Scott Robertson

Available identifiers

zbMath Open robertson.scottMaRDI QIDQ453247

List of research outcomes

Publication	Date of Publication	Type
Optimal investment, derivative demand, and arbitrage under price impact	2023-09-27	Paper
Dynamic noisy rational expectations equilibrium with insider information: welfare and regulation	2022-08-31	Paper
Ergodic robust maximization of asymptotic growth	2021-11-04	Paper
Dynamic Noisy Rational Expectations Equilibrium With Insider Information	2021-06-07	Paper
Analytical theory of Hawking radiation in dispersive media	2020-12-02	Paper
Optimal investment and pricing in the presence of defaults	2020-05-14	Paper
INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS	2018-04-13	Paper
Endogenous current coupons	2017-10-23	Paper
The pricing of contingent claims and optimal positions in asymptotically complete markets	2017-09-15	Paper
PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS	2017-07-21	Paper
Long-Term Optimal Investment in Matrix Valued Factor Models	2017-07-20	Paper
Continuous-time perpetuities and time reversal of diffusions	2017-01-12	Paper
Large Time Behavior of Solutions to SemiLinear Equations with Quadratic Growth in the Gradient	2016-05-31	Paper
STATIC FUND SEPARATION OF LONG-TERM INVESTMENTS	2015-10-20	Paper
Abstract, classic, and explicit turnpikes	2014-11-14	Paper
Robust maximization of asymptotic growth	2012-09-19	Paper
Portfolios and risk premia for the long run	2012-04-20	Paper
Sample path large deviations and optimal importance sampling for stochastic volatility models	2010-01-15	Paper
Optimal importance sampling with explicit formulas in continuous time	2008-06-18	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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