This first one is one combining binary predictions, such as those generated
by technical trading signals. There's lots more on this topic.
"How to Use Expert Advice",
N. Cesa-Bianchi, Y. Freund, D. Haussler, D. Helmbold, M. Warmuth.
The rest are more directly about portfolio optimization.
"On-line Portfolio Selection Using Multiplicative Updates",
D. Helmbold, R. Schapire, Y. Singer, M. Warmuth.
"Universal Portfolios with and Without Transaction Costs",
A. Blum, A. Kalai
"Can We Learn
to Beat the Best Stock",
A. Borodin, R. El-Yaniv, V. Gogan.