Wendell H. Fleming

Brown University - Division of Applied Mathematics

Professor Emeritus

Providence, RI 02912

United States

SCHOLARLY PAPERS

8

DOWNLOADS
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SSRN RANKINGS

Top 33,863

in Total Papers Downloads

1,065

CITATIONS
Rank 5,336

SSRN RANKINGS

Top 5,336

in Total Papers Citations

97

Scholarly Papers (8)

1.

A Stochastic Optimal Control Approach to International Finance and Foreign Debt

CESifo Working Paper No. 204
Number of pages: 48 Posted: 23 Oct 2000
Wendell H. Fleming and Jerome L. Stein
Brown University - Division of Applied Mathematics and Brown University - Division of Applied Mathematics
Downloads 497 (44,586)
Citation 34

Abstract:

Stochastic optimal control, foreign debt, international finance, current account, vulnerability to external shocks

2.

Stochastic Optimal Control, International Finance and Debt

CESifo Working Paper Series No. 744
Number of pages: 38 Posted: 10 Oct 2002
Wendell H. Fleming and Jerome L. Stein
Brown University - Division of Applied Mathematics and Brown University - Division of Applied Mathematics
Downloads 311 (78,816)
Citation 56

Abstract:

Stochastic Optimal Control, Foreign Debt, International Finance, Vulnerability to External Shocks, Sustainable Current Account Deficits

3.

Stochastic Intertemporal Optimization In Discrete Time

CESifo Working Paper Series No. 338
Number of pages: 23 Posted: 28 Mar 2001
Wendell H. Fleming and Jerome L. Stein
Brown University - Division of Applied Mathematics and Brown University - Division of Applied Mathematics
Downloads 205 (122,043)
Citation 4

Abstract:

4.

Optimal Investment Models with Minimum Consumption Criteria

Australian Economic Papers, Vol. 44, No. 4, pp. 307-321, December 2005
Number of pages: 15 Posted: 07 Jan 2006
Wendell H. Fleming
Brown University - Division of Applied Mathematics
Downloads 23 (436,401)
Citation 3
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Abstract:

5.

Stochastic Inter-temporal Optimization in Discrete Time

ECONOMIC THEORY, DYNAMICS AND MARKETS: ESSAYS IN HONOR OF RYUZO SATO, Takashi Negishi, Rama Ramachandran and Kazuo Mino, Eds., Kluwer, 2001
Posted: 01 Nov 2001
Jerome L. Stein and Wendell H. Fleming
Brown University - Division of Applied Mathematics and Brown University - Division of Applied Mathematics

Abstract:

Stochastic inter-temporal optimization, international debt, uncertainty, risk

6.

Risk-Sensitive Control and an Optimal Investment Model

Mathematical Finance, Vol. 10, Issue 2, April 2000
Posted: 13 Feb 2001
Wendell H. Fleming
Brown University - Division of Applied Mathematics

Abstract:

7.

Country Debt Risk: A Stochastic Inter-temporal Optimization Approach

AFA 2001 New Orleans
Posted: 12 Jan 2001
Jerome L. Stein and Wendell H. Fleming
Brown University - Division of Applied Mathematics and Brown University - Division of Applied Mathematics

Abstract:

8.

Country Debt Risk: A Stochastic Optimal Control Perspective

Posted: 07 Nov 2000
Wendell H. Fleming and Jerome L. Stein
Brown University - Division of Applied Mathematics and Brown University - Division of Applied Mathematics

Abstract: