E. Robert Fernholz

From MaRDI portal
Person:1751970

Available identifiers

zbMath Open fernholz.robertDBLP136/0809WikidataQ19957772 ScholiaQ19957772MaRDI QIDQ1751970

List of research outcomes





PublicationDate of PublicationType
Data nuggets in supervised learning2024-09-16Paper
Permutation-weighted portfolios and the efficiency of commodity futures markets2023-04-27Paper
Zipf’s law for atlas models2020-12-11Paper
Instability and concentration in the distribution of wealth2018-11-01Paper
Volatility and arbitrage2018-05-25Paper
Stratonovich representation of semimartingale rank processes2017-04-30Paper
Identification of Atlas models2015-02-14Paper
A second-order stock market model2014-11-12Paper
Two Brownian particles with rank-based characteristics and skew-elastic collisions2014-04-28Paper
Planar diffusions with rank-based characteristics and perturbed Tanaka equations2013-06-19Paper
A forecasting model for stock market diversity2012-03-06Paper
The implied liquidity premium for equities2012-03-06Paper
Relative arbitrage in volatility-stabilized markets2012-03-05Paper
Hybrid Atlas models2011-05-11Paper
Stochastic Portfolio Theory: an Overview2009-06-05Paper
Atlas models of equity markets2006-07-10Paper
Diversity and relative arbitrage in equity markets2005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q45319682002-05-27Paper
Equity portfolios generated by functions of ranked market weights2002-03-13Paper
On the diversity of equity markets2000-09-21Paper
Continuity of non-stationary transition matrices1978-01-01Paper
Factorization of Radonifying transformations1977-01-01Paper
Measurable linear transformations on abstract Wiener spaces1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41469881977-01-01Paper
Bounds for Holomorphic Vector Fields1969-01-01Paper

Research outcomes over time

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