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researcher

M. Stadje

24 papers hereh-index 13567 citations51 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author1
  • middle author2
  • last author20

Across the 24 of 24 papers where every author was matched, so the position is known.

fields
  • math.PR8
  • q-fin.MF7
  • q-fin.PM3
  • math.OC2
  • q-fin.RM2
  • math.ST1

identity via Semantic Scholar / OpenAlex

activity
20102025
most citedTime-Consistent and Market-Consistent Evaluations

77 citations · 109 across the 22 of their papers we have counts for

collaborators
Showing 2023 · math.OCShow all

1 paper · 2 filters

math.OC2023

A Rank-Dependent Theory for Decision under Risk and Ambiguity

Roger J. A. Laeven, Mitja Stadje

This paper axiomatizes, in a two-stage setup, a new theory for decision under risk and ambiguity. The axiomatized preference relation ⪰ on the space V~ of random v…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.