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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Annals of finance"
~person:"Fernholz, Robert"
~subject:"Allgemeines Gleichgewicht"
~subject:"Expected utility"
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Portfolio selection
Allgemeines Gleichgewicht
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Fernholz, Robert
Grant, Simon
5
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4
Gul, Faruk
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4
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Journal of economic theory
Annals of finance
Applications of mathematics : stochastic modelling and applied probability
1
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Journal of mathematical economics
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Mathematical modeling and numerical methods in finance : special volume
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Permutation-weighted portfolios and the efficiency of commodity futures markets
Fernholz, Ricardo T.
;
Fernholz, Robert
- In:
Annals of finance
18
(
2022
)
1
,
pp. 81-108
Persistent link: https://www.econbiz.de/10013194634
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2
A second-order stock market model
Fernholz, Robert
;
Ichiba, Tomoyuki
;
Karatzas, Ioannis
- In:
Annals of finance
9
(
2013
)
3
,
pp. 439-454
Persistent link: https://www.econbiz.de/10009776425
Saved in:
3
Relative arbitrage in volatility-stabilized markets
Fernholz, Robert
;
Karatzas, Ioannis
- In:
Annals of finance
1
(
2005
)
2
,
pp. 149-177
Persistent link: https://www.econbiz.de/10002713164
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