Robert Fernholz

Finance · 2005–2013

A researcher in the Science corpus: 5 papers; trusts 7 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it; #1,980 of 10,518 by trust here, #3,946 by citations
• Management Science and Operations Research — 7 citations into it; #5,084 of 11,946 by trust here, #9,383 by citations
• Mathematical Physics — 6 citations into it

Whom Robert Fernholz trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Adrian Banner
2. Richard F. Bass
3. Ioannis Karatzas

Who trusts Robert Fernholz overall

1. Ioannis Karatzas
2. Soumik Pal
3. Tomoyuki Ichiba
4. Daniel Fernholz
5. Constantinos Kardaras
6. Ting-Kam Leonard Wong
7. Mykhaylo Shkolnikov
8. Aleksandar Mijatovic
9. Philip Protter
10. Eckhard Platen

Papers from Robert Fernholz's perspective

Ordered by how strongly the researchers Robert Fernholz trusts endorse each paper. Same corpus, a different order for every researcher.

1. Atlas models of equity markets
2. Local times of ranked continuous semimartingales
3. Dyson's Brownian motions, intertwining and interlacing
4. Diffusions, Markov Processes, and Martingales by L. C. G. Rogers
5. Stochastic Portfolio Theory
6. Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains
7. Nuclear Instruments and Methods in Physics Research, Section A: Accelerators, Spectrometers, Detectors and Associated Equipment: Editorial
8. Matching perturbative and parton shower corrections to Bhabha process at flavour factories
9. Et al
10. The EvtGen particle decay simulation package

Their papers

• Atlas models of equity markets (2005) — 173 citations
• Stochastic Portfolio Theory: an Overview (2009) — 218 citations
• HYBRID ATLAS MODELS (2009) — 136 citations
• The BABAR Detector: Upgrades, Operation and Performance (2013) — 134 citations
• Relative arbitrage in volatility-stabilized markets (2005) — 125 citations