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Stochastic Portfolio Theory is a flexible framework for analyzing portfolio behavior and equity market structure. This theory was introduced by E.R. Fernholz in the papers (Journal of Mathematical Economics, 1999; Finance & Stochastics, 2001) and in the monograph Stochastic Portfolio Theory (Springer 2002). It was further developed in the papers Fernholz,… (More)

Atlas-type models are constant-parameter models of uncorrelated stocks for equity markets with a stable capital distribution, in which the growth rates and variances depend on rank. The simplest such model assigns the same, constant variance to all stocks; zero rate of growth to all stocks but the smallest; and positive growth rate to the smallest, the… (More)

- Robert Fernholz, Ioannis Karatzas, Constantinos Kardaras
- Finance and Stochastics
- 2005

An equity market is called “diverse” if no single stock is ever allowed to dominate the entire market in terms of relative capitalization. In the context of the standard Itô-process model initiated by Samuelson (1965) we formulate this property (and the allied, successively weaker notions of “weak diversity” and “asymptotic weak diversity”) in precise… (More)

We provide simple, easy-to-test criteria for the existence of relative arbitrage in equity markets. These criteria postulate essentially that the excess growth rate of the market portfolio, a positive quantity that can be estimated or even computed from a given market structure, be “sufficiently large”. We show that conditions which satisfy these criteria… (More)

- C . Arpesella, Henning O Back, +130 authors G . Zuzel
- Physical review letters
- 2008

We report the direct measurement of the 7Be solar neutrino signal rate performed with the Borexino detector at the Laboratori Nazionali del Gran Sasso. The interaction rate of the 0.862 MeV 7Be neutrinos is 49+/-3stat+/-4syst counts/(day.100 ton). The hypothesis of no oscillation for 7Be solar neutrinos is inconsistent with our measurement at the 4sigma… (More)

- Nazionali del Gran Sasso, G . Alimonti, +36 authors Dominique Vignaud
- 2008

Borexino, a large volume detector for low energy neutrino spectroscopy, is currently running underground at the Laboratori Nazionali del Gran Sasso, Italy. The main goal of the experiment is the real-time measurement of sub MeV solar neutrinos, and particularly of the mono energetic (862 keV) Be electron capture neutrinos, via neutrinoelectron scattering in… (More)

- Robert Fernholz
- Finance and Stochastics
- 2001

- C . Arpesella, Henning O Back, +100 authors G . Zuzel

C. Arpesella, H.O. Back, M. Balata, T. Beau, G. Bellini, J. Benziger, S. Bonetti, A. Brigatti, C. Buck, B. Caccianiga, L. Cadonati, F. Calaprice, G. Cecchet, M. Chen, O. Dadoun, D. D’Angelo, A. De Bari, A. de Bellefon, E. De Haas, H. de Kerret, A. Derbin, M. Deutsch, A. Di Credico, F. Elisei, A. Etenko, F. von Feilitzsch, R. Fernholz, R. Ford, D. Franco, B.… (More)

- M . C . Chantell, Dr . C . Bhattacharya, +9 authors David A. Williams
- 1997

There are currently no experiments, either satellite or ground-based, that are sensitive to astrophysical γ-rays in the energy range between 20 and 250 GeV. We are developing the Solar Tower Atmospheric Cherenkov Effect Experiment (STACEE) to explore this energy range. STACEE will use heliostat mirrors at a solar research facility to collect Cherenkov light… (More)

- Gioacchino Ranucci, G . Alimonti, +48 authors Yury Zakharov
- 2000

Gioacchino Ranucci, G. Alimonti, C. Arpesella, H.O. Beck, M. Balata, T. Beau, G. Bellini, J. Benziger, S. Bonetti, A. Brigatti, B. Caccianiga, L. Cadonati, F.P. Calaprice, G. Cecchet, M. Chen, A. De Bari, E. De Haas, O. Donghi, M. Deutsch, F. Elisei, A. Etenko, F. Von Feilitzsch, R. Fernholz, R. Ford, B. Freudiger, A. Garagiola, F. Gatti, S. Gazzana, M.G.… (More)