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Mitja Stadje


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Personal Details

First Name: Mitja
Middle Name:
Last Name: Stadje

RePEc Short-ID: pst422

Postal Address:


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


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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,
  2. Mitja Stadje & Antoon Pelsser, 2011. "Time-Consistent and Market-Consistent Evaluations," Papers 1109.1749,, revised Dec 2013.
  3. Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Discussion Paper, Tilburg University, Center for Economic Research 2011-031, Tilburg University, Center for Economic Research.
  4. Pelsser, A. & Stadje, M.A., 2011. "Time-Consistent and Market-Consistent Evaluations (replaced by CentER DP 2012-086)," Discussion Paper, Tilburg University, Center for Economic Research 2011-063, Tilburg University, Center for Economic Research.


  1. Cheridito, Patrick & Stadje, Mitja, 2012. "Existence, minimality and approximation of solutions to BSDEs with convex drivers," Stochastic Processes and their Applications, Elsevier, 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, 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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