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Michael Stutzer
Michael Stutzer
Professor of Finance, University of Colorado
Verified email at colorado.edu - Homepage
Title
Cited by
Cited by
Year
An information-theoretic alternative to generalized method of moments estimation
Y Kitamura, M Stutzer
Econometrica: Journal of the Econometric Society, 861-874, 1997
6451997
A simple nonparametric approach to derivative security valuation
M Stutzer
The Journal of Finance 51 (5), 1633-1652, 1996
5041996
Chaotic dynamics and bifurcation in a macro model
MJ Stutzer
Journal of Economic Dynamics and Control 2, 353-376, 1980
3341980
A portfolio performance index
M Stutzer
Financial Analysts Journal 56 (3), 52-61, 2000
2382000
Adverse selection, aggregate uncertainty, and the role for mutual insurance contracts
BD Smith, MJ Stutzer
Journal of Business, 493-510, 1990
1691990
A theory of mutual formation and moral hazard with evidence from the history of the insurance industry
BD Smith, M Stutzer
The Review of Financial Studies 8 (2), 545-577, 1995
1621995
A Bayesian approach to diagnosis of asset pricing models
M Stutzer
Journal of Econometrics 68 (2), 367-397, 1995
1401995
Portfolio choice with endogenous utility: A large deviations approach
M Stutzer
Journal of Econometrics 116 (1-2), 365-386, 2003
1362003
Credit rationing and government loan programs: A welfare analysis
BD Smith, MJ Stutzer
Real Estate Economics 17 (2), 177-193, 1989
871989
Simple entropic derivation of a generalized Black-Scholes option pricing model
MJ Stutzer
Entropy 2 (2), 70-77, 2000
752000
Connections between entropic and linear projections in asset pricing estimation
Y Kitamura, M Stutzer
Journal of Econometrics 107 (1-2), 159-174, 2002
732002
The simple analytics of observed discrimination in credit markets
P Calem, M Stutzer
Journal of Financial Intermediation 4 (3), 189-212, 1995
511995
Adverse selection and mutuality: The case of the farm credit system
BD Smith, MJ Stutzer
Journal of Financial Intermediation 1 (2), 125-149, 1990
481990
The misuse of expected returns
E Hughson, M Stutzer, C Yung
Financial Analysts Journal 62 (6), 88-96, 2006
372006
A simple non-parametric approach to bond futures option pricing
M Stutzer, M Chowdhury
The Journal of Fixed Income 8 (4), 67-76, 1999
361999
Asset allocation without unobservable parameters
M Stutzer
Financial Analysts Journal 60 (5), 38-51, 2004
302004
The statewide economic impact of small-issue industrial revenue bonds
MJ Stutzer
Quarterly Review 9 (Spr), 1985
271985
The statistical mechanics of asset prices
M Stutzer
Differential Equations, 321-342, 2017
232017
Performance and risk aversion of funds with benchmarks: A large deviations approach
FD Foster, M Stutzer
University of Otago Department of Finance Seminar Series, 2003
182003
Fund Managers May Cause Their Benchmarks to Be Priced'Risks'
MJ Stutzer
Available at SSRN 453540, 2003
182003
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