| Apparatus and accompanying methods for automatically modifying a financial portfolio through dynamic re-weighting based on a non-constant function of current capitalization weights ER Fernholz US Patent 5,819,238, 1998 | 539 | 1998 |
| Stochastic portfolio theory ER Fernholz, ER Fernholz Stochastic portfolio theory, 1-24, 2002 | 507 | 2002 |
| Stochastic portfolio theory: an overview R Fernholz, I Karatzas Handbook of numerical analysis 15 (89-167), 1180.91267, 2009 | 227 | 2009 |
| Atlas models of equity markets AD Banner, R Fernholz, I Karatzas | 189 | 2005 |
| Stochastic portfolio theory and stock market equilibrium R Fernholz, B Shay The Journal of Finance 37 (2), 615-624, 1982 | 171 | 1982 |
| Relative arbitrage in volatility-stabilized markets R Fernholz, I Karatzas Annals of Finance 1, 149-177, 2005 | 140 | 2005 |
| Diversity-weighted indexing R Fernholz, R Garvy, J Hannon Journal of Portfolio Management 24 (2), 74, 1998 | 138 | 1998 |
| Diversity and relative arbitrage in equity markets R Fernholz, I Karatzas, C Kardaras Finance and Stochastics 9, 1-27, 2005 | 133 | 2005 |
| Hybrid atlas models T Ichiba, V Papathanakos, A Banner, I Karatzas, R Fernholz | 127 | 2011 |
| On the diversity of equity markets R Fernholz Journal of Mathematical Economics 31 (3), 393-417, 1999 | 103 | 1999 |
| Portfolio generating functions R Fernholz Quantitative Analysis in Financial Markets: Collected Papers of the New York …, 1999 | 79 | 1999 |
| Equity portfolios generated by functions of ranked market weights R Fernholz Finance and Stochastics 5, 469-486, 2001 | 61 | 2001 |
| Stochastic portfolio theory: an overview I Karatzas, R Fernholz Handbook of numerical analysis 15, 89-167, 2009 | 51 | 2009 |
| Technique for managing, through use of combined optimized weights, a financial portfolio formed of multiple weight-based component portfolios all having the same securities E Fernholz US Patent App. 10/117,678, 2002 | 46 | 2002 |
| A second-order stock market model R Fernholz, T Ichiba, I Karatzas Annals of Finance 9, 439-454, 2013 | 43 | 2013 |
| Planar diffusions with rank-based characteristics and perturbed Tanaka equations ER Fernholz, T Ichiba, I Karatzas, V Prokaj Probability Theory and Related Fields 156 (1), 343-374, 2013 | 42 | 2013 |
| Two Brownian particles with rank-based characteristics and skew-elastic collisions ER Fernholz, T Ichiba, I Karatzas Stochastic Processes and their Applications 123 (8), 2999-3026, 2013 | 34 | 2013 |
| Instability and concentration in the distribution of wealth R Fernholz, R Fernholz Journal of economic Dynamics and Control 44, 251-269, 2014 | 30 | 2014 |
| The statistics of statistical arbitrage R Fernholz, C Maguire Jr Financial Analysts Journal 63 (5), 46-52, 2007 | 30 | 2007 |
| Volatility and arbitrage ER Fernholz, I Karatzas, J Ruf | 27 | 2018 |
