E. Robert Fernholz

Available identifiers

zbMath Open fernholz.robertDBLP136/0809WikidataQ19957772 ScholiaQ19957772MaRDI QIDQ1751970

List of research outcomes

Publication	Date of Publication	Type
Data nuggets in supervised learning	2024-09-16	Paper
Permutation-weighted portfolios and the efficiency of commodity futures markets	2023-04-27	Paper
Zipf’s law for atlas models	2020-12-11	Paper
Instability and concentration in the distribution of wealth	2018-11-01	Paper
Volatility and arbitrage	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	2014-11-12	Paper
Two Brownian particles with rank-based characteristics and skew-elastic collisions	2014-04-28	Paper
Planar diffusions with rank-based characteristics and perturbed Tanaka equations	2013-06-19	Paper
A forecasting model for stock market diversity	2012-03-06	Paper
The implied liquidity premium for equities	2012-03-06	Paper
Relative arbitrage in volatility-stabilized markets	2012-03-05	Paper
Hybrid Atlas models	2011-05-11	Paper
Stochastic Portfolio Theory: an Overview	2009-06-05	Paper
Atlas models of equity markets	2006-07-10	Paper
Diversity and relative arbitrage in equity markets	2005-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q4531968	2002-05-27	Paper
Equity portfolios generated by functions of ranked market weights	2002-03-13	Paper
On the diversity of equity markets	2000-09-21	Paper
Continuity of non-stationary transition matrices	1978-01-01	Paper
Factorization of Radonifying transformations	1977-01-01	Paper
Measurable linear transformations on abstract Wiener spaces	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4146988	1977-01-01	Paper
Bounds for Holomorphic Vector Fields	1969-01-01	Paper

Research outcomes over time

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