SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Mitja Stadje · Study

Home/Author

Mitja Stadje

6 works· latest 2018· 3 institutionscluster: provisionalORCID 0000-0002-1816-7461

h-index5

i105

Citations283

Works here6

08

10

11

12

15

18

Most cited in this library

TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS2011 · 71 citations
Time-inconsistency of VaR and time-consistent alternatives2008 · 69 citations
Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach2010 · 52 citations
Optimal investment under VaR-Regulation and Minimum Insurance2018 · 49 citations
Entropy Coherent and Entropy Convex Measures of Risk2012 · 42 citations

Works

6 shown

Optimal investment under VaR-Regulation and Minimum Insurance

Insurance Mathematics and Economics·2018·3 authors

49citations

A dual theory for decision under risk and ambiguity

TU/e Research Portal·2015·2 authors·report·Open access

0citations

Entropy Coherent and Entropy Convex Measures of Risk

Mathematics of Operations Research·2012·2 authors·Open access

42citations

TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS

Mathematical Finance·2011·2 authors·Open access

71citations

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

Insurance Mathematics and Economics·2010·1 author·Open access

52citations

Time-inconsistency of VaR and time-consistent alternatives

Finance research letters·2008·2 authors·Open access

69citations