Stanley R. Pliska

7.1k citations

60 papers · 3.9k indexed · 1 hit paper · h-index 23

Finance top 0.1%
Economics and Econometrics top 0.5%
Management Science and Operations Research top 0.5%
Demography top 0.5%
General Economics, Econometrics and Finance top 2%

Co-authors: J. Michael Harrison Tomasz R. Bielecki A. J. Morton Jinchun Ye Peter Bloomfield M. A. H. Dempster Kerry Back S. D. Deshmukh
Topics: Stochastic processes and financial applications (35 papers)Financial Markets and Investment Strategies (22 papers)Economic theories and models (21 papers)
Cited by: Finance Management Science and Operations Research Economics and Econometrics
Journals: Journal of the American Statistical Association Econometrica IEEE Transactions on Automatic Control
Partner nations: United States Canada Japan

In The Last Decade

Stanley R. Pliska

56 papers receiving 3.4k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Martingales and stochastic integrals in the theory of continuous trading

1981 1.6k citations J. Michael Harrison, Stanley R. Pliska Stochastic Processes and their Applications profile →

Peers

Countries citing papers authored by Stanley R. Pliska

Since Specialization

Citations

This map shows the geographic impact of Stanley R. Pliska'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 Stanley R. Pliska with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stanley R. Pliska more than expected).

Fields of papers citing papers by Stanley R. Pliska

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Stanley R. Pliska. 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 Stanley R. Pliska. The network helps show where Stanley R. Pliska may publish in the future.

Co-authorship network of co-authors of Stanley R. Pliska

This figure shows the co-authorship network connecting the top 25 collaborators of Stanley R. Pliska. A scholar is included among the top collaborators of Stanley R. Pliska based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Stanley R. Pliska. Stanley R. Pliska is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

#	Work	Indexed citations
1	Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation 2005 ·SIAM Journal on Control and Optimization ·Tomasz R. Bielecki,Stanley R. Pliska,Shuenn‐Jyi Sheu	24
2	Optimal tracking for asset allocation with fixed and proportional transaction costs 2004 ·Quantitative Finance ·Stanley R. Pliska,(unknown)	23
3	Risk Sensitive Asset Management with Transaction Costs 2000 ·SSRN Electronic Journal ·Tomasz R. Bielecki,Stanley R. Pliska	5
4	Optimal Trading of a Security When There are Taxes and Transaction Costs 1999 ·SSRN Electronic Journal ·Abel Cadenillas,Stanley R. Pliska	4
5	Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management 1999 ·Mathematical Methods of Operations Research ·Tomasz R. Bielecki,Daniel Hernández–Hernández,Stanley R. Pliska	49
6	OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS 1995 ·Mathematical Finance ·A. J. Morton,Stanley R. Pliska	144
7	On a free boundary problem that arises in portfolio management 1994 ·Philosophical Transactions of the Royal Society of London Series A Physical and Engineering Sciences ·Stanley R. Pliska,Michael Selby	17
8	On the fundamental theorem of asset pricing with an infinite state space 1991 ·Journal of Mathematical Economics ·Kerry Back,Stanley R. Pliska	90
9	Direct diagnosis of tuberculosis by computer assisted pattern recognition gas chromatographic analysis of sputum 1991 ·Biomedical Chromatography ·(unknown),(unknown),Stanley R. Pliska,(unknown),(unknown)	2
10	Kalman filter estimation for valuing nontrading securities, with applications to the MMI cash-future spread on October 19 and 20, 1987 1991 ·Review of Quantitative Finance and Accounting ·Gilbert W. Bassett,(unknown),Stanley R. Pliska	11
11	The effects of regulations on trading activity and return volatility in futures markets 1991 ·Journal of Futures Markets ·Stanley R. Pliska,Catherine Shalen	20
12	The shadow price of information in continuous time decision problems 1987 ·Stochastics ·Kerry Back,Stanley R. Pliska	19
13	A martingale characterization of the price of a nonrenewable resource with decisions involving uncertainty 1985 ·Journal of Economic Theory ·S. D. Deshmukh,Stanley R. Pliska	21
14	A stochastic calculus model of continuous trading: Complete markets 1983 ·Stochastic Processes and their Applications ·J. Michael Harrison,Stanley R. Pliska	262
15	Martingales and stochastic integrals in the theory of continuous tradingbreakdown → 1981 ·Stochastic Processes and their Applications ·J. Michael Harrison,Stanley R. Pliska	1570
16	On a functional differential equation that arises in a Markov control problem 1978 ·Journal of Differential Equations ·Stanley R. Pliska	8
17	Controlled jump processes 1975 ·Stochastic Processes and their Applications ·Stanley R. Pliska	54
18	Choosing the maximum from a sequence with a discount function 1975 ·Applied Mathematics & Optimization ·(unknown),Stanley R. Pliska	21
19	A diffusion process model for the optimal operation of a reservoir system 1975 ·Journal of Applied Probability ·Stanley R. Pliska	6
20	Single and Multi-Person Controlled Diffusions 1972 ·Defense Technical Information Center (DTIC) ·Stanley R. Pliska	0

About Stanley R. Pliska

Stanley R. Pliska is a scholar working on Finance, Economics and Econometrics and Medical Laboratory Technology, having authored 60 papers that have together received 3.9k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (35 papers), Financial Markets and Investment Strategies (22 papers) and Economic theories and models (21 papers). The work is most often cited by research in Finance (3.2k citations), Management Science and Operations Research (890 citations) and Economics and Econometrics (1.9k citations). Stanley R. Pliska has collaborated with scholars based in United States, Canada and Japan. Frequent co-authors include J. Michael Harrison, Tomasz R. Bielecki, A. J. Morton, Jinchun Ye, Peter Bloomfield, M. A. H. Dempster, Kerry Back, S. D. Deshmukh, Jin‐Chuan Duan and Abel Cadenillas. Their work appears in journals such as Journal of the American Statistical Association, Econometrica and IEEE Transactions on Automatic Control.

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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