Items where Author is "Robertson, Scott"

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Robertson, Scott (2021) Ergodic robust maximization of asymptotic growth. Annals of Applied Probability, 31 (4). pp. 1787-1819. ISSN 1050-5164

Robertson, Scott and Xing, Hao (2017) Long term optimal investment in matrix valued factor models. SIAM Journal on Financial Mathematics, 8 (1). pp. 400-434. ISSN 1945-497X

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Robertson, Scott (2017) Continuous-time perpetuities and time reversal of diffusions. Finance and Stochastics, 21 (1). pp. 65-110. ISSN 0949-2984

Robertson, Scott and Xing, Hao (2015) Large time behavior of solutions to semi-linear equations with quadratic growth in the gradient. SIAM Journal on Control and Optimization, 53 (1). pp. 185-212. ISSN 0363-0129

Guasoni, Paolo, Kardaras, Constantinos ORCID: 0000-0001-6903-4506, Robertson, Scott and Xing, Hao (2014) Abstract, classic, and explicit turnpikes. Finance and Stochastics, 18 (1). pp. 75-114. ISSN 0949-2984

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Robertson, Scott (2012) Robust maximization of asymptotic growth. Annals of Applied Probability, 22 (4). pp. 1576-1610. ISSN 1050-5164