Scott Robertson

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 24 citations into it
• Economics and Econometrics — 19 citations into it
• Management Science and Operations Research — 6 citations into it

Whom Scott Robertson trusts overall

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

1. Nicholas Barberis

Papers from Scott Robertson's perspective

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

1. Investing for the Long Run When Returns are Predictable
2. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
3. Sensitivity analysis of utility-based prices and risk-tolerance wealth processes
4. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
5. Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
6. Portfolio Selection in Stochastic Environments
7. Relative arbitrage in volatility-stabilized markets
8. Bond Risk Premia
9. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
10. Learning, Asset-Pricing Tests, and Market Efficiency

Their papers

• Portfolios and risk premia for the long run. (2012) — 56 citations