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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. 1-27
Persistent link: https://www.econbiz.de/10002497054
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2
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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