Peter Lakner - Concepedia

Author

Peter Lakner

New York University ORCID

Also Known As

Lakner, Peter, P. Lakner, Peter Lakner

Publications

824

Citations

H-Index

Concepts

All Affiliations

New York University Management Sciences (United States)University of Alberta

About

Peter Lakner is an author at New York University specializing in business, finance, and engineering.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	9	9	685
2	Engineering	8	8	425
3	Management	1	1	34
4	Natural Sciences	1	1	11
5	Accounting	1	1	234

Peter Lakner

Publications

732

Citations

H-Index

Page 1

	Year	Citations
Optimal trading strategy for an investor: the case of partial information Peter Lakner Stochastic Processes and their Applications Market MicrostructureFinancial EconomicsAsset PricingAccountingAlgorithmic Trading	1998	234
Utility maximization with partial information Peter Lakner Stochastic Processes and their Applications Mathematical ProgrammingEngineeringStochastic AnalysisStochastic Differential EquationsFinancial Mathematics	1995	172
Optimal Control of a Mean-Reverting Inventory Abel Cadenillas, Peter Lakner, Michael Pinedo Operations Research Total CostEngineeringInventory TheoryOptimal PolicyInventory Level	2010	67
PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS Peter Lakner, Lan Ma Nygren Mathematical Finance Mathematical ProgrammingPortfolio OptimizationEngineeringAsset PricingConsumption Rate Process	2006	66
High Frequency Asymptotics for the Limit Order Book Peter Lakner, Josh Reed, Sasha Stoikov Market Microstructure and Liquidity Order TheoryEngineeringLimit Order BookMarket OrdersStochastic Processes	2016	37
Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy Monique Jeanblanc, Peter Lakner, Ashay Kadam Mathematics of Operations Research Mathematical ProgrammingInfinite HorizonOperations ResearchFinancial MathematicsComputational Finance	2004	34
Martingale Measures For A Class of Right‐Continuous Processes Peter Lakner Mathematical Finance EconomicsProbability Measure QEngineeringMartingale MeasuresStochastic Processes	1993	32
Optimal Production Management When Demand Depends on the Business Cycle Abel Cadenillas, Peter Lakner, Michael Pinedo Operations Research EngineeringCumulative Consumer DemandProduction ManagementOperations ResearchProductivity	2013	27
Optimal investment in a defaultable bond Peter Lakner, Weijian Liang Mathematics and Financial Economics Optimal InvestmentBond MarketIntertemporal Portfolio ChoiceFinanceOptimal Investment Security	2008	23
Executive Stock Options: Value to the Executive and Cost to the Firm Ashay Kadam, Peter Lakner, Anand Srinivasan SSRN Electronic Journal Option PricingAsset PricingFinancial ManagementBusinessCost Of Capital	2002	16

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