  Atlas-type models are constant-parameter models of uncorrelated stocks for
equity markets with a stable capital distribution, in which the growth rates
and variances depend on rank. The simplest such model assigns the same,
constant variance to all stocks; zero rate of growth to all stocks but the
smallest; and positive growth rate to the smallest, the Atlas stock. In this
paper we study the basic properties of this class of models, as well as the
behavior of various portfolios in their midst. Of particular interest are
portfolios that do not contain the Atlas stock.
