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GND: 130075418


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portfolio selectionportfolio managementstochastischer prozessstochastic processstock marketstochastic portfoliorelative arbitrageequity marketsmarkets stochasticfirst order modelstochastic portfolio theoryfinancial economicsoption pricing theorypermutation weightedweighted portfoliosportfolios efficiencyefficiency commoditycommodity futuresfutures marketsmarkets instabilityinstability concentrationconcentration distributiondistribution wealthwealth secondsecond orderorder stockmarket modelmodel stochasticportfolio overviewoverview forecastingforecasting modelmodel stockmarket diversitydiversity impliedimplied liquidityliquidity premiumpremium equitiesequities diversitydiversity relativearbitrage equitymarkets relativearbitrage volatilityvolatility stabilizedstabilized marketsportfolio equityequity portfoliosportfolios generatedgenerated functionsfunctions rankedranked marketmarket weightsweights portfolioportfolio generatinggenerating functionsfunctions diversitydiversity equityportfolio stockmarket equilibriumequilibriummarket efficiencyswap portfolios
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Years of publications: 1977 - 2022

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Robert Fernholz


Dr.

Alternative spellings:
E. Robert Fernholz
Erhard Robert Fernholz
R. Fernholz
E. R. Fernholz

Biblio: tätig als Chief Investment Officer of INTECH
Robert Fernholz (born Erhard Robert Fernholz, March 27, 1941) is a mathematician and financial researcher specializing in mathematics of finance. He founded INTECH, an institutional equity management firm, in 1987 where he was its chief investment officer. He is also the President of Allocation Strategies, LLC, a company that he founded in 2012. (Source: DBPedia)

External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Wikipedia (English)
  • Deutsche Digitale Bibliothek
  • NACO Authority File
  • Virtual International Authority File (VIAF)
  • Wikidata
  • International Standard Name Identifier (ISNI)

  • ORCID logo ORCID

    Publishing years

    1
      2022
    1
      2014
    1
      2013
    1
      2009
    1
      2007
    1
      2006
    2
      2005
    1
      2002
    1
      2001
    2
      1999
    1
      1982

    Series

    1. Applications of mathematics : stochastic modelling and applied probability (1)