default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDJaksa Cvitanic
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
Journal Articles
- 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) - 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) - 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) - 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)
Conference and Workshop Papers
- 2002
- [c2]Jaksa Cvitanic, Lionel Martellini, Fernando Zapatero:
Problems in financial engineering: optimal active management fees. WSC 2002: 1555-1559 - 2000
- [c1]Jaksa Cvitanic, Robert Sh. Liptser, Boris Rozovskii:
Tracking volatility (stock markets). CDC 2000: 1189-1193
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2025-01-21 00:20 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
