Universal Portfolios
Data up to Jan 2025
Total Citations Per Year
Abstract
References (22)
Essays in the Theory of Risk-Bearing.
1972 • 4,221 citations
Portfolio Selection
1952 • 4,159 citations
A Simplified Model for Portfolio Analysis
1963 • 2,673 citations
Lifetime Portfolio Selection By Dynamic Stochastic Programming
1969 • 1,665 citations
A New Interpretation of Information Rate
1956 • 1,535 citations
Optimal Multiperiod Portfolio Policies
1968 • 762 citations
An analog of the minimax theorem for vector payoffs
1956 • 751 citations
General Proof that Diversification Pays
1967 • 385 citations
Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment
1988 • 359 citations
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
1974 • 277 citations
INVESTMENT FOR THE LONG RUN: NEW EVIDENCE FOR AN OLD RULE
1976 • 206 citations
A convergent gambling estimate of the entropy of English
1978 • 186 citations
Competitive Optimality of Logarithmic Investment
1980 • 159 citations
An algorithm for maximizing expected log investment return
1984 • 145 citations
Why we should not make mean log of wealth big though years to act are long
1979 • 142 citations
Game-Theoretic Optimal Portfolios
1988 • 98 citations
Optimal strategies for repeated games
1981 • 78 citations
Empirical Bayes stock market portfolios
1986 • 76 citations
Asymptotic Solutions of the Compound Decision Problem for Two Completely Specified Distributions
1955 • 64 citations
A bound on the financial value of information
1988 • 62 citations
PORTFOLIO CHOICE AND THE KELLY CRITERION
2011 • 55 citations
Portfolio theory, 25 years after: Essays in honor of Harry Markowitz
1980 • 15 citations