Concepedia

Mitja Stadje

MS

12

Publications

413

Citations

11

H-Index

2007

Active since

Affiliations

Tilburg University(Current)

Universität Ulm

Princeton University

University of Amsterdam

Imperial College London

Mitja Stadje is an author at Tilburg University specializing in engineering, management, and finance.

Top concepts

EngineeringManagementFinanceRisk ManagementUncertainty QuantificationBusinessEconomicsStatisticsProbabilityAsset Pricing

Publications per year

2007–2020

12

Publications

12

TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS

Antoon Pelsser, Mitja Stadje · Mathematical Finance · 2013 · 74 citations · Full text

Consumer Research, Inherent Financial Risk, Market Design +21

Time-inconsistency of VaR and time-consistent alternatives

Patrick Cheridito, Mitja Stadje · Finance research letters · 2008 · 69 citations

Reliability, Time-consistent Alternatives, Engineering +7

Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach

Mitja Stadje · Insurance Mathematics and Economics · 2010 · 56 citations

Convergence Approach, Engineering, Stochastic Optimization +7

Optimal investment under VaR-Regulation and Minimum Insurance

An Chen, Thai Nguyen, Mitja Stadje · Insurance Mathematics and Economics · 2018 · 52 citations

Economics, Portfolio Optimization, Management +7

Entropy Coherent and Entropy Convex Measures of Risk

Roger J. A. Laeven, Mitja Stadje · Mathematics of Operations Research · 2012 · 41 citations · Full text

Bayesian Decision Theory, Engineering, Financial Risk Management +19

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