Daniel Andersson

Finance · 2011

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Daniel Andersson trusts overall

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

  1. Xun Yu Zhou
  2. Tomas Björk
  3. Peter E. Caines
  4. Duan Li
  5. Rainer Buckdahn
  6. Agatha Murgoci
  7. Minyi Huang
  8. Jean-Michel Lasry
  9. Roland P. Malhamé
  10. Juan Li

Who trusts Daniel Andersson overall

  1. Huyen Pham
  2. Amine Ismail
  3. René A. Carmona
  4. Massimo Fornasier
  5. Jiongmin Yong
  6. Xiaoli Wei
  7. Rainer Buckdahn
  8. S. Lisini
  9. Xunjing Li
  10. Jingrui Sun

Papers from Daniel Andersson's perspective

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

  1. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  2. Mean field games
  3. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
  4. Mean-field backward stochastic differential equations and related partial differential equations
  5. A General Theory of Markovian Time Inconsistent Stochastic Control Problems
  6. Controlled Markov processes and viscosity solutions
  7. Investment and consumption without commitment
  8. MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING
  9. CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
  10. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation

Their papers