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
A simple Parrondo paradox	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

This page was built for person: Michael J. Stutzer