"Equity portfolios generated by functions of ranked market weights."

Robert Fernholz (2001)

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DOI: 10.1007/S007800100044

access: closed

type: Journal Article

metadata version: 2020-07-22

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Robert Fernholz:
Equity portfolios generated by functions of ranked market weights. Finance Stochastics 5(4): 469-486 (2001)

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