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Michael J. Stutzer

Not to be confused with: Michael Stuetzer

Personal Details

First Name:Michael
Middle Name:J.
Last Name:Stutzer
Suffix:
RePEc Short-ID:pst891
[This author has chosen not to make the email address public]
http://leeds-faculty.colorado.edu/stutzer/

Affiliation

Department of Finance
Leeds School of Business
University of Colorado

Boulder, Colorado (United States)
http://leeds.colorado.edu/finance
RePEc:edi:dfcolus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  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.
  2. Michael J. Stutzer, 1989. "Duality and arbitrage with transactions costs: theory and applications," Staff Report 128, Federal Reserve Bank of Minneapolis.
  3. 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).
  4. Michael J. Stutzer, 1984. "Time consistency of optimal plans: an elementary primer," Staff Report 91, Federal Reserve Bank of Minneapolis.
  5. Michael J. Stutzer, 1984. "Correspondence principles for concave orthogonal games," Staff Report 90, Federal Reserve Bank of Minneapolis.
  6. Michael J. Stutzer, 1983. "Variable rate subsidies: the inefficiency of in-kind transfers revisited," Staff Report 76, Federal Reserve Bank of Minneapolis.
  7. Michael J. Stutzer, 1981. "Another note on deadweight loss," Staff Report 63, Federal Reserve Bank of Minneapolis.
  8. Michael J. Stutzer, 1981. "Parametric properties of tax effort revenue sharing," Staff Report 66, Federal Reserve Bank of Minneapolis.
  9. Michael J. Stutzer, 1980. "Chaotic dynamics and bifurcation in a macro model," Staff Report 55, Federal Reserve Bank of Minneapolis.

Articles

  1. Stutzer, Michael, 2018. "The bankruptcy problem in financial networks," Economics Letters, Elsevier, vol. 170(C), pages 31-34.
  2. Stutzer, Michael, 2013. "Optimal hedging via large deviation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(15), pages 3177-3182.
  3. Stutzer, Michael, 2003. "Portfolio choice with endogenous utility: a large deviations approach," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 365-386.
  4. 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.
  5. 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.
  6. Stutzer, Michael, 1996. "A Simple Nonparametric Approach to Derivative Security Valuation," Journal of Finance, American Finance Association, vol. 51(5), pages 1633-1652, December.
  7. 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.
  8. 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.
  9. 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.
  10. Stutzer, Michael, 1995. "A Bayesian approach to diagnosis of asset pricing models," Journal of Econometrics, Elsevier, vol. 68(2), pages 367-397, August.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Stutzer, Michael J., 1987. "Comparative statics for integrable Nash equilibria," Economics Letters, Elsevier, vol. 23(1), pages 19-21.
  17. 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).
  18. Michael J. Stutzer, 1985. "The statewide economic impact of small-issue industrial revenue bonds," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 9(Spr).
  19. Michael J. Stutzer, 1984. "Varible Rate Subsidies : The Ineficiency of In-Kind Transfers Revisited," Public Finance Review, , vol. 12(1), pages 77-95, January.
  20. Michael J. Stutzer, 1984. "Probable future competition in banking antitrust determination: research findings," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 8(Sum).
  21. Stutzer, Michael J., 1982. "Another note on deadweight loss," Journal of Public Economics, Elsevier, vol. 18(2), pages 277-284, July.
  22. 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

  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..
  3. 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..

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MIC: Microeconomics (1) 2002-03-14

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