Existence, uniqueness and evaluation of log-optimal investment portfolio. Vajda, I. & Österreicher, F. Kybernetika, 29(2):105-120, 1993.
Existence, uniqueness and evaluation of log-optimal investment portfolio. [link]Link  Existence, uniqueness and evaluation of log-optimal investment portfolio. [link]Paper  bibtex   
@article{journals/kybernetika/VajdaO93,
  added-at = {2015-12-02T00:00:00.000+0100},
  author = {Vajda, Igor and Österreicher, Ferdinand},
  biburl = {http://www.bibsonomy.org/bibtex/2634b8bf007c149ccc99252f4fbc2b7a3/dblp},
  ee = {http://www.kybernetika.cz/content/1993/2/105},
  interhash = {f2a7cf33d8ef5073102f17f325d041e6},
  intrahash = {634b8bf007c149ccc99252f4fbc2b7a3},
  journal = {Kybernetika},
  keywords = {dblp},
  number = 2,
  pages = {105-120},
  timestamp = {2015-12-03T11:34:18.000+0100},
  title = {Existence, uniqueness and evaluation of log-optimal investment portfolio.},
  url = {http://dblp.uni-trier.de/db/journals/kybernetika/kybernetika29.html#VajdaO93},
  volume = 29,
  year = 1993
}

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