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A forecasting model for stock market diversity
Audrino, Francesco
;
Fernholz, Robert
;
Ferretti, Roberto G.
- In:
Annals of finance
3
(
2007
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10003425362
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The implied liquidity premium for equities
Fernholz, Robert
;
Karatzas, Ioannis
- In:
Annals of finance
2
(
2006
)
1
,
pp. 87-99
Persistent link: https://www.econbiz.de/10003229735
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3
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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4
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
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5
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
Saved in:
6
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/10010152352
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