Wendell H. Fleming

Economics and Econometrics · 1992–2011

A researcher in the Science corpus: 5 papers; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 5 citations into it; #22,398 of 23,481 by trust here, #16,151 by citations

Whom Wendell H. Fleming trusts overall

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

1. Tomasz R. Bielecki
2. Stanley R. Pliska
3. Michael Sherris

Who trusts Wendell H. Fleming overall

1. Huyen Pham
2. Guy Barles
3. Espen Robstad Jakobsen
4. Shige Peng
5. Alexander Schied
6. Xianping Guo
7. Pavithra Harsha
8. Nizar Touzi
9. Hilbert J. Kappen
10. Adam M. Oberman

Papers from Wendell H. Fleming's perspective

Ordered by how strongly the researchers Wendell H. Fleming trusts endorse each paper. Same corpus, a different order for every researcher.

1. Optimization-Theory And Applications
2. Mathematical Theory of Optimal Processes
3. Controlled Markov processes and viscosity solutions
4. Risk sensitive asset allocation
5. Stochastic differential equations
6. A Recursive Modelling Approach to Predicting UK Stock Returns
7. Predictability of Stock Returns: Robustness and Economic Significance
8. On the Predictability of Stock Returns: An Asset-Allocation Perspective
9. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
10. Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)

Their papers

• On the value of stochastic differential games (2011) — 50 citations
• Stochastic Optimal Control, International Finance and Debt (2004) — 114 citations
• Risk‐Sensitive Control and an Optimal Investment Model (2000) — 223 citations
• Book Review: Discrete-time Markov control processes: Basic optimality criteria (1997)
• Controlled Markov processes and viscosity solutions (1992)