Robert Fernholz

4.8k total citations
25 papers, 536 citations indexed

About

Robert Fernholz is a scholar working on Finance, Economics and Econometrics and Nuclear and High Energy Physics. According to data from OpenAlex, Robert Fernholz has authored 25 papers receiving a total of 536 indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in Finance, 11 papers in Economics and Econometrics and 4 papers in Nuclear and High Energy Physics. Recurrent topics in Robert Fernholz's work include Stochastic processes and financial applications (12 papers), Financial Markets and Investment Strategies (12 papers) and Complex Systems and Time Series Analysis (6 papers). Robert Fernholz is often cited by papers focused on Stochastic processes and financial applications (12 papers), Financial Markets and Investment Strategies (12 papers) and Complex Systems and Time Series Analysis (6 papers). Robert Fernholz collaborates with scholars based in United States, Canada and Argentina. Robert Fernholz's co-authors include Ioannis Karatzas, Brian Shay, John Hannon, Constantinos Kardaras, Tomoyuki Ichiba, R. E. Streitmatter, Y. Fukazawa, Roberto Ferretti, T. Mizuno and J.S.T. Ng and has published in prestigious journals such as The Journal of Finance, Nuclear Instruments and Methods in Physics Research Section A Accelerators Spectrometers Detectors and Associated Equipment and Pacific Journal of Mathematics.

In The Last Decade

Robert Fernholz

22 papers receiving 447 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Robert Fernholz United States 14 365 238 87 69 61 25 536
Andrea Pallavicini United Kingdom 17 805 2.2× 225 0.9× 86 1.0× 15 0.2× 56 0.9× 54 916
Jesús Marı́n-Solano Spain 12 107 0.3× 180 0.8× 88 1.0× 41 0.6× 35 0.6× 28 398
Belal E. Baaquie Singapore 15 426 1.2× 385 1.6× 45 0.5× 70 1.0× 8 0.1× 88 902
Claudio Albanese United Kingdom 11 229 0.6× 84 0.4× 27 0.3× 60 0.9× 22 0.4× 63 586
Luis Seco Canada 14 150 0.4× 101 0.4× 59 0.7× 149 2.2× 24 0.4× 57 507
Iacopo Mastromatteo France 8 206 0.6× 222 0.9× 48 0.6× 18 0.3× 11 0.2× 23 495
Mark S. Joshi Australia 16 818 2.2× 187 0.8× 178 2.0× 228 3.3× 13 0.2× 125 1.1k
Aurélien Alfonsi France 16 907 2.5× 452 1.9× 214 2.5× 92 1.3× 30 0.5× 47 1.2k
Emanuel Derman United States 19 1.3k 3.6× 507 2.1× 127 1.5× 37 0.5× 46 0.8× 55 1.9k
Pavel Čı́žek Netherlands 11 134 0.4× 133 0.6× 65 0.7× 8 0.1× 15 0.2× 50 484

Countries citing papers authored by Robert Fernholz

Since Specialization
Citations

This map shows the geographic impact of Robert Fernholz's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Robert Fernholz with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert Fernholz more than expected).

Fields of papers citing papers by Robert Fernholz

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Robert Fernholz. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Robert Fernholz. The network helps show where Robert Fernholz may publish in the future.

Co-authorship network of co-authors of Robert Fernholz

This figure shows the co-authorship network connecting the top 25 collaborators of Robert Fernholz. A scholar is included among the top collaborators of Robert Fernholz based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Robert Fernholz. Robert Fernholz is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Fernholz, Robert, et al.. (2014). Instability and concentration in the distribution of wealth. Journal of Economic Dynamics and Control. 44. 251–269. 12 indexed citations
2.
Fernholz, Robert, Tomoyuki Ichiba, & Ioannis Karatzas. (2012). A second-order stock market model. Annals of Finance. 9(3). 439–454. 14 indexed citations
3.
Ichiba, Tomoyuki, et al.. (2011). Hybrid Atlas models. The Annals of Applied Probability. 21(2). 47 indexed citations
4.
Fernholz, Robert, et al.. (2005). Stock market diversity. 1 indexed citations
5.
Fernholz, Robert, et al.. (2005). Atlas models of equity markets. The Annals of Applied Probability. 15(4). 64 indexed citations
6.
Fernholz, Robert, Ioannis Karatzas, & Constantinos Kardaras. (2004). Diversity and relative arbitrage in equity markets. Finance and Stochastics. 9(1). 1–27. 45 indexed citations
7.
Mizuno, T., T. Kamae, J.S.T. Ng, et al.. (2004). Beam test of a prototype detector array for the PoGO astronomical hard X-ray/soft gamma-ray polarimeter. Nuclear Instruments and Methods in Physics Research Section A Accelerators Spectrometers Detectors and Associated Equipment. 540(1). 158–168. 19 indexed citations
8.
Fernholz, Robert & Ioannis Karatzas. (2003). DIVERSITY AND RELATIVE ARBITRAGE IN FINANCIAL MARKETS. 2 indexed citations
9.
Fernholz, Robert. (2001). Equity portfolios generated by functions of ranked market weights. Finance and Stochastics. 5(4). 469–486. 15 indexed citations
10.
Borsato, E., R. Caracciolo, C. Fanin, et al.. (2000). The automated stringing system for the BaBar drift chamber. Nuclear Instruments and Methods in Physics Research Section A Accelerators Spectrometers Detectors and Associated Equipment. 451(2). 414–426.
11.
Fernholz, Robert. (1999). On the diversity of equity markets. Journal of Mathematical Economics. 31(3). 393–417. 31 indexed citations
12.
Chantell, M., D. Bhattacharya, C. E. Covault, et al.. (1998). Prototype test results of the solar tower atmospheric Cherenkov effect experiment (STACEE). Nuclear Instruments and Methods in Physics Research Section A Accelerators Spectrometers Detectors and Associated Equipment. 408(2-3). 468–485. 13 indexed citations
13.
Fernholz, Robert, et al.. (1998). Diversity-Weighted Indexing. The Journal of Portfolio Management. 24(2). 74–82. 60 indexed citations
14.
Fernholz, Robert. (1998). Crossovers, Dividends, and the Size Effect. Financial Analysts Journal. 54(3). 73–78. 6 indexed citations
15.
Girard, T. A., E. Aprile, & Robert Fernholz. (1992). Sensitivity of a large volume LXe TPC to neutrinoless double beta decay. Nuclear Instruments and Methods in Physics Research Section A Accelerators Spectrometers Detectors and Associated Equipment. 316(1). 44–50. 5 indexed citations
16.
Fernholz, Luisa Turrin & Robert Fernholz. (1986). Autoregressiv model identification for multivariate time series. Journal of Statistical Computation and Simulation. 24(3-4). 231–243. 1 indexed citations
17.
Fernholz, Robert & Brian Shay. (1982). Stochastic Portfolio Theory and Stock Market Equilibrium. The Journal of Finance. 37(2). 615–624. 74 indexed citations
18.
Fernholz, Robert & Brian Shay. (1982). Stochastic Portfolio Theory and Stock Market Equilibrium. The Journal of Finance. 37(2). 615–615. 14 indexed citations
19.
Fernholz, Robert. (1977). Factorization of Radonifying transformations. Pacific Journal of Mathematics. 70(1). 145–150. 28 indexed citations
20.
Fernholz, Robert. (1977). Measurable linear transformations on abstract Wiener spaces. Journal of Multivariate Analysis. 7(4). 602–607. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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