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Mitja Stadje

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This is information that was supplied by Mitja Stadje in registering through RePEc. If you are Mitja Stadje , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Mitja
Middle Name:
Last Name: Stadje
Suffix:

RePEc Short-ID: pst422

Email:
Homepage: http://www.tilburguniversity.edu/webwijs/show/?uid=mstadje
Postal Address:
Phone:

Affiliation

CentER for Economic Research
Universiteit van Tilburg
Location: Tilburg, Netherlands
Homepage: http://center.uvt.nl/
Email:
Phone: 31 13 4663050
Fax: 31 13 4663066
Postal: P.O. Box 90153, 5000 LE Tilburg
Handle: RePEc:edi:cekubnl (more details at EDIRC)

Works

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Working papers

  1. Dilip Madan & Martijn Pistorius & Mitja Stadje, 2013. "On consistent valuations based on distorted expectations: from multinomial random walks to L\'{e}vy processes," Papers 1301.3531, arXiv.org.
  2. Pelsser, A. & Stadje, M.A., 2011. "Time-Consistent and Market-Consistent Evaluations (replaced by CentER DP 2012-086)," Discussion Paper 2011-063, Tilburg University, Center for Economic Research.
  3. Mitja Stadje & Antoon Pelsser, 2011. "Time-Consistent and Market-Consistent Evaluations," Papers 1109.1749, arXiv.org, revised Dec 2013.
  4. Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Discussion Paper 2011-031, Tilburg University, Center for Economic Research.

Articles

  1. Cheridito, Patrick & Stadje, Mitja, 2012. "Existence, minimality and approximation of solutions to BSDEs with convex drivers," Stochastic Processes and their Applications, Elsevier, vol. 122(4), pages 1540-1565.
  2. Stadje, Mitja, 2010. "Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach," Insurance: Mathematics and Economics, Elsevier, vol. 47(3), pages 391-404, December.
  3. Cheridito, Patrick & Stadje, Mitja, 2009. "Time-inconsistency of VaR and time-consistent alternatives," Finance Research Letters, Elsevier, vol. 6(1), pages 40-46, March.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2011-04-09. Author is listed
  2. NEP-RMG: Risk Management (1) 2011-04-09. Author is listed
  3. NEP-UPT: Utility Models & Prospect Theory (2) 2011-04-09 2013-01-26. Author is listed

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Corrections

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