Scott Robertson

Scott Robertson

BioNTech - / Germany
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5230814
person_outline Scott Robertson's MOST POPULAR ARTICLES
1-) Optimal importance sampling with explicit formulas in continuous time.P Guasoni, S RobertsonFinance & Stochastics 12 (1), 2008652008
2-) Portfolios and risk premia for the long runP Guasoni, S RobertsonAnnals of Applied Probability 22 (1), 239-284, 2012552012
3-) Sample Path Large Deviations and Optimal Importance Sampling for Stochastic Volatility ModelsS RobertsonStochastic Processes and their Applications 120 (1), 66-83, 2010352010
4-) Robust Maximization of Asymptotic GrowthC Kardaras, S RobertsonThe Annals of Applied Probability 22 (4), 1576-1610, 2012192012
5-) Static Fund Separation of Long-Term InvestmentsP Guasoni, S RobertsonMathematical Finance 25 (4), 789-826, 2015142015