An information-theoretic alternative to generalized method of moments estimation Y Kitamura, M Stutzer Econometrica: Journal of the Econometric Society, 861-874, 1997 | 645 | 1997 |
A simple nonparametric approach to derivative security valuation M Stutzer The Journal of Finance 51 (5), 1633-1652, 1996 | 505 | 1996 |
Chaotic dynamics and bifurcation in a macro model MJ Stutzer Journal of Economic Dynamics and Control 2, 353-376, 1980 | 334 | 1980 |
A portfolio performance index M Stutzer Financial Analysts Journal 56 (3), 52-61, 2000 | 239 | 2000 |
Adverse selection, aggregate uncertainty, and the role for mutual insurance contracts BD Smith, MJ Stutzer Journal of Business, 493-510, 1990 | 169 | 1990 |
A theory of mutual formation and moral hazard with evidence from the history of the insurance industry BD Smith, M Stutzer The Review of Financial Studies 8 (2), 545-577, 1995 | 162 | 1995 |
A Bayesian approach to diagnosis of asset pricing models M Stutzer Journal of Econometrics 68 (2), 367-397, 1995 | 140 | 1995 |
Portfolio choice with endogenous utility: A large deviations approach M Stutzer Journal of Econometrics 116 (1-2), 365-386, 2003 | 136 | 2003 |
Credit rationing and government loan programs: A welfare analysis BD Smith, MJ Stutzer Real Estate Economics 17 (2), 177-193, 1989 | 88 | 1989 |
Simple entropic derivation of a generalized Black-Scholes option pricing model MJ Stutzer Entropy 2 (2), 70-77, 2000 | 75 | 2000 |
Connections between entropic and linear projections in asset pricing estimation Y Kitamura, M Stutzer Journal of Econometrics 107 (1-2), 159-174, 2002 | 73 | 2002 |
The simple analytics of observed discrimination in credit markets P Calem, M Stutzer Journal of Financial Intermediation 4 (3), 189-212, 1995 | 51 | 1995 |
Adverse selection and mutuality: The case of the farm credit system BD Smith, MJ Stutzer Journal of Financial Intermediation 1 (2), 125-149, 1990 | 48 | 1990 |
The misuse of expected returns E Hughson, M Stutzer, C Yung Financial Analysts Journal 62 (6), 88-96, 2006 | 37 | 2006 |
A simple non-parametric approach to bond futures option pricing M Stutzer, M Chowdhury The Journal of Fixed Income 8 (4), 67-76, 1999 | 36 | 1999 |
Asset allocation without unobservable parameters M Stutzer Financial Analysts Journal 60 (5), 38-51, 2004 | 30 | 2004 |
The statewide economic impact of small-issue industrial revenue bonds MJ Stutzer Quarterly Review 9 (Spr), 1985 | 27 | 1985 |
The statistical mechanics of asset prices M Stutzer Differential Equations, 321-342, 2017 | 23 | 2017 |
Performance and risk aversion of funds with benchmarks: A large deviations approach FD Foster, M Stutzer University of Otago Department of Finance Seminar Series, 2003 | 18 | 2003 |
Fund Managers May Cause Their Benchmarks to Be Priced'Risks' MJ Stutzer Available at SSRN 453540, 2003 | 18 | 2003 |