Sören Christensen

Finance · 2011–2018

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Sören Christensen trusts overall

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

  1. Tomas Björk
  2. Eric Maskin
  3. Agatha Murgoci
  4. Jean Tirole
  5. Goran Peskir
  6. Yongwu Li
  7. Paul Dupuis
  8. Xun Yu Zhou

Papers from Sören Christensen's perspective

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

  1. Portfolio Selection
  2. Markov Perfect Equilibrium: I. Observable Actions (Journal of Economics Theory)
  3. On time-inconsistent stochastic control in continuous time (Finance and Stochastics)
  4. Optimal time-consistent investment and reinsurance strategies for mean–variance insurers with state dependent risk aversion
  5. MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
  6. Optimal stopping with random intervention times (Advances in Applied Probability)
  7. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  8. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
  9. Investment and consumption without commitment
  10. Being serious about non-commitment: subgame perfect equilibrium in continuous time

Their papers