Concepedia

Stanley R. Pliska

SR

48

Publications

6.5K

Citations

28

H-Index

1962

Active since

Affiliations

University of Illinois Chicago(Current)

Northwestern University

Decision Sciences (United States)

Northeastern Illinois University

Nomura Holdings (Japan)

Stanley R. Pliska is an author at University of Illinois Chicago specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingEconomicsManagementEngineeringFinancial EngineeringPortfolio OptimizationMathematical ProgrammingOperations Research

Publications per year

1962–2012

48

Publications

48

Martingales and stochastic integrals in the theory of continuous trading

J. Michael Harrison, Stanley R. Pliska · Stochastic Processes and their Applications · 1981 · 2.9K citations

Engineering, Integrable Probability, Continuous Trading +8

A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios

Stanley R. Pliska · Mathematics of Operations Research · 1986 · 559 citations

Mathematical Programming, Economics, Portfolio Optimization +11

A stochastic calculus model of continuous trading: Complete markets

J. Michael Harrison, Stanley R. Pliska · Stochastic Processes and their Applications · 1983 · 437 citations

Asset Pricing, Stochastic Calculus, Business +4

Mathematics of Derivative Securities

Peter Bloomfield, M. A. H. Dempster, Stanley R. Pliska · Journal of the American Statistical Association · 1998 · 340 citations

Option Pricing, Asset Pricing, Derivative Pricing +8

OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS

A. J. Morton, Stanley R. Pliska · Mathematical Finance · 1995 · 226 citations

Mathematical Programming, Economics, Portfolio Optimization +15

Rows per page

1–5 of 48