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Stadje, Mitja's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
518 |
Total
Citations
3 |
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1.
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Cheridito, Patrick
Princeton University Stadje, Mitja
Tilburg University - Department of Econometrics & Operations Research
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320
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time-consistency, value at risk, composed value at risk, composed average value at risk
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2.
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Time-Consistent and Market-Consistent Evaluations
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Stadje, Mitja
Tilburg University - Department of Econometrics & Operations Research Pelsser, Antoon
Maastricht University
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Posted:
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07 May 11
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Last Revised:
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26 Oct 12
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145
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Stadje, Mitja
Tilburg University - Department of Econometrics & Operations Research Pelsser, Antoon
Maastricht University
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Actuarial valuation principles, financial risk, market-consistency, time-consistency
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Stadje, Mitja
Tilburg University - Department of Econometrics & Operations Research Pelsser, Antoon
Maastricht University
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02 Jun 11
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Last Revised:
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24 Oct 12
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61
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Actuarial valuation principles, financial risk, market-consistency, time-consistency
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Pelsser, Antoon
Maastricht University Stadje, Mitja
Tilburg University - Department of Econometrics & Operations Research
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07 May 11
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Last Revised:
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26 Oct 12
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71
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Actuarial valuation principles, financial risk, time consistency, market consistency
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3.
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Laeven, Roger J. A.
Tilburg University - Department of Econometrics and Operations Research, and CentER Stadje, Mitja
Tilburg University - Department of Econometrics & Operations Research
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16 Mar 11
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Last Revised:
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20 Apr 11
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53
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Multiple priors, Variational and homothetic preferences, Robustness, Convex
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