OPTIMALITY OF LOGARITHMIC INVESTMENT [J]. MATHEMATICS OF OPERATIONS RESEARCH, 1980, 5 (02) : 161 - 166

[3] Blackwell D., 1956, PACIFIC J MATH, V6, P1, DOI [10.2140/pjm.1956.6.1, DOI 10.2140/PJM.1956.6.1]

[4] BLACKWELL D, 1956, J P INT C MATH, V3, P336

[5] BREIMAN L, 1961, 4TH P BERK S MATH ST, V1, P65

[6] Cover T. M., 1984, IEEE Transactions on Information Theory, VIT-30, P369, DOI 10.1109/TIT.1984.1056869

[7] OPTIMAL STRATEGIES FOR REPEATED GAMES [J]. ADVANCES IN APPLIED PROBABILITY, 1981, 13 (02) : 415 - 428

[8] HAKANSSON NH, 1979, TIMS STUDIES MANAGEM, V11, P169

[9] ASYMPTOTIC SOLUTIONS OF THE COMPOUND DECISION PROBLEM FOR 2 COMPLETELY SPECIFIED DISTRIBUTIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1955, 26 (01): : 37 - 51

[10] PORTFOLIO SELECTION [J]. JOURNAL OF FINANCE, 1952, 7 (01) : 77 - 91

[1] Arrow Kenneth J., 1974, ESSAYS THEORY RISK B

[2] COMPETITIVE OPTIMALITY OF LOGARITHMIC INVESTMENT [J]. MATHEMATICS OF OPERATIONS RESEARCH, 1980, 5 (02) : 161 - 166

[3] Blackwell D., 1956, PACIFIC J MATH, V6, P1, DOI [10.2140/pjm.1956.6.1, DOI 10.2140/PJM.1956.6.1]

[4] BLACKWELL D, 1956, J P INT C MATH, V3, P336

[5] BREIMAN L, 1961, 4TH P BERK S MATH ST, V1, P65

[6] Cover T. M., 1984, IEEE Transactions on Information Theory, VIT-30, P369, DOI 10.1109/TIT.1984.1056869

[7] OPTIMAL STRATEGIES FOR REPEATED GAMES [J]. ADVANCES IN APPLIED PROBABILITY, 1981, 13 (02) : 415 - 428

[8] HAKANSSON NH, 1979, TIMS STUDIES MANAGEM, V11, P169

[9] ASYMPTOTIC SOLUTIONS OF THE COMPOUND DECISION PROBLEM FOR 2 COMPLETELY SPECIFIED DISTRIBUTIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1955, 26 (01): : 37 - 51

[10] PORTFOLIO SELECTION [J]. JOURNAL OF FINANCE, 1952, 7 (01) : 77 - 91