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Ricardo T. Fernholz

Personal Details

First Name:Ricardo
Middle Name:T.
Last Name:Fernholz
Suffix:
RePEc Short-ID:pfe345
http://www.ricardofernholz.com/

Affiliation

Robert Day School of Economics and Finance
Claremont McKenna College

Claremont, California (United States)
http://www.claremontmckenna.edu/rdschool/

(909) 607-3041
(909) 621-8249
500 E. Ninth St., Claremont, CA 91711
RePEc:edi:edmckus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Fernholz, Ricardo & Kramer, Rory, 2021. "Racing to Zipf's Law: Race and Metro Population Size 1910-2010," SocArXiv p5tuh, Center for Open Science.
  2. Ricardo T. Fernholz & Robert Fernholz, 2020. "Permutation-Weighted Portfolios and the Efficiency of Commodity Futures Markets," Papers 2001.06914, arXiv.org, revised Dec 2020.
  3. Ricardo T. Fernholz & Christoffer Koch, 2018. "The Rank Effect," Papers 1812.06000, arXiv.org.
  4. Ricardo T. Fernholz & Caleb Stroup, 2018. "Asset Price Distributions and Efficient Markets," Papers 1810.12840, arXiv.org.
  5. Ricardo T. Fernholz & Robert Fernholz, 2017. "Zipf's Law for Atlas Models," Papers 1707.04285, arXiv.org, revised Jun 2020.
  6. Fernholz, Ricardo & Mitchener, Kris James & Weidenmier, Marc, 2017. "Pulling up the Tarnished Anchor: The End of Silver as a Global Unit of Account," CEPR Discussion Papers 11952, C.E.P.R. Discussion Papers.
  7. Ricardo T. Fernholz & Robert Fernholz, 2016. "A Rank-Based Approach to Zipf's Law," Papers 1602.08533, arXiv.org.
  8. Ricardo T. Fernholz & Christoffer Koch, 2016. "Why are big banks getting bigger?," Working Papers 1604, Federal Reserve Bank of Dallas.
  9. Ricardo T. Fernholz & Christoffer Koch, 2016. "The rank effect for commodities," Working Papers 1607, Federal Reserve Bank of Dallas.
  10. Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.
  11. Ricardo T. Fernholz, 2016. "A Statistical Model of Inequality," Papers 1601.04093, arXiv.org.

Articles

  1. Ricardo T. Fernholz, 2017. "Nonparametric methods and local†time†based estimation for dynamic power law distributions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1244-1260, November.
  2. Ricardo T. Fernholz & Christoffer Koch, 2017. "Bank Asset Concentration Not Necessarily Cause for Worry," Economic Letter, Federal Reserve Bank of Dallas, vol. 12(7), pages 1-4, June.
  3. Fernholz, Ricardo T. & Mitchener, Kris James & Weidenmier, Marc, 2017. "Pulling up the tarnished anchor: The end of silver as a global unit of account," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 209-228.
  4. Ricardo T. Fernholz, 2017. "The distributional effects of progressive capital taxes," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 20(2), pages 99-112, April.
  5. Ricardo T. Fernholz & Christoffer Koch, 2017. "Big Banks, Idiosyncratic Volatility, and Systemic Risk," American Economic Review, American Economic Association, vol. 107(5), pages 603-607, May.
  6. Fernholz, Ricardo T., 2016. "A Model of economic mobility and the distribution of wealth," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 168-192.
  7. Ricardo T. Fernholz, 2015. "Exchange Rate Manipulation And Constructive Ambiguity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 1323-1348, November.
  8. Fernholz, Ricardo & Fernholz, Robert, 2014. "Instability and concentration in the distribution of wealth," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 251-269.
  9. S. Brock Blomberg & Ricardo Fernholz & John-Clark Levin, 2013. "Symposium - Terrorism and the Invisible Hook," Southern Economic Journal, Southern Economic Association, vol. 79(4), pages 849-863, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Ricardo T. Fernholz & Caleb Stroup, 2018. "Asset Price Distributions and Efficient Markets," Papers 1810.12840, arXiv.org.

    Cited by:

    1. Ricardo T. Fernholz & Christoffer Koch, 2018. "The Rank Effect," Papers 1812.06000, arXiv.org.

  2. Ricardo T. Fernholz & Robert Fernholz, 2017. "Zipf's Law for Atlas Models," Papers 1707.04285, arXiv.org, revised Jun 2020.

    Cited by:

    1. Fernholz, Ricardo & Kramer, Rory, 2021. "Racing to Zipf's Law: Race and Metro Population Size 1910-2010," SocArXiv p5tuh, Center for Open Science.
    2. Robert Fernholz, 2018. "Numeraire markets," Papers 1801.07309, arXiv.org.
    3. Ricardo T. Fernholz & Caleb Stroup, 2018. "Asset Price Distributions and Efficient Markets," Papers 1810.12840, arXiv.org.

  3. Fernholz, Ricardo & Mitchener, Kris James & Weidenmier, Marc, 2017. "Pulling up the Tarnished Anchor: The End of Silver as a Global Unit of Account," CEPR Discussion Papers 11952, C.E.P.R. Discussion Papers.

    Cited by:

    1. Ma, Debin & Zhao, Liuyan, 2019. "A Silver Transformation: Chinese Monetary Integration in Times of Political Disintegration during 1898-1933," CEPR Discussion Papers 13501, C.E.P.R. Discussion Papers.
    2. Debin Ma & Liuyan Zhao, 2020. "A silver transformation: Chinese monetary integration in times of political disintegration, 1898–1933," Economic History Review, Economic History Society, vol. 73(2), pages 513-539, May.

  4. Ricardo T. Fernholz & Christoffer Koch, 2016. "Why are big banks getting bigger?," Working Papers 1604, Federal Reserve Bank of Dallas.

    Cited by:

    1. Ricardo T. Fernholz & Robert Fernholz, 2017. "Zipf's Law for Atlas Models," Papers 1707.04285, arXiv.org, revised Jun 2020.
    2. Michael D. Bordo & John V. Duca & Christoffer Koch, 2016. "Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence over Several Decades," NBER Working Papers 22021, National Bureau of Economic Research, Inc.
    3. Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.
    4. Dávila, Eduardo & Walther, Ansgar, 2020. "Does size matter? Bailouts with large and small banks," Journal of Financial Economics, Elsevier, vol. 136(1), pages 1-22.
    5. Ricardo T. Fernholz & Robert Fernholz, 2016. "A Rank-Based Approach to Zipf's Law," Papers 1602.08533, arXiv.org.
    6. Eduardo Dávila & Ansgar Walther, 2017. "Does Size Matter? Bailouts with Large and Small Banks," NBER Working Papers 24132, National Bureau of Economic Research, Inc.
    7. Nguyen, Canh Phuc & Le, Thai-Ha & Su, Thanh Dinh, 2020. "Economic policy uncertainty and credit growth: Evidence from a global sample," Research in International Business and Finance, Elsevier, vol. 51(C).

  5. Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.

    Cited by:

    1. Fernholz, Ricardo T., 2016. "A Model of economic mobility and the distribution of wealth," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 168-192.

  6. Ricardo T. Fernholz, 2016. "A Statistical Model of Inequality," Papers 1601.04093, arXiv.org.

    Cited by:

    1. Ricardo T. Fernholz & Christoffer Koch, 2016. "Why are big banks getting bigger?," Working Papers 1604, Federal Reserve Bank of Dallas.
    2. Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.
    3. Fernholz, Ricardo T., 2016. "A Model of economic mobility and the distribution of wealth," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 168-192.

Articles

  1. Ricardo T. Fernholz, 2017. "Nonparametric methods and local†time†based estimation for dynamic power law distributions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1244-1260, November.

    Cited by:

    1. Fernholz, Ricardo & Kramer, Rory, 2021. "Racing to Zipf's Law: Race and Metro Population Size 1910-2010," SocArXiv p5tuh, Center for Open Science.
    2. Ricardo T. Fernholz & Robert Fernholz, 2017. "Zipf's Law for Atlas Models," Papers 1707.04285, arXiv.org, revised Jun 2020.
    3. Ricardo T. Fernholz & Christoffer Koch, 2018. "The Rank Effect," Papers 1812.06000, arXiv.org.
    4. Ricardo T. Fernholz & Caleb Stroup, 2018. "Asset Price Distributions and Efficient Markets," Papers 1810.12840, arXiv.org.
    5. Ricardo T. Fernholz & Robert Fernholz, 2020. "Permutation-Weighted Portfolios and the Efficiency of Commodity Futures Markets," Papers 2001.06914, arXiv.org, revised Dec 2020.

  2. Ricardo T. Fernholz & Christoffer Koch, 2017. "Bank Asset Concentration Not Necessarily Cause for Worry," Economic Letter, Federal Reserve Bank of Dallas, vol. 12(7), pages 1-4, June.

    Cited by:

    1. Fohlin, Caroline & Jaremski, Matthew, 2020. "U.S. banking concentration, 1820–2019," Economics Letters, Elsevier, vol. 190(C).

  3. Fernholz, Ricardo T. & Mitchener, Kris James & Weidenmier, Marc, 2017. "Pulling up the tarnished anchor: The end of silver as a global unit of account," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 209-228.
    See citations under working paper version above.
  4. Ricardo T. Fernholz & Christoffer Koch, 2017. "Big Banks, Idiosyncratic Volatility, and Systemic Risk," American Economic Review, American Economic Association, vol. 107(5), pages 603-607, May.

    Cited by:

    1. Sapci, Ayse & Miles, Bradley, 2017. "Bank Size, Returns to Scale and Cost Efficiency," Working Papers 2017-02, Department of Economics, Colgate University, revised 10 Mar 2017.
    2. Franziska Bremus & Melina Ludolph, 2019. "The Nexus between Loan Portfolio Size and Volatility: Does Banking Regulation Matter?," Discussion Papers of DIW Berlin 1822, DIW Berlin, German Institute for Economic Research.
    3. Tomoo Kikuchi & Kazuo Nishimura & John Stachurski & Junnan Zhang, 2019. "Coase Meets Bellman: Dynamic Programming for Production Networks," Papers 1908.10557, arXiv.org, revised Dec 2020.

  5. Fernholz, Ricardo T., 2016. "A Model of economic mobility and the distribution of wealth," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 168-192.

    Cited by:

    1. Christophe Chorro, 2015. "A Simple Probabilistic Approach of the Yard-Sale Model," Documents de travail du Centre d'Economie de la Sorbonne 15062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2. Ricardo T. Fernholz, 2016. "A Statistical Model of Inequality," Papers 1601.04093, arXiv.org.
    3. Nicolas Bouleau & Christophe Chorro, 2015. "The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process," Documents de travail du Centre d'Economie de la Sorbonne 15024r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jul 2015.
    4. Fischer, Thomas, 2019. "Determinants of Wealth Inequality and Mobility in General Equilibrium," Working Papers 2019:22, Lund University, Department of Economics.
    5. Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.
    6. Christophe Chorro, 2015. "A Simple Probabilistic Approach of the Yard-Sale Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01222500, HAL.
    7. Nicolas Bouleau & Christophe Chorro, 2015. "The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process," Post-Print halshs-01162452, HAL.
    8. Fernholz, Ricardo & Fernholz, Robert, 2014. "Instability and concentration in the distribution of wealth," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 251-269.
    9. Christophe Chorro, 2015. "A Simple Probabilistic Approach of the Yard-Sale Model," Post-Print halshs-01222500, HAL.

  6. Fernholz, Ricardo & Fernholz, Robert, 2014. "Instability and concentration in the distribution of wealth," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 251-269.

    Cited by:

    1. Christophe Chorro, 2015. "A Simple Probabilistic Approach of the Yard-Sale Model," Documents de travail du Centre d'Economie de la Sorbonne 15062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2. Boehl, Gregor & Fischer, Thomas, 2017. "Capital Taxation and Investment: Matching 100 Years of Wealth Inequality Dynamics," Working Papers 2017:8, Lund University, Department of Economics.
    3. Ricardo T. Fernholz, 2016. "A Statistical Model of Inequality," Papers 1601.04093, arXiv.org.
    4. Chorro, Christophe, 2016. "A simple probabilistic approach of the Yard-Sale model," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 35-40.
    5. Fischer, Thomas, 2017. "Thomas Piketty and the rate of time preference," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 111-133.
    6. Ricardo T. Fernholz & Robert Fernholz, 2017. "Zipf's Law for Atlas Models," Papers 1707.04285, arXiv.org, revised Jun 2020.
    7. Nicolas Bouleau & Christophe Chorro, 2015. "The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process," Documents de travail du Centre d'Economie de la Sorbonne 15024r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jul 2015.
    8. Böhl, Gregor & Fischer, Thomas, 2017. "Can taxation predict US top-wealth share dynamics?," IMFS Working Paper Series 118, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    9. Ricardo T. Fernholz, 2016. "Empirical Methods for Dynamic Power Law Distributions in the Social Sciences," Papers 1602.00159, arXiv.org, revised Jun 2016.
    10. Yuri Biondi & Simone Righi, 2019. "Inequality, mobility and the financial accumulation process: a computational economic analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(1), pages 93-119, March.
    11. Fernholz, Ricardo T., 2016. "A Model of economic mobility and the distribution of wealth," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 168-192.
    12. Christophe Chorro, 2015. "A Simple Probabilistic Approach of the Yard-Sale Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01222500, HAL.
    13. Nicolas Bouleau & Christophe Chorro, 2015. "The impact of randomness on the distribution of wealth: Some economic aspects of the Wright-Fisher diffusion process," Post-Print halshs-01162452, HAL.
    14. Christophe Chorro, 2015. "A Simple Probabilistic Approach of the Yard-Sale Model," Post-Print halshs-01222500, HAL.
    15. Raphaele Chappe & Willi Semmler, 2019. "Financial Market as Driver for Disparity in Wealth Accumulation—A Receding Horizon Approach," Computational Economics, Springer;Society for Computational Economics, vol. 54(3), pages 1231-1261, October.
    16. Bouleau, Nicolas & Chorro, Christophe, 2017. "The impact of randomness on the distribution of wealth: Some economic aspects of the Wright–Fisher diffusion process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 379-395.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-HME: Heterodox Microeconomics (3) 2016-01-29 2017-07-23 2021-03-01. Author is listed
  2. NEP-MAC: Macroeconomics (3) 2016-03-17 2017-04-16 2017-11-05. Author is listed
  3. NEP-HIS: Business, Economic & Financial History (2) 2017-04-16 2017-11-05. Author is listed
  4. NEP-MON: Monetary Economics (2) 2017-04-16 2017-11-05. Author is listed
  5. NEP-BAN: Banking (1) 2016-03-17
  6. NEP-ECM: Econometrics (1) 2016-02-04
  7. NEP-FMK: Financial Markets (1) 2018-11-12
  8. NEP-MIG: Economics of Human Migration (1) 2021-03-01
  9. NEP-PBE: Public Economics (1) 2016-01-29
  10. NEP-URE: Urban & Real Estate Economics (1) 2021-03-01

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