Robert Fernholz

According to our database1, Robert Fernholz authored at least 3 papers between 2001 and 2020.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
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Links

Online presence:

On csauthors.net:

Bibliography

2020
Zipf's law for atlas models.
J. Appl. Probab., 2020

2005
Diversity and relative arbitrage in equity markets.
Finance Stochastics, 2005

2001
Equity portfolios generated by functions of ranked market weights.
Finance Stochastics, 2001


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