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ORCIDJaksa Cvitanic
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2010 – 2019
- 2019
[j14]Jaksa Cvitanic
, Drazen Prelec, Sonja Radas, Hrvoje Sikic:
Game of Duels: Information-Theoretic Axiomatization of Scoring Rules. IEEE Trans. Inf. Theory 65(1): 530-537 (2019)- 2018
- [j13]Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi:
Dynamic programming approach to principal-agent problems. Finance Stochastics 22(1): 1-37 (2018) - [j12]Jaksa Cvitanic, Hao Xing:
Asset pricing under optimal contracts. J. Econ. Theory 173: 142-180 (2018) - 2017
- [j11]Jaksa Cvitanic, Walter Schachermayer, Hui Wang:
Erratum to: Utility maximization in incomplete markets with random endowment. Finance Stochastics 21(3): 867-872 (2017) - [j10]Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi:
Moral Hazard in Dynamic Risk Management. Manag. Sci. 63(10): 3328-3346 (2017) - 2015
- [j9]Elena Asparouhova, Peter Bossaerts, Jernej Copic, Brad Cornell, Jaksa Cvitanic, Debrah Meloso:
Competition in Portfolio Management: Theory and Experiment. Manag. Sci. 61(8): 1868-1888 (2015) - 2013
- [j8]Jaksa Cvitanic, Xuhu Wan, Huali Yang:
Dynamics of Contract Design with Screening. Manag. Sci. 59(5): 1229-1244 (2013) - 2012
- [j7]Agostino Capponi, Jaksa Cvitanic, Türkay Yolcu:
A Variational Approach to Contracting under Imperfect Observations. SIAM J. Financial Math. 3(1): 605-638 (2012)
2000 – 2009
- 2007
- [j6]Abel Cadenillas, Jaksa Cvitanic, Fernando Zapatero:
Optimal risk-sharing with effort and project choice. J. Econ. Theory 133(1): 403-440 (2007) - [j5]Jaksa Cvitanic, Levon Goukasian, Fernando Zapatero:
Optimal Risk Taking with Flexible Income. Manag. Sci. 53(10): 1594-1603 (2007) - 2002
- [c2]Jaksa Cvitanic, Lionel Martellini, Fernando Zapatero:
Problems in financial engineering: optimal active management fees. WSC 2002: 1555-1559 - 2001
- [j4]Jaksa Cvitanic, Walter Schachermayer, Hui Wang:
Utility maximization in incomplete markets with random endowment. Finance Stochastics 5(2): 259-272 (2001) - 2000
- [j3]Jaksa Cvitanic:
Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets. SIAM J. Control. Optim. 38(4): 1050-1066 (2000) - [c1]Jaksa Cvitanic, Robert Sh. Liptser, Boris Rozovskii:
Tracking volatility (stock markets). CDC 2000: 1189-1193
1990 – 1999
- 1999
- [j2]Jaksa Cvitanic, Huyên Pham, Nizar Touzi:
A closed-form solution to the problem of super-replication under transaction costs. Finance Stochastics 3(1): 35-54 (1999) - [j1]Jaksa Cvitanic, Ioannis Karatzas:
On dynamic measures of risk. Finance Stochastics 3(4): 451-482 (1999)
Coauthor Index
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