Tomas Björk

Tomas Björk

Stockholm School of Economics - Stockholm / Sweden
Economics & Econometrics / Economics
AD Scientific Index ID: 1125811
Handelshögskolan i Stockholm
person_outline Tomas Björk's MOST POPULAR ARTICLES
1-) Mean–variance portfolio optimization with state‐dependent risk aversion Mathematical Finance: An International Journal of Mathematics, Statistics …, 2014
2-) Interest rate dynamics and consistent forward rate curves Mathematical Finance 9 (4), 323-348, 1999
3-) Bond market structure in the presence of marked point processes Mathematical Finance 7 (2), 211-239, 1997
4-) A general theory of Markovian time inconsistent stochastic control problems Available at SSRN 1694759, 2010
5-) Towards a general theory of bond markets Finance and Stochastics 1, 141-174, 1997