Michael J. Stutzer

Available identifiers

zbMath Open stutzer.michael-jMaRDI QIDQ899901

List of research outcomes

Publication	Date of Publication	Type
The bankruptcy problem in financial networks	2018-10-05	Paper
Optimal hedging via large deviation	2018-09-11	Paper
Comparative statics for integrable Nash equilibria	2016-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3589537	2010-09-20	Paper
Portfolio choice with endogenous utility: a large deviations approach.	2003-08-07	Paper
Connections between entropic and linear projections in asset pricing estimation	2003-02-17	Paper
Simple entropic derivation of a generalized Black-Scholes option pricing model	2002-09-10	Paper
An Information-Theoretic Alternative to Generalized Method of Moments Estimation	1998-06-22	Paper
https://portal.mardi4nfdi.de/entity/Q4369085	1997-12-18	Paper
A Bayesian approach to diagnosis of asset pricing models	1995-12-07	Paper
https://portal.mardi4nfdi.de/entity/Q4283294	1994-03-11	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Michael J. Stutzer