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Scott Robertson · Study

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Scott Robertson

4 works· latest 2012· 2 institutionscluster: provisionalORCID 0000-0003-4258-6508

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i104

Citations171

Works here4

07

09

12

Most cited in this library

Portfolios and risk premia for the long run2012 · 67 citations
Optimal importance sampling with explicit formulas in continuous time2007 · 51 citations
Sample path Large Deviations and optimal importance sampling for stochastic volatility models2009 · 33 citations
Robust maximization of asymptotic growth2012 · 20 citations

Works

4 shown

Robust maximization of asymptotic growth

The Annals of Applied Probability·2012·2 authors·Open access

20citations

Portfolios and risk premia for the long run

The Annals of Applied Probability·2012·2 authors·Open access

67citations

Sample path Large Deviations and optimal importance sampling for stochastic volatility models

Stochastic Processes and their Applications·2009·1 author·Open access

33citations

Optimal importance sampling with explicit formulas in continuous time

Finance and Stochastics·2007·2 authors

51citations