J. Michael Harrison

J. Michael Harrison

J. Michael Harrison is an American scientist, known for his contributions to the theory of mathematical finance, in particular
stochastic networks and financial engineering. He has authorednear 90 journal articles and written two books in his area.

He obtained a B.Sc. in industrial engineering from Lehigh University (1966),an M.Sc. from Stanford University (1967), where he also got his Ph.D. in operations research (1970).He then worked at the same place, in the Stanford Graduate School of Business,as assistant professor, promoted to associate professor (1973) and full professor (1978).He hasn't moved and is currently the "Adams Distinguished Professor of Management".

His research focused on stochastic modelling for business and led to influential results in option theory (with David Krebs, 1980).Later he studied Brownian network models for logistics and models for optimizing telephone call centers. More recently he has studied
dynamic pricing and revenue management.

Awards

*National Academy of Engineering electee (2008). [ [http://www.gsb.stanford.edu/news/headlines/harrison_award.html Harrison Elected toNational Academy of Engineering] from Stanford Graduate School of Business]
*John von Neumann Theory Prize 2004
*Frederick W. Lanchester Prize (best research publication) 2001
*INFORMS Expository Writing Award 1998

elected publications

*A Method for Staffing Large Call Centers: Mfg. & Service Operations Mgt., 2005
*A Broader View of Brownian Networks: Annals of Applied Probability, 2003
*Brownian Motion and Stochastic Flow Systems, Wiley and Sons, 1985
*Martingales and Stochastic Integrals in the Theory of Trading: Stochastic Processes, 1981
*Martingales and Arbitrage in Multiperiod Securities Markets: Journal of Economic Theory, 1979

References


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