E. Robert Fernholz

zbMath Openfernholz.robertDBLP136/0809WikidataQ19957772 ScholiaQ19957772MaRDI QIDQ1751970

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Data nuggets in supervised learning	2024-09-16	Paper
Permutation-weighted portfolios and the efficiency of commodity futures markets Annals of Finance	2023-04-27	Paper
Zipf's law for Atlas models Journal of Applied Probability	2020-12-11	Paper
Instability and concentration in the distribution of wealth Journal of Economic Dynamics and Control	2018-11-01	Paper
Volatility and arbitrage The Annals of Applied Probability	2018-05-25	Paper
Stratonovich representation of semimartingale rank processes	2017-04-30	Paper
Identification of Atlas models	2015-02-14	Paper
A second-order stock market model Annals of Finance	2014-11-12	Paper
Two Brownian particles with rank-based characteristics and skew-elastic collisions Stochastic Processes and their Applications	2014-04-28	Paper
Planar diffusions with rank-based characteristics and perturbed Tanaka equations Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2013-06-19	Paper
A forecasting model for stock market diversity Annals of Finance	2012-03-06	Paper
The implied liquidity premium for equities Annals of Finance	2012-03-06	Paper
Relative arbitrage in volatility-stabilized markets Annals of Finance	2012-03-05	Paper
Hybrid Atlas models The Annals of Applied Probability	2011-05-11	Paper
Stochastic Portfolio Theory: an Overview Special Volume: Mathematical Modeling and Numerical Methods in Finance	2009-06-05	Paper
Atlas models of equity markets The Annals of Applied Probability	2006-07-10	Paper
Diversity and relative arbitrage in equity markets Finance and Stochastics	2005-05-20	Paper
scientific article; zbMATH DE number 1746020 (Why is no real title available?)	2002-05-27	Paper
Equity portfolios generated by functions of ranked market weights Finance and Stochastics	2002-03-13	Paper
On the diversity of equity markets Journal of Mathematical Economics	2000-09-21	Paper
Continuity of non-stationary transition matrices Stochastic Processes and their Applications	1978-01-01	Paper
Factorization of Radonifying transformations Pacific Journal of Mathematics	1977-01-01	Paper
Measurable linear transformations on abstract Wiener spaces Journal of Multivariate Analysis	1977-01-01	Paper
scientific article; zbMATH DE number 3577595 (Why is no real title available?)	1977-01-01	Paper
Bounds for Holomorphic Vector Fields	1969-01-01	Paper

Research outcomes over time

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