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Stutzer, Michael J. Professor

Positions

Research Areas research areas

Research

research overview

  • Prof. Stutzer strives to improve quantitative methods used in financial economics. He has pioneered several applications of seemingly exotic concepts, e.g. the statistical theory of large deviations and information-theoretic entropy, to practical needs including the financial investment advising process and the valuation of derivative securities. Via his many articles in publications edited jointly by professors and practitioners, Stutzer seeks to correct common quantitative errors made within both groups.

keywords

  • quantitative finance, econometrics, finance pedagogy

Publications

selected publications

Background

International Activities

global connections related to teaching and scholarly work (in recent years)

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