Jaksa Cvitanic

16 papers Misc 1Journal 14Unranked 1

Year	Rank	Type	Title / 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