Scott Robertson

Questrom School of Business, Boston University

Assistant Professor of Finance

595 Commonwealth Avenue

Boston, MA MA 02215

United States

  • Questrom School of Business, Boston University

SCHOLARLY PAPERS

7

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1,000

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in Total Papers Citations

8

CROSSREF CITATIONS

19

Scholarly Papers (7)

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1.

Portfolios and Risk Premia for the Long Run

Annals of Applied Probability, Forthcoming, Boston U. School of Management Research Paper No. 2011-4
Number of pages: 38 Posted: 18 Mar 2011 Last Revised: 19 Jan 2012
Paolo Guasoni, Paolo Guasoni and Scott Robertson
Boston University - Department of Mathematics and StatisticsDublin City University - School of Mathematical Sciences and Questrom School of Business, Boston University
Downloads 314 (186,064)
Citation 4

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Long Run, Portfolio Choice, Derivatives Pricing, Incomplete Markets

2.

Dynamic Noisy Rational Expectations Equilibrium with Insider Information

Econometrica, Forthcoming
Number of pages: 58 Posted: 02 Jul 2020
Jerome Detemple, Marcel Rindisbacher and Scott Robertson
Boston University - Questrom School of Business, Boston University - Questrom School of Business and Questrom School of Business, Boston University
Downloads 221 (264,748)
Citation 1

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Rational Expectations Equilibrium, Heterogenous Information, Diffusions, Prices, Risk Premia, Volatility, Portfolios

3.

Abstract, Classic, and Explicit Turnpikes

Boston U. School of Management Research Paper No. 2011-5
Number of pages: 34 Posted: 18 Mar 2011 Last Revised: 09 Feb 2012
Paolo Guasoni, Paolo Guasoni, Scott Robertson, Hao Xing and Constantinos Kardaras
Boston University - Department of Mathematics and StatisticsDublin City University - School of Mathematical Sciences, Questrom School of Business, Boston University, Boston University - Questrom School of Business and Carnegie Mellon University
Downloads 134 (407,972)
Citation 4

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Portfolio Choice, Incomplete Markets, Long-Run, Utility Functions, Turnpikes

4.

Optimal Investment, Derivative Demand and Arbitrage Under Price Impact

Number of pages: 27 Posted: 26 Dec 2018
Michail Anthropelos, Scott Robertson and Konstantinos Spiliopoulos
University of Piraeus - Department of Banking and Financial Management, Questrom School of Business, Boston University and Boston University
Downloads 108 (479,983)
Citation 1

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price impact, derivative pricing, arbitrage, large investors, segmented markets

5.

Static Fund Separation of Long Term Investments

Boston U. School of Management Research Paper, No. 2011-15
Number of pages: 38 Posted: 25 Jun 2011 Last Revised: 27 Mar 2012
Paolo Guasoni, Paolo Guasoni and Scott Robertson
Boston University - Department of Mathematics and StatisticsDublin City University - School of Mathematical Sciences and Questrom School of Business, Boston University
Downloads 105 (489,817)

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fund separation, long horizon, portfolio choice

6.

Mortgage Contracts and Underwater Default

Number of pages: 41 Posted: 04 Mar 2021 Last Revised: 01 Jun 2022
Yerkin Kitapbayev and Scott Robertson
Khalifa University and Questrom School of Business, Boston University
Downloads 63 (662,381)

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7.

Strategic Informed Trading and the Value of Private Information

Number of pages: 56 Posted: 16 Apr 2024
Michail Anthropelos and Scott Robertson
University of Piraeus - Department of Banking and Financial Management and Questrom School of Business, Boston University
Downloads 55 (706,148)

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asymmetric information, welfare, price impact, market power, imperfect competition, information acquisition