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Crossovers, Dividends, and the Size Effect
Fernholz, Robert - In: Financial analysts' journal : FAJ 54 (1998) 3, pp. 73
Persistent link: https://www.econbiz.de/10006306542
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On the diversity of equity markets
Fernholz, Robert - In: Journal of mathematical economics 31 (1999) 3, pp. 393
Persistent link: https://www.econbiz.de/10006052494
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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/10008216792
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Diversity and relative arbitrage in equity markets
Fernholz, Robert; Karatzas, Ioannis; Kardaras, Constantinos - In: Finance and stochastics 9 (2005) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10008222978
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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/10010152352
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Diversity-Weighted Indexing
Fernholz, Robert; Garvy, Robert; Hannon, John - In: The journal of portfolio management : a publication of … 24 (1998) 2, pp. 74-82
Persistent link: https://www.econbiz.de/10007360845