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Publications by Stanley R. Pliska

Risk Sensitive Portfolio Management With Cox--Ingersoll--Ross Interest Rates: The HJB Equation

SIAM Journal on Control and Optimization

Applied Mathematics

English

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Risk-Sensitive Portfolio Optimization With Transaction Costs

Journal of Computational Finance

Applied Mathematics

Computer Science Applications

English

Managing the Technological Development Structure: Risk and “Interest Portfolio”

English

The Measuring of Interest Rate Risk of Bond Portfolio

Zhournal Novoi Ekonomicheskoi Associacii

English

Higher Moment Portfolio Management With Downside Risk

American Journal of Social and Management Sciences

English

Portfolio Management With Cryptocurrencies: The Role of Estimation Risk

Economics Letters

English

Risk-Sensitive Portfolio Optimization and Its Applications

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

English

Portfolio Management With Cryptocurrencies: The Role of Estimation Risk

SSRN Electronic Journal

English

Continuous-Time Mean-Variance Portfolio Selection Problem With Ho-Lee Stochastic Interest Rates

English

Interest Rates and Bank Risk-Taking

Journal of Banking and Finance

English