  A market model in Stochastic Portfolio Theory is a finite system of strictly
positive stochastic processes. Each process represents the capitalization of a
certain stock. If at any time no stock dominates almost the entire market,
which means that its share of total market capitalization is not very close to
one, then the market is called diverse. There are several ways to outperform
diverse markets and get an arbitrage opportunity, and this makes these markets
interesting. A feature of real-world markets is that stocks with smaller
capitalizations have larger drift coefficients. Some models, like the
Volatility-Stabilized Model, try to capture this property, but they are not
diverse. In an attempt to combine this feature with diversity, we construct a
new class of market models. We find simple, easy-to-test sufficient conditions
for them to be diverse and other sufficient conditions for them not to be
diverse.
