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A second-order stock market model
Fernholz, Robert; Ichiba, Tomoyuki; Karatzas, Ioannis - In: Annals of finance 9 (2013) 3, pp. 439-454
Persistent link: https://www.econbiz.de/10009776425
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Relative arbitrage in volatility-stabilized markets
Fernholz, Robert; Karatzas, Ioannis - In: Annals of finance 1 (2005) 2, pp. 149-177
Persistent link: https://www.econbiz.de/10002713164
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Permutation-weighted portfolios and the efficiency of commodity futures markets
Fernholz, Ricardo T.; Fernholz, Robert - In: Annals of finance 18 (2022) 1, pp. 81-108
Persistent link: https://www.econbiz.de/10013194634