1

The Statistics of Statistical Arbitrage

Year:
2007
Language:
english
File:
PDF, 1.20 MB
english, 2007
2

Diversity-Weighted Indexing

Year:
1998
Language:
english
File:
PDF, 1.13 MB
english, 1998
3

On the diversity of equity markets

Year:
1999
Language:
english
File:
PDF, 147 KB
english, 1999
5

Stochastic Portfolio Theory and Stock Market Equilibrium

Year:
1982
Language:
english
File:
PDF, 295 KB
english, 1982
7

Measurable linear transformations on abstract Wiener spaces

Year:
1977
Language:
english
File:
PDF, 332 KB
english, 1977
8

A second-order stock market model

Year:
2013
Language:
english
File:
PDF, 579 KB
english, 2013
9

Stochastic Portfolio Theory || Applications of Stochastic Portfolio Theory

Year:
2002
Language:
english
File:
PDF, 1.92 MB
english, 2002
11

Instability and concentration in the distribution of wealth

Year:
2014
Language:
english
File:
PDF, 12.42 MB
english, 2014
12

Volatility and arbitrage

Year:
2018
Language:
english
File:
PDF, 389 KB
english, 2018
15

Kinetic models of the drug-receptor interaction

Year:
1975
Language:
english
File:
PDF, 372 KB
english, 1975
16

Diversity and relative arbitrage in equity markets

Year:
2005
Language:
english
File:
PDF, 288 KB
english, 2005
17

Equity portfolios generated by functions of ranked market weights

Year:
2001
Language:
english
File:
PDF, 133 KB
english, 2001
18

Relative arbitrage in volatility-stabilized markets

Year:
2005
Language:
english
File:
PDF, 272 KB
english, 2005
19

The implied liquidity premium for equities

Year:
2006
Language:
english
File:
PDF, 167 KB
english, 2006
20

A Forecasting Model for Stock Market Diversity

Year:
2007
Language:
english
File:
PDF, 368 KB
english, 2007
22

Continuity of non-stationary transition matrices

Year:
1978
Language:
english
File:
PDF, 478 KB
english, 1978
23

Stochastic Portfolio Theory || Performance of Functionally Generated Portfolios

Year:
2002
Language:
english
File:
PDF, 1.76 MB
english, 2002
24

Stochastic Portfolio Theory || Stable Models for the Distribution of Capital

Year:
2002
Language:
english
File:
PDF, 1.99 MB
english, 2002
25

Stochastic Portfolio Theory || Stochastic Portfolio Theory

Year:
2002
Language:
english
File:
PDF, 1.82 MB
english, 2002
26

Stochastic Portfolio Theory || Stock Market Behavior and Diversity

Year:
2002
Language:
english
File:
PDF, 1.34 MB
english, 2002
27

Stochastic Portfolio Theory || Functionally Generated Portfolios

Year:
2002
Language:
english
File:
PDF, 1.98 MB
english, 2002
30

Crossovers, Dividends, and the Size Effect

Year:
1998
Language:
english
File:
PDF, 700 KB
english, 1998
32

Atlas Models of Equity Markets

Year:
2005
Language:
english
File:
PDF, 2.51 MB
english, 2005
34

Hybrid Atlas models

Year:
2011
Language:
english
File:
PDF, 423 KB
english, 2011
35

The Statistics of Statistical Arbitrage

Year:
2007
Language:
english
File:
PDF, 442 KB
english, 2007
36

Factorization of Equity Returns

Year:
1999
Language:
english
File:
PDF, 189 KB
english, 1999