Robert Fernholz

Publication Activity (10 Years)

Years Active: 2001-2020
Publications (10 Years): 1

Top Topics

Complex Systems

Statistical Model

Genetic Algorithm

Top Venues

J. Appl. Probab.

Publications

Ricardo T. Fernholz, Robert Fernholz
Zipf's law for atlas models. J. Appl. Probab. 57 (4) (2020)
Robert Fernholz, Ioannis Karatzas, Constantinos Kardaras
Diversity and relative arbitrage in equity markets. Finance Stochastics 9 (1) (2005)
Robert Fernholz
Equity portfolios generated by functions of ranked market weights. Finance Stochastics 5 (4) (2001)