Robert Fernholz

Identifiers

• name variant Robert Fernholz 0.60 · backfill

Papers (12)

1. Diversification, Volatility, and Surprising Alpha q-fin.PM · 2018 · author #2
2. Numeraire markets q-fin.MF · 2018 · author #1
3. Stratonovich representation of semimartingale rank processes math.PR · 2017 · author #1
4. A new decomposition of portfolio return q-fin.MF · 2016 · author #1
5. A Rank-Based Approach to Zipf's Law q-fin.EC · 2016 · author #2
6. Variations on an example of Karatzas and Ruf q-fin.MF · 2015 · author #1
7. An example of short-term relative arbitrage q-fin.MF · 2015 · author #1
8. Identification of Atlas models q-fin.MF · 2015 · author #1
9. A second-order stock market model q-fin.ST · 2013 · author #1
10. Hybrid Atlas models math.PR · 2009 · author #5
11. Diversity and relative arbitrage in equity markets q-fin.PM · 2008 · author #1
12. Atlas models of equity markets math.PR · 2006 · author #2

Mentions

• 1302.3870 #1 · backfill · confidence 0.70 Robert Fernholz
• 0909.0065 #5 · backfill · confidence 0.70 Robert Fernholz
• 0803.3093 #1 · backfill · confidence 0.70 Robert Fernholz

Frequent Coauthors

• Ioannis Karatzas 4 shared papers
• Adrian Banner 2 shared papers
• Tomoyuki Ichiba 2 shared papers
• Vassilios Papathanakos 2 shared papers
• Adrian D. Banner 1 shared papers
• Constantinos Kardaras 1 shared papers
• David Schofield 1 shared papers
• Johannes Ruf 1 shared papers
• Ricardo T. Fernholz 1 shared papers