Tomas Björk

Economics and Econometrics · 2001–2019

A researcher in the Science corpus: 6 papers; trusts 9 researchers and is trusted by 67 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 16 citations into it; #993 of 23,481 by trust here, #3,351 by citations
• Finance — 13 citations into it; #452 of 10,518 by trust here, #1,006 by citations
• General Decision Sciences — 8 citations into it; #1,523 of 1,995 by trust here, #1,908 by citations
• Management Science and Operations Research — 8 citations into it; #8,328 of 11,946 by trust here, #4,746 by citations

Whom Tomas Björk trusts overall

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

1. Henrik Andersson
2. Duan Li
3. Ivar Ekeland
4. Xun Yu Zhou
5. Irina Slinko
6. Per Krusell
7. Jianming Xia
8. Traian A. Pirvu
9. Marco Frittelli
10. Ali Lazrak

Who trusts Tomas Björk overall

1. Virginia R. Young
2. Ka Fai Cedric Yiu
3. Qihe Tang
4. Sören Christensen
5. J. L. Pedersen
6. Huiling Wu
7. Kristen S. Moore
8. M. Milevsky
9. Alexander Sokol
10. Yan Zeng

Papers from Tomas Björk's perspective

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

1. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
2. Being serious about non-commitment: subgame perfect equilibrium in continuous time
3. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
4. Investment and consumption without commitment
5. MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING
6. CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
7. Portfolio Selection
8. Towards a General Theory of Good Deal Bounds
9. The stochastic behaviour of commodity prices
10. Consumption--Savings Decisions with Quasi--Geometric Discounting

Their papers

• Arbitrage Theory in Continuous Time (2019) — 1,962 citations
• A General Theory of Markovian Time Inconsistent Stochastic Control Problems (2010) — 402 citations
• MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (2014) — 522 citations
• On time-inconsistent stochastic control in continuous time (2017) — 333 citations
• On the Term Structure of Futures and Forward Prices (2002) — 64 citations
• On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models (2001) — 142 citations