Steven E. Shreve
Impact in
- Finance top 0.05%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Capital Investment and Risk Analysis
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- Risk and Portfolio Optimization
Papers in
- Finance 45
- Stochastic processes and financial applications 45
- Financial Markets and Investment Strategies 11
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- Economic theories and models 25
- Complex Systems and Time Series Analysis 6
- Co-authors
- Ioannis Karatzas (17 shared papers)John P. Lehoczky (16 shared papers)Dimitri P. Bertsekas (5 shared papers)H. Meté Soner (6 shared papers)Ganlin Xu (4 shared papers)Nicole El Karoui (2 shared papers)Suresh Sethi (3 shared papers)Jakša Cvitanić (1 shared paper)
- Journals
- SIAM Journal on Control and Optimization (10 papers)The Annals of Applied Probability (8 papers)Mathematical Finance (4 papers)Finance and Stochastics (4 papers)Mathematics of Operations Research (4 papers)
- Partner nations
- United StatesCanadaPoland
In The Last Decade
Steven E. Shreve
71 papers receiving 9.1k citations
Steven E. Shreve's Hit Papers
Peers
Comparison fields: 5 of 131
- Finance 7.4k
- Management Science and Operations Research 2.4k
- Economics and Econometrics 4.3k
- Demography 1.3k
- Mathematical Physics 680
Countries citing papers authored by Steven E. Shreve
This map shows the geographic impact of Steven E. Shreve'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 Steven E. Shreve with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Steven E. Shreve more than expected).
Fields of papers citing papers by Steven E. Shreve
This network shows the impact of papers produced by Steven E. Shreve. 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 Steven E. Shreve. The network helps show where Steven E. Shreve may publish in the future.
Co-authors
The 22 scholars most cited alongside Steven E. Shreve, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 74 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Brownian Motion and Stochastic Calculus Hit paper breakdown → | 1998 | 1326 |
| 2 | Methods of Mathematical Finance Hit paper breakdown → | 1998 | 1265 |
| 3 | Brownian Motion and Stochastic Calculus Hit paper breakdown → | 1988 | 977 |
| 4 | Stochastic optimal control : the discrete time case Hit paper breakdown → | 2007 | 738 |
| 5 | Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon Hit paper breakdown → | 1987 | 711 |
| 6 | Stochastic Calculus for Finance II: Continuous-Time Models Hit paper breakdown → | 2004 | 584 |
| 7 | Methods of Mathematical Finance Hit paper breakdown → | 1998 | 546 |
| 8 | 1991 | 440 | |
| 9 | 2004 | 416 | |
| 10 | 1994 | 396 | |
| 11 | 1986 | 259 | |
| 12 | 1998 | 242 | |
| 13 | Stochastic calculus for finance | 2004 | 213 |
| 14 | 1995 | 159 | |
| 15 | 1984 | 149 | |
| 16 | 1984 | 148 | |
| 17 | 1990 | 124 | |
| 18 | 2001 | 102 | |
| 19 | 2004 | 101 | |
| 20 | 2011 | 101 |
About Steven E. Shreve
Steven E. Shreve is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Management Information Systems and Computer Networks and Communications, having authored 74 papers that have together received 10.1k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (45 papers), Economic theories and models (25 papers), Financial Markets and Investment Strategies (11 papers), Risk and Portfolio Optimization (9 papers), Advanced Queuing Theory Analysis (8 papers), Complex Systems and Time Series Analysis (6 papers), Auction Theory and Applications (4 papers) and Network Traffic and Congestion Control (4 papers). The work is most often cited by research in Finance (7.4k citations), Management Science and Operations Research (2.4k citations), Economics and Econometrics (4.3k citations), Demography (1.3k citations) and Mathematical Physics (680 citations). Steven E. Shreve has collaborated with scholars based in United States, Canada and Poland. Frequent co-authors include Ioannis Karatzas, John P. Lehoczky, Dimitri P. Bertsekas, H. Meté Soner, Ganlin Xu, Nicole El Karoui, Suresh Sethi, Jakša Cvitanić, Donald P. Gaver and Mihai Ŝırbu. Their work appears in journals such as SIAM Journal on Control and Optimization, The Annals of Applied Probability, Mathematical Finance, Finance and Stochastics and Mathematics of Operations Research.
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.