Concepedia

Tomas Björk

TB

Statistics

Publications

24

Citations

3.6K

H-Index

19

Active since

1980

Affiliations

Stockholm School of Economics(Current)

KTH Royal Institute of Technology

Aarhus University

Swedish House of Finance

Copenhagen Business School

Tomas Björk is an author at Stockholm School of Economics specializing in business, finance, and engineering.

Top concepts

Publications per year

1980–2017

24

Publications

24

MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION

Tomas Björk, Agatha Murgoci, Xun Yu Zhou · Mathematical Finance · 2012 · 516 citations · Full text

Arbitrage Theory in Continuous Time

Tomas Björk · 2004 · 433 citations · Full text

Bond Market Structure in the Presence of Marked Point Processes

Tomas Björk, Yuri Kabanov, Wolfgang Runggaldier · Mathematical Finance · 1997 · 394 citations

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A General Theory of Markovian Time Inconsistent Stochastic Control Problems

Tomas Björk, Agatha Murgoci · SSRN Electronic Journal · 2010 · 349 citations · Full text

Towards a general theory of bond markets

Tomas Björk, Giovanni Di Masi, Yuri Kabanov et al. · Finance and Stochastics · 1997 · 331 citations · Full text

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1–5 of 24