Mitja Stadje

Management Science and Operations Research · 2007

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Mitja Stadje trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Gordon J. Alexander
  2. Larry G. Epstein
  3. Alexandre M. Baptista
  4. Martin Schneider

Papers from Mitja Stadje's perspective

Ordered by how strongly the researchers Mitja Stadje trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Recursive multiple-priors (Journal of Economics Theory)
  2. A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model (Management Sciences)
  3. Ambiguity, risk, and asset returns in continuous time
  4. Axiomatic Foundations of Multiplier Preferences
  5. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
  6. Optimal Portfolios with Bounded Capital at Risk
  7. Dynamic variational preferences (Journal of Economics Theory)
  8. Convex measures of risk and trading constraints (Finance and Stochastics)
  9. Portfolio Performance Evaluation Using Value at Risk
  10. Global Portfolio Optimization

Their papers