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

7

DOWNLOADS

971

TOTAL CITATIONS

9

Scholarly Papers (7)

1.

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 345 (186,220)

Abstract:

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

2.

Why are Big Banks Getting Bigger?

FRB of Dallas Working Paper No. 1604
Number of pages: 46 Posted: 22 Feb 2016 Last Revised: 03 Jun 2017
Ricardo T. Fernholz and Christoffer Koch
Claremont McKenna College - Robert Day School of Economics and Finance and Federal Reserve Bank of Dallas
Downloads 258 (252,768)

Abstract:

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

3.

Bank Asset Concentration Not Necessarily Cause for Worry

Economic Letter, Vol. 12, Issue 7, pp. 1-4, 2017
Number of pages: 4 Posted: 21 Jun 2017
Ricardo T. Fernholz and Christoffer Koch
Claremont McKenna College - Robert Day School of Economics and Finance and Federal Reserve Bank of Dallas
Downloads 122 (491,236)

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4.

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 81 (649,242)
Citation 2

Abstract:

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wealth distribution, inequality, incomplete markets, mobility

5.

Pulling Up the Tarnished Anchor: The End of Silver As a Global Unit of Account

CESifo Working Paper Series No. 6436
Number of pages: 44 Posted: 24 May 2017
Ricardo T. Fernholz, Kris James Mitchener and Marc Weidenmier
Claremont McKenna College - Robert Day School of Economics and Finance, Santa Clara University - Leavey School of Business - Economics Department and Claremont McKenna College
Downloads 62 (750,720)

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bimetallism, classical gold standard, silver, unit of account, fixed exchange rates

6.

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 61 (756,990)
Citation 5

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wealth distribution, capital taxes, inequality, nonparametric methods

7.

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 42 (900,846)
Citation 2

Abstract:

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