Items where Author is "Fernholz, Robert"

Article

Banner, Adrian, Fernholz, Robert, Papathanakos, Vassilios, Ruf, Johannes ORCID: 0000-0003-3616-2194 and Schofield, David (2019) Diversification, volatility, and surprising alpha. Journal of Investment Consulting, 19 (1). 23 - 30. ISSN 1424-6035

Fernholz, Robert, Karatzas, Ioannis and Kardaras, Constantinos ORCID: 0000-0001-6903-4506 (2005) Diversity and relative arbitrage in equity markets. Finance and Stochastics, 9 (1). pp. 1-27. ISSN 0949-2984