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Publications

by members of

Department of Finance
Leeds School of Business
University of Colorado
Boulder, Colorado (United States)

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 95-7, Federal Reserve Bank of Philadelphia.

1989

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

1988

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

1984

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

1983

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

1981

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

1980

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

Journal articles

2018

  1. Stutzer, Michael, 2018. "The bankruptcy problem in financial networks," Economics Letters, Elsevier, vol. 170(C), pages 31-34.

2013

  1. Stutzer, Michael, 2013. "Optimal hedging via large deviation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(15), pages 3177-3182.

2003

  1. Stutzer, Michael, 2003. "Portfolio choice with endogenous utility: a large deviations approach," Journal of Econometrics, Elsevier, vol. 116(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, vol. 107(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, vol. 65(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., vol. 16(2), pages 201-209, April.
  2. Stutzer, Michael, 1996. "A Simple Nonparametric Approach to Derivative Security Valuation," Journal of Finance, American Finance Association, vol. 51(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, vol. 4(3), pages 189-212, July.
  2. Stutzer, Michael, 1995. "A Bayesian approach to diagnosis of asset pricing models," Journal of Econometrics, Elsevier, vol. 68(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, vol. 8(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, vol. 1(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, vol. 63(4), pages 493-510, October.

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, vol. 17(2), pages 177-193, June.

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, vol. 24(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, vol. 11(Spr), pages 2-13.
  2. Stutzer, Michael J., 1987. "Comparative statics for integrable Nash equilibria," Economics Letters, Elsevier, vol. 23(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, vol. 9(Sum).
  2. Michael J. Stutzer, 1985. "The statewide economic impact of small-issue industrial revenue bonds," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 9(Spr).

1984

  1. Michael J. Stutzer, 1984. "Probable future competition in banking antitrust determination: research findings," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 8(Sum).
  2. Michael J. Stutzer, 1984. "Varible Rate Subsidies : The Ineficiency of In-Kind Transfers Revisited," Public Finance Review, , vol. 12(1), pages 77-95, January.

1982

  1. Stutzer, Michael J., 1982. "Another note on deadweight loss," Journal of Public Economics, Elsevier, vol. 18(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, vol. 2(1), pages 353-376, May.

Chapters

2011

  1. Michael Stutzer, 2011. "Portfolio choice with endogenous utility: a large deviations approach," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 43, pages 619-640, World Scientific Publishing Co. Pte. Ltd..
  2. Michael Stutzer, 2011. "On Growth-Optimality vs. Security Against Underperformance," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 44, pages 641-653, World Scientific Publishing Co. Pte. Ltd..

2005

  1. Michael Stutzer, 2005. "Fund Managers May Cause Their Benchmarks To Be Priced “Risks”," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Risk Management, chapter 10, pages 203-218, World Scientific Publishing Co. Pte. Ltd..

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