| 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 |
