References
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[2]
Samuelson, P., “The Fallacy of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling”, Proceedings of the National Academy of Sciences
68 (10), 24932496 (1971).  [3] Samuelson, P., “Why we should not make mean log of wealth big though years to act are long”, Journal of Banking and Finance 3, 305307 (1979).
 [4] Rényi, A., “On measures of entropy and information”. Proceedings of the fourth Berkeley Symposium on Mathematics, Statistics and Probability, 547561 (1961).
 [5] von Neumann, J. and Morgenstern, O., “Theory of Games and Economic Behaviour”, Princeton (1944, 2nd ed. 1947, 3rd ed. 1953).

[6]
Soklakov, A., “Elasticity theory of structuring”, Risk, December, 8186 (2016).
[Also available online at arXiv:1304.7535] 
[7]
Bernoulli, D.,“Specimen Theoriae Nova de Mensura Sortis” (1738),
reprinted in Econometrica Bernoulli (1954).  [8] Soklakov, A., “One trade at a time – unraveling the equity premium puzzle”, preprint arXiv:1507.07214 (2015).