Fernholz, Ricardo T.; Fernholz, Robert Permutation-weighted portfolios and the efficiency of commodity futures markets. (English) Zbl 1512.91120 Ann. Finance 18, No. 1, 81-108 (2022). MSC: 91G10 91G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fernholz, Ricardo T.; Fernholz, Robert Zipf’s law for Atlas models. (English) Zbl 1457.60108 J. Appl. Probab. 57, No. 4, 1276-1297 (2020). MSC: 60H30 91D20 91G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv