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Publications

by members of

University of Colorado → Leeds School of Business → Department of Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

1995

  1. Paul S. Calem & Michael J. Stutzer, 1995, "The simple analytics of observed discrimination in credit markets," Working Papers, Federal Reserve Bank of Philadelphia, number 95-7.

1989

  1. Michael J. Stutzer, 1989, "Duality and arbitrage with transactions costs: theory and applications," Staff Report, Federal Reserve Bank of Minneapolis, number 128, DOI: 10.21034/sr.128.

1988

  1. Smith, B.D. & Stutzer, M.J., 1988, "Adverse Selection, Aggregate Uncertainty, And The Role For Mutual Insurance Companies," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 118.

1984

  1. Michael J. Stutzer, 1984, "Correspondence principles for concave orthogonal games," Staff Report, Federal Reserve Bank of Minneapolis, number 90, DOI: 10.21034/sr.90.
  2. Michael J. Stutzer, 1984, "Time consistency of optimal plans: an elementary primer," Staff Report, Federal Reserve Bank of Minneapolis, number 91, DOI: 10.21034/sr.91.

1983

  1. Michael J. Stutzer, 1983, "Variable rate subsidies: the inefficiency of in-kind transfers revisited," Staff Report, Federal Reserve Bank of Minneapolis, number 76, DOI: 10.21034/sr.76.

1981

  1. Michael J. Stutzer, 1981, "Parametric properties of tax effort revenue sharing," Staff Report, Federal Reserve Bank of Minneapolis, number 66, DOI: 10.21034/sr.66.
  2. Michael J. Stutzer, 1981, "Another note on deadweight loss," Staff Report, Federal Reserve Bank of Minneapolis, number 63, DOI: 10.21034/sr.63.

1980

  1. Michael J. Stutzer, 1980, "Chaotic dynamics and bifurcation in a macro model," Staff Report, Federal Reserve Bank of Minneapolis, number 55, DOI: 10.21034/sr.55.

Journal articles

2018

  1. Stutzer, Michael, 2018, "The bankruptcy problem in financial networks," Economics Letters, Elsevier, volume 170, issue C, pages 31-34, DOI: 10.1016/j.econlet.2018.05.034.

2013

  1. Stutzer, Michael, 2013, "Optimal hedging via large deviation," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 392, issue 15, pages 3177-3182, DOI: 10.1016/j.physa.2013.03.022.

2003

  1. Stutzer, Michael, 2003, "Portfolio choice with endogenous utility: a large deviations approach," Journal of Econometrics, Elsevier, volume 116, issue 1-2, pages 365-386.

2002

  1. Kitamura, Yuichi & Stutzer, Michael, 2002, "Connections between entropic and linear projections in asset pricing estimation," Journal of Econometrics, Elsevier, volume 107, issue 1-2, pages 159-174, March.

1997

  1. Yuichi Kitamura & Michael Stutzer, 1997, "An Information-Theoretic Alternative to Generalized Method of Moments Estimation," Econometrica, Econometric Society, volume 65, issue 4, pages 861-874, July.

1996

  1. Gordon J. Alexander & Michael Stutzer, 1996, "A graphical note on European put thetas," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 16, issue 2, pages 201-209, April.
  2. Stutzer, Michael, 1996, "A Simple Nonparametric Approach to Derivative Security Valuation," Journal of Finance, American Finance Association, volume 51, issue 5, pages 1633-1652, December.

1995

  1. Calem Paul & Stutzer Michael, 1995, "The Simple Analytics of Observed Discrimination in Credit Markets," Journal of Financial Intermediation, Elsevier, volume 4, issue 3, pages 189-212, July.
  2. Stutzer, Michael, 1995, "A Bayesian approach to diagnosis of asset pricing models," Journal of Econometrics, Elsevier, volume 68, issue 2, pages 367-397, August.
  3. Smith, Bruce D & Stutzer, Michael, 1995, "A Theory of Mutual Formation and Moral Hazard with Evidence from the History of the Insurance Industry," The Review of Financial Studies, Society for Financial Studies, volume 8, issue 2, pages 545-577.

1990

  1. Smith, Bruce D. & Stutzer, Michael J., 1990, "Adverse selection and mutuality: The case of the farm credit system," Journal of Financial Intermediation, Elsevier, volume 1, issue 2, pages 125-149, June.
  2. Smith, Bruce D & Stutzer, Michael J, 1990, "Adverse Selection, Aggregate Uncertainty, and the Role for Mutual Insurance Contracts," The Journal of Business, University of Chicago Press, volume 63, issue 4, pages 493-510, October, DOI: 10.1086/296518.

1989

  1. Bruce D. Smith & Michael J. Stutzer, 1989, "Credit Rationing and Government Loan Programs: A Welfare Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, volume 17, issue 2, pages 177-193, June, DOI: 10.1111/1540-6229.00483.

1988

  1. Stutzer, Michael J. & Roberds, William, 1988, "Variable rate loans and financed activities: The case of adjustable rate mortgages," Journal of Urban Economics, Elsevier, volume 24, issue 1, pages 27-37, July.

1987

  1. Michael J. Stutzer, 1987, "Improving intergovernmental finance: a message from the northland," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 11, issue Spr, pages 2-13.
  2. Stutzer, Michael J., 1987, "Comparative statics for integrable Nash equilibria," Economics Letters, Elsevier, volume 23, issue 1, pages 19-21.

1985

  1. William Roberds & Michael J. Stutzer, 1985, "Adjustable rate mortgages: increasing efficiency more than housing activity," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 9, issue Sum, DOI: 10.21034/qr.932.
  2. Michael J. Stutzer, 1985, "The statewide economic impact of small-issue industrial revenue bonds," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 9, issue Spr, DOI: 10.21034/qr.921.

1984

  1. Michael J. Stutzer, 1984, "Probable future competition in banking antitrust determination: research findings," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 8, issue Sum, DOI: 10.21034/qr.832.
  2. Michael J. Stutzer, 1984, "Varible Rate Subsidies : The Ineficiency of In-Kind Transfers Revisited," Public Finance Review, , volume 12, issue 1, pages 77-95, January, DOI: 10.1177/109114218401200104.

1982

  1. Stutzer, Michael J., 1982, "Another note on deadweight loss," Journal of Public Economics, Elsevier, volume 18, issue 2, pages 277-284, July.

1980

  1. Stutzer, Michael J., 1980, "Chaotic dynamics and bifurcation in a macro model," Journal of Economic Dynamics and Control, Elsevier, volume 2, issue 1, pages 353-376, May.

Chapters

2011

  1. Michael Stutzer, 2011, "Portfolio choice with endogenous utility: a large deviations approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 43, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".
  2. Michael Stutzer, 2011, "On Growth-Optimality vs. Security Against Underperformance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 44, in: Leonard C MacLean & Edward O Thorp & William T Ziemba, "THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE".

2005

  1. Michael Stutzer, 2005, "Fund Managers May Cause Their Benchmarks To Be Priced “Risks”," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: H Gifford Fong, "The World Of Risk Management".

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