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Mitja Stadje

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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:
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)
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  1. Stadje, M.A. & Pelsser, A., 2014. "Time-Consistent and Market-Consistent Evaluations (Revised version of 2012-086)," Discussion Paper 2014-002, Tilburg University, Center for Economic Research.
  2. Dilip Madan & Martijn Pistorius & Mitja Stadje, 2013. "On dynamic spectral risk measures and a limit theorem," Papers 1301.3531, arXiv.org, revised Jun 2015.
  3. 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.
  4. Mitja Stadje & Antoon Pelsser, 2011. "Time-Consistent and Market-Consistent Evaluations," Papers 1109.1749, arXiv.org, revised Dec 2013.
    RePEc:dgr:kubcen:2011063 is not listed on IDEAS
    RePEc:dgr:kubcen:2011031 is not listed on IDEAS
  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.
5 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
  2. NEP-RMG: Risk Management (1) 2011-04-09
  3. NEP-UPT: Utility Models & Prospect Theory (2) 2011-04-09 2013-01-26. Author is listed

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