Stanley R. Pliska

University of Illinois at Chicago - Department of Finance

2431 University Hall (UH)

601 S. Morgan Street

Chicago, IL 60607-7124

United States

SCHOLARLY PAPERS

6

DOWNLOADS

25

SSRN CITATIONS
Rank 23,039

SSRN RANKINGS

Top 23,039

in Total Papers Citations

10

CROSSREF CITATIONS

33

Scholarly Papers (6)

1.

Continuous-Time Mean-Variance Portfolio Selection with Bankruptcy Prohibition

Number of pages: 32 Posted: 23 Mar 2005
Tomasz R. Bielecki, Hanqing Jin, Stanley R. Pliska and Xun Yu Zhou
Illinois Institute of Technology, Chinese University of Hong Kong, University of Illinois at Chicago - Department of Finance and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
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Citation 10
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2.

A Note on the Effects of Taxes on Optimal Investment

Mathematical Finance, Vol. 17, No. 4, pp. 477-485, October 2007
Number of pages: 10 Posted: 14 Sep 2007
Cristin Buescu, Abel Cadenillas and Stanley R. Pliska
King's College London, Department of Mathematics, University of Alberta - Department of Mathematical and Statistical Sciences and University of Illinois at Chicago - Department of Finance
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Abstract:

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3.

Risk Sensitive Icapm, with Application to Fixed Income Management

IEEE Transactions on Automatic Control, Vol. 49, No. 3, pp. 420-432, March 2004
Posted: 02 May 2005
Tomasz R. Bielecki and Stanley R. Pliska
Illinois Institute of Technology and University of Illinois at Chicago - Department of Finance

Abstract:

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risk sensitive control, optimal portfolios, fixed income management,

4.

Option Valuation with Co-Integrated Asset Prices

Journal of Economic Dynamics and Control, Vol. 28, No. 4, pp. 727-754, 2004
Posted: 27 Dec 2000
Jin-Chuan Duan and Stanley R. Pliska
National University of Singapore (NUS) - Business School and Risk Management Institute and University of Illinois at Chicago - Department of Finance

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5.

Risk Sensitive Asset Management with Transaction Costs

Posted: 23 Feb 2000
Tomasz R. Bielecki and Stanley R. Pliska
Illinois Institute of Technology and University of Illinois at Chicago - Department of Finance

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6.

Optimal Trading of a Security When There are Taxes and Transaction Costs

Posted: 16 Feb 1999
Abel Cadenillas and Stanley R. Pliska
University of Alberta - Department of Mathematical and Statistical Sciences and University of Illinois at Chicago - Department of Finance

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