Michael J. Stutzer

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The bankruptcy problem in financial networks Economics Letters	2018-10-05	Paper
Optimal hedging via large deviation Physica A	2018-09-11	Paper
Comparative statics for integrable Nash equilibria Economics Letters	2016-01-01	Paper
A simple Parrondo paradox	2010-09-20	Paper
Portfolio choice with endogenous utility: a large deviations approach. Journal of Econometrics	2003-08-07	Paper
Connections between entropic and linear projections in asset pricing estimation Journal of Econometrics	2003-02-17	Paper
Simple entropic derivation of a generalized Black-Scholes option pricing model Entropy	2002-09-10	Paper
An Information-Theoretic Alternative to Generalized Method of Moments Estimation Econometrica	1998-06-22	Paper
scientific article; zbMATH DE number 1098902 (Why is no real title available?)	1997-12-18	Paper
A Bayesian approach to diagnosis of asset pricing models Journal of Econometrics	1995-12-07	Paper
scientific article; zbMATH DE number 515790 (Why is no real title available?)	1994-03-11	Paper

Research outcomes over time

This page was built for person: Michael J. Stutzer