@unpublished{jourdain:hal-00921151, TITLE = {{Capital distribution and portfolio performance in the mean-field Atlas model}}, AUTHOR = {Jourdain, Benjamin and Reygner, Julien}, URL = {https://enpc.hal.science/hal-00921151}, NOTE = {working paper or preprint}, YEAR = {2014}, MONTH = Aug, KEYWORDS = {Stochastic Portfolio Theory ; Capital distribution curves ; Rank-based models ; Mean-field Atlas model ; Growth rate ; Size effect}, PDF = {https://enpc.hal.science/hal-00921151v2/file/mfatlas_AF.pdf}, HAL_ID = {hal-00921151}, HAL_VERSION = {v2}, }