J. Michael Harrison

18.2k citations
113 papers · 10.7k indexed · 4 hit papers · h-index 42

Impact in

  • Finance top 0.05%
    • Stochastic processes and financial applications
    • Financial Markets and Investment Strategies
    • Financial Risk and Volatility Modeling
    • Capital Investment and Risk Analysis
    • Advanced Queuing Theory Analysis

Papers in

J. Michael Harrison

108 papers receiving 9.6k citations

Hit Papers

Brownian motion and stochastic flow systems 1986 · 630 citations
630197820261994201050010001.5k2.0k

Peers

J. Michael Harrison
Comparison fields: 5 of 134
  • Finance 6.0k
  • Management Information Systems 3.3k
  • Management Science and Operations Research 2.2k
  • Economics and Econometrics 3.4k
  • General Economics, Econometrics and Finance 692
Replace Paul Glasserman with:
Paul Glasserman United States
Steven E. Shreve United States
Freddy Delbaen Switzerland
Stan Uryasev United States
Duan Li Hong Kong
Suresh Sethi United States
Eduardo S. Schwartz United States
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J. Michael Harrison relative to Paul Glasserman United States Paul Glasserman's profile →
Citations per field
00.5×2.9×
Paul Glasserman · 1×
Citations per year

Countries citing papers authored by J. Michael Harrison

Since Specialization
Citations

This map shows the geographic impact of J. Michael Harrison's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by J. Michael Harrison with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites J. Michael Harrison more than expected).

Fields of papers citing papers by J. Michael Harrison

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by J. Michael Harrison. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by J. Michael Harrison. The network helps show where J. Michael Harrison may publish in the future.

Co-authorship network

The 25 scholars most cited alongside J. Michael Harrison, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with J. Michael Harrison Line = papers co-authored together J. Michael Harrison links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20240
2 20241
3 20230
4
Safe Model-Based Meta-Reinforcement Learning: A Sequential Exploration-Exploitation Framework.
20201
5 202016
6 201542
7
Investment Timing with Incomplete Information and Multiple Means of Learning
20142
8 20139
9 20117
10 20087
11
Risk and Consequences of Farm Dam Failure
200211
12 199793
13 199281
14 198740
15 198412
16 1983262
17
Martingales and the valuation of redundant assets
19783
18 197858
19 197536
20
Variant winter plumage of the female tufted duck
19611

About J. Michael Harrison

J. Michael Harrison is a scholar working on Management Information Systems, Management Science and Operations Research, Finance, Transportation and Mathematical Physics, having authored 113 papers that have together received 10.7k indexed citations. Recurring topics across this work include Advanced Queuing Theory Analysis (68 papers), Probability and Risk Models (26 papers), Stochastic processes and financial applications (24 papers), Simulation Techniques and Applications (15 papers), Transportation Planning and Optimization (12 papers), Stochastic processes and statistical mechanics (12 papers), Random Matrices and Applications (10 papers) and Advanced Wireless Network Optimization (10 papers). The work is most often cited by research in Finance (6.0k citations), Management Information Systems (3.3k citations), Management Science and Operations Research (2.2k citations), Economics and Econometrics (3.4k citations) and General Economics, Econometrics and Finance (692 citations). J. Michael Harrison has collaborated with scholars based in United States, Canada and Hong Kong. Frequent co-authors include David M. Kreps, Stanley R. Pliska, Assaf Zeevi, Ruth Williams, Martin I. Reiman, Lawrence M. Wein, Jan A. Van Mieghem, L. A. Shepp, Michael Taksar and Allison J. Taylor. Their work appears in journals such as Journal of Applied Probability, The Annals of Applied Probability, Operations Research, Queueing Systems and Stochastic Processes and their Applications.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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