Please provide a comprehensive list of citations on the subject of
Universal Portfolio Theory, and all related research.
As you read on, you will realize that I am asking for quite a a lot. A
truly comprehensive response can expect a generous tip.
Most of your citations will come from academic journals. The main
researcher in this field is professor Tom Cover of Stanford. If you
start with Tom Cover's articles, and see who he has cited, and who has cited
him, you will find most of what's out there. I expect you to examine
these cited articles for their citations. You should continue
following citations until you have exhausted all the relevant
research.
Start here:
http://yreka.stanford.edu/~cover/cover-papers.html
More background:
Universal Portfolio theory is a strange method that is hard to
classify. This research may be filed under finance, investing,
mathematical finance, game theory, information theory, statistics,
economics, econometrics, or electrical engineering, and possibly
others.
Related research, such as articles on game theory, or on "horse race
markets", are relevant, and should be included. Most articles on game
theory and horse race markets have nothing to do with Universal
Portfolios, so please be selective.
Universal Portfolio Theory grew out of research into data compression,
so related articles on this topic should be included as well. Again,
most research into data compression has nothing to do with Universal
Portfolios, so please be selective. Check Dr. Cover's citations in his
articles - this should show you where to look.
Universal Portfolio Theory is not widely used, but it is known to
portfolio managers and managers of hedge funds. Some information may
be available in references written for these specialists.
Insofar as it is possible, check for research papers that are awaiting
publication.
Please also look for technical books, and books and articles in the
popular press, and on the web. I know that I have given much more
attention to academic papers, but you must not overlook technical
books, books and articles in the popular press, and web sites.
If you copy any of these articles during your search, I will pay you
to fedex them to me. (I already have all the articles at
http://sitekreator.com/joshkramer/index.html
except for #10, so I don't need those. I can provide these articles to
you, but I will deduct my time and postage from your tip. You are
probably more efficient at finding these articles than I am at copying
them, so your best bet is to find them for yourself.)
Any additional information on accessing or purchasing the articles in
question would be helpful, though this is not a priority.
Thank you for your help!
Take care,
bizconsultant-ga |
