Michael J. Stutzer

2.7k total citations
49 papers, 1.7k citations indexed

About

Michael J. Stutzer is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Michael J. Stutzer has authored 49 papers receiving a total of 1.7k indexed citations (citations by other indexed papers that have themselves been cited), including 32 papers in Finance, 32 papers in Economics and Econometrics and 9 papers in Accounting. Recurrent topics in Michael J. Stutzer's work include Financial Markets and Investment Strategies (19 papers), Stochastic processes and financial applications (13 papers) and Economic theories and models (9 papers). Michael J. Stutzer is often cited by papers focused on Financial Markets and Investment Strategies (19 papers), Stochastic processes and financial applications (13 papers) and Economic theories and models (9 papers). Michael J. Stutzer collaborates with scholars based in United States, United Kingdom and Canada. Michael J. Stutzer's co-authors include Yuichi Kitamura, Bruce D. Smith, Frank J. Fabozzi, Paul S. Calem, Chris Yung, Eric Hughson, F. Douglas Foster, William Roberds, Michael Fritsch and Gordon J. Alexander and has published in prestigious journals such as SHILAP Revista de lepidopterología, The Journal of Finance and Econometrica.

In The Last Decade

Michael J. Stutzer

46 papers receiving 1.5k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Michael J. Stutzer United States	17	1.0k	908	336	223	216	49	1.7k
Rustam Ibragimov United States	21	836 0.8×	1.1k 1.2×	315 0.9×	302 1.4×	285 1.3×	71	1.9k
Fabio Trojani Switzerland	22	1.6k 1.6×	973 1.1×	421 1.3×	277 1.2×	177 0.8×	109	1.9k
Joann Jasiak Canada	16	984 1.0×	688 0.8×	361 1.1×	173 0.8×	228 1.1×	48	1.3k
Kay Giesecke United States	28	2.2k 2.2×	735 0.8×	148 0.4×	291 1.3×	136 0.6×	96	2.7k
Giovanni Barone‐Adesi Switzerland	20	2.1k 2.1×	1.1k 1.2×	417 1.2×	180 0.8×	62 0.3×	79	2.3k
Nikolaus Hautsch Austria	22	1.5k 1.5×	1.1k 1.3×	371 1.1×	274 1.2×	127 0.6×	100	1.8k
Anthony B. Sanders United States	21	2.2k 2.2×	1.4k 1.6×	548 1.6×	99 0.4×	146 0.7×	74	2.8k
Viktor Todorov United States	28	3.1k 3.1×	1.7k 1.9×	476 1.4×	174 0.8×	187 0.9×	96	3.4k
Christian T. Brownlees Spain	19	2.0k 2.0×	1.8k 2.0×	594 1.8×	197 0.9×	106 0.5×	50	2.6k
Michael Johannes United States	21	3.2k 3.2×	1.6k 1.7×	583 1.7×	216 1.0×	166 0.8×	43	3.5k

Countries citing papers authored by Michael J. Stutzer

Since Specialization

Citations

This map shows the geographic impact of Michael J. Stutzer's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Michael J. Stutzer with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michael J. Stutzer more than expected).

Fields of papers citing papers by Michael J. Stutzer

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Michael J. Stutzer. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Michael J. Stutzer. The network helps show where Michael J. Stutzer may publish in the future.

Co-authorship network of co-authors of Michael J. Stutzer

This figure shows the co-authorship network connecting the top 25 collaborators of Michael J. Stutzer. A scholar is included among the top collaborators of Michael J. Stutzer based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Michael J. Stutzer. Michael J. Stutzer is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Stutzer, Michael J.. (2018). Style investing and the ICAPM. SHILAP Revista de lepidopterología. 2(3). 702–716. 3 indexed citations

Stutzer, Michael J.. (2018). Style Investing and the ICAPM. SSRN Electronic Journal. 1 indexed citations

Stutzer, Michael J.. (2018). The bankruptcy problem in financial networks. Economics Letters. 170. 31–34. 7 indexed citations

Fritsch, Michael & Michael J. Stutzer. (2012). The Geography of Creative People in Germany revisited. RePEc: Research Papers in Economics. 3 indexed citations

Stutzer, Michael J.. (2009). The Paradox of Diversification. SSRN Electronic Journal.

Stutzer, Michael J.. (2009). A Simple Parrondo Paradox. SSRN Electronic Journal. 1 indexed citations

Stutzer, Michael J., Chris Yung, & Eric Hughson. (2006). The Misuse of Expected Returns. SSRN Electronic Journal. 2 indexed citations

Hughson, Eric, Michael J. Stutzer, & Chris Yung. (2006). The Misuse of Expected Returns. Financial Analysts Journal. 62(6). 88–96. 19 indexed citations

Kitamura, Yuichi & Michael J. Stutzer. (2002). Connections between entropic and linear projections in asset pricing estimation. Journal of Econometrics. 107(1-2). 159–174. 42 indexed citations

10.

Stutzer, Michael J.. (2000). A Portfolio Performance Index. SSRN Electronic Journal. 7 indexed citations

11.

Stutzer, Michael J., et al.. (1999). A Simple Non-Parametric Approach to Bond Futures Option Pricing. The Journal of Fixed Income. 8(4). 67–76. 16 indexed citations

12.

Stutzer, Michael J. & Yuichi Kitamura. (1998). An Information-Theoretic Alternative to Generalized Method of Moments Estimation. SSRN Electronic Journal. 32 indexed citations

13.

Smith, Bruce D. & Michael J. Stutzer. (1998). A Theory of Mutual Formation and Moral Hazard, With Evidence from the History of the Insurance Company. SSRN Electronic Journal. 5 indexed citations

14.

Kitamura, Yuichi & Michael J. Stutzer. (1997). An Information-Theoretic Alternative to Generalized Method of Moments Estimation. Econometrica. 65(4). 861–861. 312 indexed citations

15.

Stutzer, Michael J.. (1995). A Bayesian approach to diagnosis of asset pricing models. Journal of Econometrics. 68(2). 367–397. 81 indexed citations

16.

Smith, Bruce D. & Michael J. Stutzer. (1990). Adverse selection and mutuality: The case of the farm credit system. Journal of Financial Intermediation. 1(2). 125–149. 16 indexed citations

17.

Smith, Bruce D. & Michael J. Stutzer. (1989). Credit Rationing and Government Loan Programs: A Welfare Analysis. Real Estate Economics. 17(2). 177–193. 30 indexed citations

18.

Roberds, William & Michael J. Stutzer. (1985). Adjustable Rate Mortgages: Increasing Efficiency More Than Housing Activity. Quarterly Review. 9(3). 1 indexed citations

19.

Stutzer, Michael J.. (1984). Varible Rate Subsidies : The Ineficiency of In-Kind Transfers Revisited. Public Finance Quarterly. 12(1). 77–95. 2 indexed citations

20.

Stutzer, Michael J.. (1982). Another note on deadweight loss. Journal of Public Economics. 18(2). 277–284. 5 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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