Items where Author is "Robertson, Scott"
Number of items: 6.
Article
Ergodic robust maximization of asymptotic growth. (2021)
Kardaras, Constantinos; Robertson, Scott
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Abstract, classic, and explicit turnpikes.
Guasoni, Paolo; Kardaras, Constantinos; Robertson, Scott; Xing, Hao
Continuous-time perpetuities and time reversal of diffusions.
Kardaras, Constantinos; Robertson, Scott
Large time behavior of solutions to semi-linear equations with quadratic growth in the gradient.
Robertson, Scott; Xing, Hao
Long term optimal investment in matrix valued factor models.
Robertson, Scott; Xing, Hao
Robust maximization of asymptotic growth.
Kardaras, Constantinos; Robertson, Scott