Narrow search
Showing 1 - 10 of 15
Cover Image
Portfolio generating functions
Fernholz, Robert - 1999
Persistent link: https://www.econbiz.de/10001491273
Cover Image
Equity portfolios generated by functions of ranked market weights
Fernholz, Robert - In: Finance and stochastics 5 (2001) 4, pp. 469-486
Persistent link: https://www.econbiz.de/10001614600
Cover Image
On the diversity of equity markets
Fernholz, Robert - In: Journal of mathematical economics 31 (1999) 3, pp. 393-417
Persistent link: https://www.econbiz.de/10001418991
Cover Image
Diversity and relative arbitrage in equity markets
Fernholz, Robert; Karatzas, Ioannis; Kardaras, Constantinos - In: Finance and stochastics 9 (2005) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10002497054
Cover Image
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
Cover Image
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
Cover Image
Instability and concentration in the distribution of wealth
Fernholz, Ricardo T.; Fernholz, Robert - In: Journal of economic dynamics & control 44 (2014), pp. 251-269
Persistent link: https://www.econbiz.de/10010473533
Cover Image
A forecasting model for stock market diversity
Audrino, Francesco; Fernholz, Robert; Ferretti, Roberto G. - In: Annals of finance 3 (2007) 2, pp. 213-240
Persistent link: https://www.econbiz.de/10003425362
Cover Image
The implied liquidity premium for equities
Fernholz, Robert; Karatzas, Ioannis - In: Annals of finance 2 (2006) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10003229735
Cover Image
Stochastic portfolio theory : an overview
Karatzas, Ioannis; Fernholz, Robert - 2009
Persistent link: https://www.econbiz.de/10003826916