Details about Ricardo T. Fernholz

Access statistics for papers by Ricardo T. Fernholz.

Last updated 2025-10-24. Update your information in the RePEc Author Service.

Short-id: pfe345

Working Papers

2025

1. Portfolios Generated by Contingent Claim Functions, with Applications to Option Pricing
   Papers, arXiv.org

2021

2. Racing to Zipf's Law: Race and Metro Population Size 1910-2010
   SocArXiv, Center for Open Science

2020

3. Permutation-Weighted Portfolios and the Efficiency of Commodity Futures Markets
   Papers, arXiv.org
   See also Journal Article Permutation-weighted portfolios and the efficiency of commodity futures markets, Annals of Finance, Springer (2022) (2022)
4. Zipf's Law for Atlas Models
   Papers, arXiv.org View citations (6)

2018

5. Asset Price Distributions and Efficient Markets
   Papers, arXiv.org View citations (1)
6. The Rank Effect
   Papers, arXiv.org

2017

7. Pulling up the Tarnished Anchor: The End of Silver as a Global Unit of Account
   CESifo Working Paper Series, CESifo View citations (3)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (3)
   See also Journal Article Pulling up the tarnished anchor: The end of silver as a global unit of account, Journal of International Money and Finance, Elsevier (2017) View citations (3) (2017)

2016

8. A Rank-Based Approach to Zipf's Law
   Papers, arXiv.org
9. A Statistical Model of Inequality
   Papers, arXiv.org View citations (3)
10. Empirical Methods for Dynamic Power Law Distributions in the Social Sciences
    Papers, arXiv.org View citations (1)
11. The Rank Effect for Commodities
    Papers, arXiv.org
    Also in Working Papers, Federal Reserve Bank of Dallas (2016)
12. Why are big banks getting bigger?
    Working Papers, Federal Reserve Bank of Dallas View citations (13)

Journal Articles

2024

1. Racing to Zipf's law: Race and metropolitan population size 1910–2020
   Journal of Regional Science, 2024, 64, (3), 649-670

2023

2. Rising inequality and declining mobility in the Forbes 400
   Economics Letters, 2023, 230, (C) View citations (2)

2022

3. Heterogeneous Dynasties and Long-Run Mobility
   The Economic Journal, 2022, 132, (643), 906-925
4. Permutation-weighted portfolios and the efficiency of commodity futures markets
   Annals of Finance, 2022, 18, (1), 81-108
   See also Working Paper Permutation-Weighted Portfolios and the Efficiency of Commodity Futures Markets, Papers (2020) (2020)

2021

5. The rise of big U.S. banks and the fall of big European banks: A statistical decomposition
   European Economic Review, 2021, 135, (C) View citations (2)

2017

6. Bank Asset Concentration Not Necessarily Cause for Worry
   Economic Letter, 2017, 12, (7), 1-4 View citations (1)
7. Big Banks, Idiosyncratic Volatility, and Systemic Risk
   American Economic Review, 2017, 107, (5), 603-07 View citations (8)
8. Nonparametric methods and local†time†based estimation for dynamic power law distributions
   Journal of Applied Econometrics, 2017, 32, (7), 1244-1260 View citations (9)
9. Pulling up the tarnished anchor: The end of silver as a global unit of account
   Journal of International Money and Finance, 2017, 74, (C), 209-228 View citations (3)
   See also Working Paper Pulling up the Tarnished Anchor: The End of Silver as a Global Unit of Account, CESifo Working Paper Series (2017) View citations (3) (2017)
10. The distributional effects of progressive capital taxes
    Journal of Economic Policy Reform, 2017, 20, (2), 99-112 View citations (1)

2016

11. A Model of economic mobility and the distribution of wealth
    Journal of Macroeconomics, 2016, 50, (C), 168-192 View citations (16)

2015

12. EXCHANGE RATE MANIPULATION AND CONSTRUCTIVE AMBIGUITY
    International Economic Review, 2015, 56, (4), 1323-1348 View citations (2)

2014

13. Instability and concentration in the distribution of wealth
    Journal of Economic Dynamics and Control, 2014, 44, (C), 251-269 View citations (22)

2013

14. Terrorism and the Invisible Hook
    Southern Economic Journal, 2013, 79, (4), 849-863