Jaksa Cvitanic

16 papers Misc 1Journal 14Unranked 1
YearRankTypeTitle / Venue / Authors
2019 J jnl
Game of Duels: Information-Theoretic Axiomatization of Scoring Rules.
IEEE Trans. Inf. Theory
Jaksa Cvitanic, Drazen Prelec, Sonja Radas, Hrvoje Sikic
2018 J jnl
Asset pricing under optimal contracts.
J. Econ. Theory
Jaksa Cvitanic, Hao Xing
2018 J jnl
Dynamic programming approach to principal-agent problems.
Finance Stochastics
Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi
2017 J jnl
Erratum to: Utility maximization in incomplete markets with random endowment.
Finance Stochastics
Jaksa Cvitanic, Walter Schachermayer, Hui Wang
2017 J jnl
Moral Hazard in Dynamic Risk Management.
Manag. Sci.
Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi
2015 J jnl
Competition in Portfolio Management: Theory and Experiment.
Manag. Sci.
Elena Asparouhova, Peter Bossaerts, Jernej Copic, Brad Cornell, Jaksa Cvitanic, Debrah Meloso
2013 J jnl
Dynamics of Contract Design with Screening.
Manag. Sci.
Jaksa Cvitanic, Xuhu Wan, Huali Yang
2012 J jnl
A Variational Approach to Contracting under Imperfect Observations.
SIAM J. Financial Math.
Agostino Capponi, Jaksa Cvitanic, Türkay Yolcu
2007 J jnl
Optimal Risk Taking with Flexible Income.
Manag. Sci.
Jaksa Cvitanic, Levon Goukasian, Fernando Zapatero
2007 J jnl
Optimal risk-sharing with effort and project choice.
J. Econ. Theory
Abel Cadenillas, Jaksa Cvitanic, Fernando Zapatero
2002 Misc conf
Problems in financial engineering: optimal active management fees.
WSC
Jaksa Cvitanic, Lionel Martellini, Fernando Zapatero
2001 J jnl
Utility maximization in incomplete markets with random endowment.
Finance Stochastics
Jaksa Cvitanic, Walter Schachermayer, Hui Wang
2000 J jnl
Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets.
SIAM J. Control. Optim.
Jaksa Cvitanic
2000 — conf
Tracking volatility (stock markets).
CDC
Jaksa Cvitanic, Robert Sh. Liptser, Boris Rozovskii
1999 J jnl
A closed-form solution to the problem of super-replication under transaction costs.
Finance Stochastics
Jaksa Cvitanic, Huyên Pham, Nizar Touzi
1999 J jnl
On dynamic measures of risk.
Finance Stochastics
Jaksa Cvitanic, Ioannis Karatzas