Entropy Coherent and Entropy Convex Measures of Risk. - Roger J. A. Laeven; Mitja Stadje (Math. Oper. Res., 2013)

Robust Portfolio Choice and Indifference Valuation. - Roger J. A. Laeven; Mitja Stadje (Math. Oper. Res., 2014)

On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation. - Delip Madan; Martijn Pistorius; Mitja Stadje (Finance Stochastics, 2017)

Perfect hedging under endogenous permanent market impacts. - Masaaki Fukasawa; Mitja Stadje (Finance Stochastics, 2018)

Risk management with multiple VaR constraints. - An Chen; Thai Nguyen; Mitja Stadje (Math. Methods Oper. Res., 2018)

Optimal Stopping Under Uncertainty in Drift and Jump Intensity. - Volker Krätschmer; Marcel Ladkau; Roger J. A. Laeven; John Schoenmakers; Mitja Stadje (Math. Oper. Res., 2018)

Two results on dynamic extensions of deviation measures. - Mitja Stadje (J. Appl. Probab., 2020)

Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts. - Thai Nguyen; Mitja Stadje (SIAM J. Control. Optim., 2020)

Robustness of Delta Hedging in a Jump-Diffusion Model. - Frank Bosserhoff; Mitja Stadje (SIAM J. Financial Math., 2023)

A gradient method for high-dimensional BSDEs. - Kossi Gnameho; Mitja Stadje; Antoon Pelsser (Monte Carlo Methods Appl., 2024)

Time-consistent asset allocation for risk measures in a Lévy market. - Felix Fießinger; Mitja Stadje (Eur. J. Oper. Res., 2025)

Robust Multiple Stopping - A Duality Approach. - Roger J. A. Laeven; John Schoenmakers; Nikolaus Schweizer; Mitja Stadje (Math. Oper. Res., 2025)