Ricardo T. Fernholz

Claremont McKenna College - Robert Day School of Economics and Finance

500 E. Ninth St.

Claremont, CA 91711-6420

United States

SCHOLARLY PAPERS

6

DOWNLOADS

283

CITATIONS

0

Scholarly Papers (6)

1.

Why are Big Banks Getting Bigger?

FRB of Dallas Working Paper No. 1604
Number of pages: 46 Posted: 22 Feb 2016
Ricardo T. Fernholz and Christoffer Koch
Claremont McKenna College - Robert Day School of Economics and Finance and Federal Reserve Bank of Dallas
Downloads 67 (276,682)

Abstract:

Bank size distributions, bank structure, dynamic power laws, financial stability, non-bank activities, nonparametric methods, systemic risk

2.

The Rank Effect for Commodities

FRB of Dallas Working Paper No. 1607
Number of pages: 26 Posted: 23 Aug 2016
Ricardo T. Fernholz and Christoffer Koch
Claremont McKenna College - Robert Day School of Economics and Finance and Federal Reserve Bank of Dallas
Downloads 0 (149,476)

Abstract:

Commodity prices, nonparametric methods, asset pricing anomalies, asset pricing factors, efficient markets

3.

A Model of Economic Mobility and the Distribution of Wealth

Number of pages: 50 Posted: 22 Feb 2016
Ricardo T. Fernholz
Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 0 (404,421)

Abstract:

wealth distribution, inequality, incomplete markets, mobility

4.

A Statistical Model of Inequality

Number of pages: 46 Posted: 22 Feb 2016
Ricardo T. Fernholz
Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 0 (460,039)

Abstract:

wealth distribution, capital taxes, inequality, nonparametric methods

5.

Empirical Methods for Dynamic Power Law Distributions in the Social Sciences

Number of pages: 31 Posted: 22 Feb 2016 Last Revised: 17 Apr 2016
Ricardo T. Fernholz
Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 0 (465,275)

Abstract:

power laws, Pareto distribution, Gibrat's law, nonparametric methods

6.

Exchange Rate Manipulation and Constructive Ambiguity

International Economic Review, Vol. 56, Issue 4, pp. 1323-1348, 2015
Number of pages: 26 Posted: 29 Oct 2015
Ricardo T. Fernholz
Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 0 (544,103)
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Abstract: