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E. Robert Fernholz · Study
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Author
E. Robert Fernholz
4 works
· latest 2018
· 1 institutions
cluster: provisional
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4
Citations
485
Works here
4
02
12
18
Most cited in this library
Stochastic Portfolio Theory
2002 · 249 citations
Stochastic Portfolio Theory
2002 · 184 citations
Planar diffusions with rank-based characteristics and perturbed Tanaka equations
2012 · 29 citations
Volatility and arbitrage
2018 · 23 citations
Works
4 shown
Volatility and arbitrage
The Annals of Applied Probability
·
2018
·
3 authors
·
Open access
23
citations
Planar diffusions with rank-based characteristics and perturbed Tanaka equations
Probability Theory and Related Fields
·
2012
·
4 authors
·
Open access
29
citations
Stochastic Portfolio Theory
Springer eBooks
·
2002
·
1 author
·
chapter
249
citations
Stochastic Portfolio Theory
Springer eBooks
·
2002
·
1 author
·
book
184
citations