Concepedia

Steven E. Shreve

SE

Statistics

Publications

48

Citations

6.7K

H-Index

33

Active since

1977

Affiliations

Carnegie Mellon University(Current)

Columbia University

Maria Curie-Skłodowska University

Steven E. Shreve is an author at Carnegie Mellon University specializing in economics, finance, and stochastic processes.

ORCID

Publications per year

1977–2018

48

Publications

48

Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon

Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve · SIAM Journal on Control and Optimization · 1987 · 1.2K citations

, , +17

Martingale and Duality Methods for Utility Maximization in an Incomplete Market

Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve et al. · SIAM Journal on Control and Optimization · 1991 · 828 citations

, , +16

Optimal Investment and Consumption with Transaction Costs

Steven E. Shreve, H. Meté Soner · The Annals of Applied Probability · 1994 · 662 citations · Full text

, , +16

Explicit Solution of a General Consumption/Investment Problem

Ioannis Karatzas, John P. Lehoczky, Suresh Sethi et al. · Mathematics of Operations Research · 1986 · 388 citations

, , +17

Robustness of the Black and Scholes Formula

Nicole El Karoui, Monique Jeanblanc‐Picquè, Steven E. Shreve · Mathematical Finance · 1998 · 382 citations

, , +16

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