◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

R. Fernholz

17 papers hereh-index 212.2k citations67 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author6
  • first author2
  • middle author3
  • last author5

Across the 16 of 17 papers where every author was matched, so the position is known.

fields
  • q-fin.MF6
  • math.PR3
  • econ.GN2
  • physics.ins-det2
  • q-fin.PM2
  • q-fin.PR1
same name
  • R. Fernholz — 2 papers, h 15
  • R. Fernholz — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20062023
most citedAtlas models of equity markets

157 citations · 400 across the 14 of their papers we have counts for

collaborators
Showing 2018 · q-fin.PMShow all

1 paper · 2 filters

q-fin.PM2018

Diversification, Volatility, and Surprising Alpha

Adrian Banner, Robert Fernholz, Vassilios Papathanakos +2

It has been widely observed that capitalization-weighted indexes can be beaten by surprisingly simple, systematic investment strategies. Indeed, in the U.S. stock market, equal-wei…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.