157 citations · 275 across the 3 of their papers we have counts for
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math.PR2009★ 118 cited
Hybrid Atlas models
Tomoyuki Ichiba, Vassilios Papathanakos, Adrian Banner +2
We study Atlas-type models of equity markets with local characteristics that depend on both name and rank, and in ways that induce a stable capital distribution. Ergodic properties…
math.PR2006★ 157 cited
Atlas models of equity markets
Adrian D. Banner, Robert Fernholz, Ioannis Karatzas
Atlas-type models are constant-parameter models of uncorrelated stocks for equity markets with a stable capital distribution, in which the growth rates and variances depend on rank…