Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Dynamics of observables in rank-based models and performance of
  functionally generated portfolios   In the seminal work [9], several macroscopic market observables have been
introduced, in an attempt to find characteristics capturing the diversity of a
financial market. Despite the crucial importance of such observables for
investment decisions, a concise mathematical description of their dynamics has
been missing. We fill this gap in the setting of rank-based models and expect
our ideas to extend to other models of large financial markets as well. The
results are then used to study the performance of multiplicatively and
additively functionally generated portfolios, in particular, over short-term
and medium-term horizons.

30
The categories of this paper are: q-alg
5
The categories of this paper are: gr-qc
35
The categories of this paper are: mtrl-th
3
The categories of this paper are: physics
10
The categories of this paper are: q-bio
1
The categories of this paper are: cs
15
The categories of this paper are: nucl-ex
18
The categories of this paper are: econ
13
The categories of this paper are: quant-ph
28
The categories of this paper are: alg-geom
31
The categories of this paper are: ao-sci
4
The categories of this paper are: cond-mat
12
The categories of this paper are: nucl-th
27
The categories of this paper are: comp-gas
6
The categories of this paper are: astro-ph
19
The categories of this paper are: eess