Stanley R. Pliska

2000–2007

A researcher in the Science corpus: 6 papers; trusts 0 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Whom Stanley R. Pliska trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Shmuel Kandel
  2. M. Pesaran

Who trusts Stanley R. Pliska overall

  1. Peter A. Forsyth
  2. R. Seydel
  3. Wendell H. Fleming
  4. René A. Carmona
  5. Yang Shen
  6. Jim G. Dai
  7. Xiang Lin

Papers from Stanley R. Pliska's perspective

Ordered by how strongly the researchers Stanley R. Pliska trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Controlled Markov processes and viscosity solutions
  2. On the Predictability of Stock Returns: An Asset-Allocation Perspective
  3. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  4. Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)
  5. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
  6. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
  7. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
  8. A Recursive Modelling Approach to Predicting UK Stock Returns
  9. Predictability of Stock Returns: Robustness and Economic Significance
  10. Real Analysis: Modern Techniques and Their Applications

Their papers