1. Arnott, R., Hsu, J., Kalesnik, V., Tindall, P.: The surprising alpha from Malkiel’s monkey and upside-down strategies. J Portfolio Manag 39(4), 1–16 (2013)
2. Asness, C.S., Moskowitz, T.J., Pedersen, L.H.: Value and momentum everywhere. J Finance 68(3), 929–985 (2013)
3. Banner, A., Fernholz, R., Karatzas, I.: On Atlas models of equity markets. Annal Appl Prob 15, 2296–2330 (2005)
4. Banner, A., Fernholz, R., Papathanakos, V., Ruf, J., Schofield, D.: Diversification, volatility, and surprising alpha. J Invest Consult 19(1), 23–30 (2019)
5. Banner, A., Ghomrasni, R.: Local times of ranked continuous semimartingales. Stoch Process Appl 118(7), 1244–1253 (2008)