Jaksa Cvitanic

Publication Activity (10 Years)

Years Active: 1999-2019
Publications (10 Years): 5

Top Topics

Bregman Divergences

Portfolio Management

Utility Maximization

Top Venues

Finance Stochastics

IEEE Trans. Inf. Theory

J. Econ. Theory

Publications

Jaksa Cvitanic, Drazen Prelec, Sonja Radas, Hrvoje Sikic
Game of Duels: Information-Theoretic Axiomatization of Scoring Rules. IEEE Trans. Inf. Theory 65 (1) (2019)
Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi
Dynamic programming approach to principal-agent problems. Finance Stochastics 22 (1) (2018)
Jaksa Cvitanic, Hao Xing
Asset pricing under optimal contracts. J. Econ. Theory 173 (2018)
Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi
Moral Hazard in Dynamic Risk Management. Manag. Sci. 63 (10) (2017)
Jaksa Cvitanic, Walter Schachermayer, Hui Wang
Erratum to: Utility maximization in incomplete markets with random endowment. Finance Stochastics 21 (3) (2017)
Elena Asparouhova, Peter Bossaerts, Jernej Copic, Brad Cornell, Jaksa Cvitanic, Debrah Meloso
Competition in Portfolio Management: Theory and Experiment. Manag. Sci. 61 (8) (2015)
Jaksa Cvitanic, Xuhu Wan, Huali Yang
Dynamics of Contract Design with Screening. Manag. Sci. 59 (5) (2013)
Agostino Capponi, Jaksa Cvitanic, Türkay Yolcu
A Variational Approach to Contracting under Imperfect Observations. SIAM J. Financial Math. 3 (1) (2012)
Abel Cadenillas, Jaksa Cvitanic, Fernando Zapatero
Optimal risk-sharing with effort and project choice. J. Econ. Theory 133 (1) (2007)
Jaksa Cvitanic, Levon Goukasian, Fernando Zapatero
Optimal Risk Taking with Flexible Income. Manag. Sci. 53 (10) (2007)
Jaksa Cvitanic, Lionel Martellini, Fernando Zapatero
Problems in financial engineering: optimal active management fees. WSC (2002)
Jaksa Cvitanic, Walter Schachermayer, Hui Wang
Utility maximization in incomplete markets with random endowment. Finance Stochastics 5 (2) (2001)
Jaksa Cvitanic
Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets. SIAM J. Control. Optim. 38 (4) (2000)
Jaksa Cvitanic, Robert Liptser, Boris Rozovskii
Tracking volatility (stock markets). CDC (2000)
Jaksa Cvitanic, Ioannis Karatzas
On dynamic measures of risk. Finance Stochastics 3 (4) (1999)
Jaksa Cvitanic, Huyên Pham, Nizar Touzi
A closed-form solution to the problem of super-replication under transaction costs. Finance Stochastics 3 (1) (1999)