[1] A. H. Algoet, T. M. Cover: Asymptotic optimality and asymptotic equipartition properties of log-optimum investment. Ann. Probab. 16 (1988), 876-898. MR 0929084

[2] T. M. Cover: Universal portfolios. Math. Finance 1 (1991), 1-29. MR 1113417 | Zbl 0900.90052

[3] T. M. Cover, J. A. Thomas: Elements of Information Theory. Wiley, New York 1991. MR 1122806 | Zbl 0762.94001

[4] E. J. Elton, M. J. Gruber: Modern Portfolio Theory and Investment Analysis. Wiley, New York 1991.

[5] H. M. Markowitz: Portfolio selection. J. Finance 7 (1952), 77-91.

[6] G. Morvai, I. Vajda: A survey on log-optimum portfolio selection. In: Proceedings of Second European Congress on System Science, Vol. 3. Czech Society for Cybernetics and Informatics, Prague 1993 (in print).

[7] I. Vajda, F. Österreicher: Existence, uniqueness and evaluation of log-optimal investment portfolio. Kybernetika 22 (1993), 105-120. MR 1227745