Surbjeet Singh

2010

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Surbjeet Singh trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Umut Çetin
  2. L. Rogers

Papers from Surbjeet Singh's perspective

Ordered by how strongly the researchers Surbjeet Singh trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Optimal execution with nonlinear impact functions and trading-enhanced risk
  2. Optimal Portfolio Choice and the Valuation of Illiquid Securities
  3. Optimal execution for portfolio transactions
  4. MODELING LIQUIDITY EFFECTS IN DISCRETE TIME
  5. Hedging and Portfolio Optimization in Financial Markets with a Large Trader
  6. A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements
  7. Structural Models of Corporate Bond Pricing: An Empirical Analysis
  8. Credit Risk: Modeling, Valuation And Hedging
  9. OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
  10. Conditional and dynamic convex risk measures (Finance and Stochastics)

Their papers