S
Zodix
Study
Academic Library
Search
Shelves
Open access
Sign in
Search or jump to…
⌘K
Robert Fernholz · Study
Home
/
Author
Robert Fernholz
11 works
· latest 2012
· 3 institutions
cluster: provisional
Follow
Claim this profile
h-index
11
i10
11
Citations
1,033
Works here
11
82
98
99
01
04
05
07
09
11
12
Most cited in this library
Stochastic Portfolio Theory: an Overview
2009 · 169 citations
Atlas models of equity markets
2005 · 148 citations
Stochastic Portfolio Theory and Stock Market Equilibrium
1982 · 133 citations
Hybrid Atlas models
2011 · 117 citations
Relative arbitrage in volatility-stabilized markets
2005 · 113 citations
Works
11 shown
A second-order stock market model
Annals of Finance
·
2012
·
3 authors
28
citations
Hybrid Atlas models
The Annals of Applied Probability
·
2011
·
5 authors
·
Open access
117
citations
Stochastic Portfolio Theory: an Overview
Handbook of numerical analysis
·
2009
·
2 authors
·
chapter
169
citations
The Statistics of Statistical Arbitrage
Financial Analysts Journal
·
2007
·
2 authors
53
citations
Atlas models of equity markets
The Annals of Applied Probability
·
2005
·
3 authors
·
Open access
148
citations
Relative arbitrage in volatility-stabilized markets
Annals of Finance
·
2005
·
2 authors
113
citations
Diversity and relative arbitrage in equity markets
Finance and Stochastics
·
2004
·
3 authors
95
citations
Equity portfolios generated by functions of ranked market weights
Finance and Stochastics
·
2001
·
1 author
41
citations
PORTFOLIO GENERATING FUNCTIONS
WORLD SCIENTIFIC eBooks
·
1999
·
1 author
·
chapter
45
citations
Diversity-Weighted Indexing
The Journal of Portfolio Management
·
1998
·
3 authors
91
citations
Stochastic Portfolio Theory and Stock Market Equilibrium
The Journal of Finance
·
1982
·
2 authors
133
citations