| Optimal importance sampling with explicit formulas in continuous time. P Guasoni, S Robertson Finance & Stochastics 12 (1), 2008 | 66 | 2008 |
| Portfolios and risk premia for the long run P Guasoni, S Robertson Annals of Applied Probability 22 (1), 239-284, 2012 | 56 | 2012 |
| Sample Path Large Deviations and Optimal Importance Sampling for Stochastic Volatility Models S Robertson Stochastic Processes and their Applications 120 (1), 66-83, 2010 | 37 | 2010 |
| Robust Maximization of Asymptotic Growth C Kardaras, S Robertson The Annals of Applied Probability 22 (4), 1576-1610, 2012 | 16 | 2012 |
| Large Time Behavior of Solutions to Semi-Linear Equations with Quadratic Growth in the Gradient S Robertson, H Xing SIAM Journal on Control and Optimization 53 (1), 185-212, 2015 | 12 | 2015 |
| Static Fund Separation of Long-Term Investments P Guasoni, S Robertson Mathematical Finance 25 (4), 789-826, 2015 | 12 | 2015 |
| Abstract, Classic and Explicit Turnpikes P Guasoni, C Kardaras, S Robertson, H Xing Finance and Stochastics 18 (1), 75-114, 2014 | 12 | 2014 |
| Pricing for Large Positions in Contingent Claims S Robertson Mathematical Finance 27 (3), 746-778, 2017 | 10 | 2017 |
| Dynamic Noisy Rational Expectations Equilibrium with Insider Information J Detemple, M Rindisbacher, S Robertson Econometrica, https://www.econometricsociety.org/publications/econometrica …, 2020 | 8 | 2020 |
| Long Term Optimal Investment in Matrix Valued Factor Models S Robertson, H Xing Siam Journal on Financial Mathematics 8 (1), 400-434, 2017 | 8 | 2017 |
| Ergodic robust maximization of asymptotic growth C Kardaras, S Robertson The Annals of Applied Probability 31 (4), 1787-1819, 2021 | 7 | 2021 |
| The Pricing of Contingent Claims and Optimal Positions in Asymptotically Complete Markets M Anthropelos, S Robertson, K Spiliopoulos Annals of Applied Probability 27 (3), 1778-1830, 2017 | 7 | 2017 |
| Indifference Pricing for Contingent Claims: Large Deviations Effects S Robertson, K Spiliopoulos Mathematical Finance 28 (1), 335-371, 2018 | 6 | 2018 |
| Continuous Time Perpetuities and Time Reversal of Diffusions C Kardaras, S Robertson Finance & Stochastics 21 (1), 65-110, 2017 | 5 | 2017 |
| Optimal investment and pricing in the presence of defaults T Ishikawa, S Robertson Mathematical Finance 30 (2), 577-620, 2020 | 4 | 2020 |
| Optimal Investment, Demand and Arbitrage under Price Impact M Anthropelos, S Robertson, K Spiliopoulos Mathematical Finance, forthcoming, 2020 | 1 | 2020 |
| Endogenous Current Coupons Z Cheng, S Robertson Finance and Stochastics 21 (4), 1027-1071, 2017 | | 2017 |
Paolo GuasoniDublin City University and Universitą di BolognaVerified email at dcu.ie
