Mitja Stadje
- Finance top 5%
- Management Science and Operations Research top 5%
- Economics and Econometrics top 10%
- Demography top 5%
- Statistics and Probability
- Co-authors
- Patrick CheriditoAntoon PelsserThai NguyenRoger J. A. LaevenAn ChenDilip B. MadanMartijn PistoriusAlexander Schied
- Topics
- Stochastic processes and financial applications (21 papers)Risk and Portfolio Optimization (19 papers)Insurance, Mortality, Demography, Risk Management (7 papers)
- Journals
- SIAM Journal on Control and OptimizationFinance research lettersMathematics of Operations Research
- Partner nations
- GermanyNetherlandsUnited States
In The Last Decade
Mitja Stadje
21 papers receiving 232 citations
Peers
Comparison fields: 5 of 34
- Finance 178
- Management Science and Operations Research 150
- Economics and Econometrics 125
- Demography 78
- Statistics and Probability 14
Countries citing papers authored by Mitja Stadje
This map shows the geographic impact of Mitja Stadje'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 Mitja Stadje with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mitja Stadje more than expected).
Fields of papers citing papers by Mitja Stadje
This network shows the impact of papers produced by Mitja Stadje. 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 Mitja Stadje. The network helps show where Mitja Stadje may publish in the future.
Co-authorship network of co-authors of Mitja Stadje
This figure shows the co-authorship network connecting the top 25 collaborators of Mitja Stadje. A scholar is included among the top collaborators of Mitja Stadje 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 Mitja Stadje. Mitja Stadje is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 2 | |
| 2 | 3 | |
| 3 | 0 | |
| 4 | 0 | |
| 5 | 0 | |
| 6 | 15 | |
| 7 | Optimal investment of participating contracts under VaR-Regulation | 1 |
| 8 | 27 | |
| 9 | 8 | |
| 10 | 9 | |
| 11 | 1 | |
| 12 | 8 | |
| 13 | On consistent valuations based on distorted expectations: from multinomial random walks to L\'{e}vy processes | 1 |
| 14 | 25 | |
| 15 | 7 | |
| 16 | 2 | |
| 17 | 0 | |
| 18 | 0 | |
| 19 | 27 | |
| 20 | 4 |
About Mitja Stadje
Mitja Stadje is a scholar working on Finance, Management Science and Operations Research and General Decision Sciences, having authored 28 papers that have together received 247 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (21 papers), Risk and Portfolio Optimization (19 papers) and Insurance, Mortality, Demography, Risk Management (7 papers). The work is most often cited by research in Finance (178 citations), Management Science and Operations Research (150 citations) and Demography (78 citations). Mitja Stadje has collaborated with scholars based in Germany, Netherlands and United States. Frequent co-authors include Patrick Cheridito, Antoon Pelsser, Thai Nguyen, Roger J. A. Laeven, An Chen, Dilip B. Madan, Martijn Pistorius, Alexander Schied, John Schoenmakers and Volker Krätschmer. Their work appears in journals such as SIAM Journal on Control and Optimization, Finance research letters and Mathematics of Operations Research.
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.