%0 Journal Article
%T Market shape formation, statistical equilibrium and neutral evolution theory
%A Sergey Sosnovskiy
%J Quantitative Finance
%D 2015
%I arXiv
%X Mathematical methods of population genetics and framework of exchangeability provide a Markov chain model for analysis and interpretation of stochastic behaviour of equity markets, explaining, in particular, market shape formation, statistical equilibrium and temporal stability of market weights.
%U http://arxiv.org/abs/1506.07163v1