Mitja Stadje

554 total citations
28 papers, 247 citations indexed

About

Mitja Stadje is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Mitja Stadje has authored 28 papers receiving a total of 247 indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 19 papers in Management Science and Operations Research and 11 papers in Economics and Econometrics. Recurrent topics in Mitja Stadje's work include Stochastic processes and financial applications (21 papers), Risk and Portfolio Optimization (19 papers) and Insurance, Mortality, Demography, Risk Management (7 papers). Mitja Stadje is often cited by papers focused on Stochastic processes and financial applications (21 papers), Risk and Portfolio Optimization (19 papers) and Insurance, Mortality, Demography, Risk Management (7 papers). Mitja Stadje collaborates with scholars based in Germany, Netherlands and United States. Mitja Stadje's 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 and has published in prestigious journals such as SIAM Journal on Control and Optimization, Finance research letters and Mathematics of Operations Research.

In The Last Decade

Mitja Stadje

21 papers receiving 232 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Mitja Stadje Germany	9	178	150	125	78	14	28	247
Kai Detlefsen United States	4	178 1.0×	178 1.2×	76 0.6×	55 0.7×	31 2.2×	8	245
Beatriz Balbás Spain	9	107 0.6×	263 1.8×	215 1.7×	134 1.7×	9 0.6×	23	302
Jörn Saß Germany	11	192 1.1×	106 0.7×	122 1.0×	31 0.4×	18 1.3×	43	261
Marcos Escobar Canada	10	265 1.5×	91 0.6×	101 0.8×	85 1.1×	8 0.6×	57	319
Sara Biagini Italy	8	209 1.2×	141 0.9×	145 1.2×	18 0.2×	9 0.6×	21	239
Fangda Liu Canada	9	57 0.3×	205 1.4×	170 1.4×	116 1.5×	11 0.8×	25	247
Alexey Rubtsov Canada	9	191 1.1×	89 0.6×	128 1.0×	62 0.8×	5 0.4×	26	268
Frank Thomas Seifried Germany	12	319 1.8×	146 1.0×	235 1.9×	53 0.7×	7 0.5×	52	403
Alexandru Badescu Canada	13	321 1.8×	190 1.3×	272 2.2×	169 2.2×	11 0.8×	40	481
Yonggan Zhao Canada	13	288 1.6×	178 1.2×	201 1.6×	89 1.1×	6 0.4×	42	379

Countries citing papers authored by Mitja Stadje

Since Specialization

Citations

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

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

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20 of 20 papers shown

Nguyen, Thai, et al.. (2023). Non-concave Expected Utility Optimization with Uncertain Time Horizon. Applied Mathematics & Optimization. 88(2). 2 indexed citations

Stadje, Mitja, et al.. (2021). On the investment strategies in occupational pension plans. Quantitative Finance. 22(5). 889–905. 3 indexed citations

Chen, An, et al.. (2021). Success and failure of the financial regulation on a surplus-driven financial company. SSRN Electronic Journal.

Stadje, Mitja, et al.. (2021). Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting. Insurance Mathematics and Economics. 100. 130–146.

Stadje, Mitja. (2020). Two results on dynamic extensions of deviation measures. Journal of Applied Probability. 57(2). 531–540.

Nguyen, Thai & Mitja Stadje. (2020). Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts. SIAM Journal on Control and Optimization. 58(2). 895–936. 15 indexed citations

Nguyen, Thai & Mitja Stadje. (2018). Optimal investment of participating contracts under VaR-Regulation. arXiv (Cornell University). 1 indexed citations

Chen, An, Thai Nguyen, & Mitja Stadje. (2018). Optimal investment under VaR-Regulation and Minimum Insurance. Insurance Mathematics and Economics. 79. 194–209. 27 indexed citations

Krätschmer, Volker, et al.. (2018). Optimal Stopping Under Uncertainty in Drift and Jump Intensity. Mathematics of Operations Research. 43(4). 1177–1209. 8 indexed citations

10.

Chen, An, Thai Nguyen, & Mitja Stadje. (2018). Risk management with multiple VaR constraints. Mathematical Methods of Operations Research. 88(2). 297–337. 9 indexed citations

11.

Pistorius, Martijn & Mitja Stadje. (2017). On dynamic deviation measures and continuous-time portfolio optimization. The Annals of Applied Probability. 27(6). 1 indexed citations

12.

Madan, Dilip B., Martijn Pistorius, & Mitja Stadje. (2015). Convergence of BSΔEs driven by random walks to BSDEs: The case of (in)finite activity jumps with general driver. Stochastic Processes and their Applications. 126(5). 1553–1584. 8 indexed citations

13.

Madan, Dilip B., Martijn Pistorius, & Mitja Stadje. (2013). On consistent valuations based on distorted expectations: from multinomial random walks to L\'{e}vy processes. 1 indexed citations

14.

Laeven, Roger J. A. & Mitja Stadje. (2012). Entropy Coherent and Entropy Convex Measures of Risk. Mathematics of Operations Research. 38(2). 265–293. 25 indexed citations

15.

Cheridito, Patrick & Mitja Stadje. (2011). Existence, minimality and approximation of solutions to BSDEs with convex drivers. Stochastic Processes and their Applications. 122(4). 1540–1565. 7 indexed citations

16.

Stadje, Mitja & Antoon Pelsser. (2011). Time-Consistent and Market-Consistent Evaluations. SSRN Electronic Journal. 2 indexed citations

17.

Pelsser, Antoon & Mitja Stadje. (2011). Time-Consistent and Market-Consistent Evaluations. SSRN Electronic Journal.

18.

Stadje, Mitja & Antoon Pelsser. (2011). Time-Consistent and Market-Consistent Evaluations. SSRN Electronic Journal.

19.

Stadje, Mitja. (2010). Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach. Insurance Mathematics and Economics. 47(3). 391–404. 27 indexed citations

20.

Cheridito, Patrick & Mitja Stadje. (2007). Time-Inconsistency of VaR and Time-Consistent Alternatives. SSRN Electronic Journal. 4 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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