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E. Robert Fernholz, PhD : Stoc...
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Stochastic process
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Stochastischer Prozess
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Aktienmarkt
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Fernholz, Robert
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Karatzas, Ioannis
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Annals of finance
2
Applications of mathematics : stochastic modelling and applied probability
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Finance and stochastics
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Mathematical modeling and numerical methods in finance : special volume
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ECONIS (ZBW)
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1
Stochastic portfolio theory
Fernholz, Robert
-
2002
Persistent link: https://www.econbiz.de/10001660942
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2
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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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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4
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:
5
Stochastic portfolio theory : an overview
Karatzas, Ioannis
;
Fernholz, Robert
-
2009
Persistent link: https://www.econbiz.de/10003826916
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