<h1>Cvitanic, Jaksa</h1>
<h2>Article from <a href="https://authors.library.caltech.edu">CaltechAUTHORS</a></h2>
<ul>
<li>Acciaio, Beatrice and Crowell, Robert A., el al. (2024) <a href="https://authors.library.caltech.edu/records/f0h2r-nvp66">A note on persistent private information</a>; Mathematics and Financial Economics; <a href="https://doi.org/10.1007/s11579-024-00378-8">10.1007/s11579-024-00378-8</a></li>
<li>Cvitanić, Jakša and Hugonnier, Julien (2022) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20211207-155923022">Optimal fund menus</a>; Mathematical Finance; Vol. 32; No. 2; 455-516; <a href="https://doi.org/10.1111/mafi.12341">10.1111/mafi.12341</a></li>
<li>Cvitanić, J. and Prelec, D., el al. (2020) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20201001-101339197">Incentive-Compatible Surveys via Posterior Probabilities</a>; Theory of Probability &amp; Its Applications; Vol. 65; No. 2; 292-321; <a href="https://doi.org/10.1137/s0040585x97t989957">10.1137/s0040585x97t989957</a></li>
<li>Bayraktar, Erhan and Cvitanić, Jakša, el al. (2019) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20200123-081310030">Large tournament games</a>; Annals of Applied Probability; Vol. 29; No. 6; 3695-3744; <a href="https://doi.org/10.1214/19-aap1490">10.1214/19-aap1490</a></li>
<li>Cvitanić, Jakša and Prelec, Dražen, el al. (2019) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20180906-140959870">Game of Duels: Information-Theoretic Axiomatization of Scoring Rules</a>; IEEE Transactions on Information Theory; Vol. 65; No. 1; 530-537; <a href="https://doi.org/10.1109/TIT.2018.2867469">10.1109/TIT.2018.2867469</a></li>
<li>Cvitanić, Jakša and Possamaï, Dylan, el al. (2018) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20171027-093026885">Dynamic programming approach to principal–agent problems</a>; Finance and Stochastics; Vol. 22; No. 1; 1-37; <a href="https://doi.org/10.1007/s00780-017-0344-4">10.1007/s00780-017-0344-4</a></li>
<li>Cvitanić, Jakša and Xing, Hao (2018) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20171114-155621178">Asset pricing under optimal contracts</a>; Journal of Economic Theory; Vol. 173; 142-180; <a href="https://doi.org/10.1016/j.jet.2017.10.005">10.1016/j.jet.2017.10.005</a></li>
<li>Cvitanić, Jakša and Possamaï, Dylan, el al. (2017) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20171117-085646065">Moral Hazard in Dynamic Risk Management</a>; Management Science; Vol. 63; No. 10; 3328-3346; <a href="https://doi.org/10.1287/mnsc.2016.2493">10.1287/mnsc.2016.2493</a></li>
<li>Cvitanić, Jakša and Georgiadis, George (2016) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20161206-105045384">Achieving Efficiency in Dynamic Contribution Games</a>; American Economic Journal: Microeconomics; Vol. 8; No. 4; 309-342; <a href="https://doi.org/10.1257/mic.20160018">10.1257/mic.20160018</a></li>
<li>Chang, Hualei and Cvitanić, Jakša, el al. (2015) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20160108-095142845">Optimal contracting with moral hazard and behavioral preferences</a>; Journal of Mathematical Analysis and Applications; Vol. 428; No. 2; 959-981; <a href="https://doi.org/10.1016/j.jmaa.2015.03.027">10.1016/j.jmaa.2015.03.027</a></li>
<li>Asparouhova, Elena and Bossaerts, Peter, el al. (2015) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20150828-090251047">Competition in Portfolio Management: Theory and Experiment</a>; Management Science; Vol. 61; No. 8; 1868-1888; <a href="https://doi.org/10.1287/mnsc.2014.1935">10.1287/mnsc.2014.1935</a></li>
<li>Cvitanić, Jakša and Plott, Charles, el al. (2015) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20140128-101150546">Markets with random lifetimes and private values: mean reversion and option to trade</a>; Decisions in Economics and Finance; Vol. 38; No. 1; 1-19; <a href="https://doi.org/10.1007/s10203-014-0155-4">10.1007/s10203-014-0155-4</a></li>
<li>Cvitanić, Jakša and Henderson, Vicky, el al. (2014) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170616-103207801">On managerial risk-taking incentives when compensation may be hedged against</a>; Mathematics and Financial Economics; Vol. 8; No. 4; 453-471; <a href="https://doi.org/10.1007/s11579-014-0123-3">10.1007/s11579-014-0123-3</a></li>
<li>Cvitanić, Jakša and Malamud, Semyon (2014) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170622-142956786">Nonmyopic optimal portfolios in viable markets</a>; Mathematics and Financial Economics; Vol. 8; No. 1; 71-108; <a href="https://doi.org/10.1007/s11579-013-0109-6">10.1007/s11579-013-0109-6</a></li>
<li>Brewer, Paul and Cvitanić, Jakša, el al. (2013) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20140103-132748356">Market Microstructure Design and Flash Crashes: A Simulation Approach</a>; Journal of Applied Economics; Vol. 16; No. 2; 223-250; <a href="https://doi.org/10.1016/S1514-0326(13)60010-0">10.1016/S1514-0326(13)60010-0</a></li>
<li>Cvitanić, Jakša and Ma, Jin, el al. (2012) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20120813-111328071">The Law of Large Numbers for self-exciting correlated defaults</a>; Stochastic Processes and their Applications; Vol. 122; No. 8; 2781-2810; <a href="https://doi.org/10.1016/j.spa.2012.04.003">10.1016/j.spa.2012.04.003</a></li>
<li>Cvitanić, Jakša and Radas, Sonja, el al. (2011) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20120228-151158196">Co-development ventures: Optimal time of entry and profit-sharing</a>; Journal of Economic Dynamics and Control; Vol. 35; No. 10; 1710-1730; <a href="https://doi.org/10.1016/j.jedc.2011.05.001">10.1016/j.jedc.2011.05.001</a></li>
<li>Cornell, Bradford and Cvitanić, Jakša, el al. (2010) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20190821-103126134">Beliefs regarding fundamental value and optimal investing</a>; Annals of Finance; Vol. 6; 83-105; <a href="https://doi.org/10.1007/s10436-009-0133-y">10.1007/s10436-009-0133-y</a></li>
<li>Cvitanić, Jakša and Malamud, Semyon (2010) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20100712-090750198">Relative Extinction of Heterogeneous Agents</a>; B. E. Journal of Theoretical Economics; Vol. 10; No. 1; Art. No. 4</li>
<li>Capponi, Agostino and Cvitanić, Jakša (2009) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20090820-142436958">Credit risk modeling with misreporting and incomplete information</a>; International Journal of Theoretical and Applied Finance; Vol. 12; No. 1; 83-112; <a href="https://doi.org/10.1142/S0219024909005129">10.1142/S0219024909005129</a></li>
<li>Cvitanić, Jakša and Wan, Xuhu, el al. (2009) <a href="https://resolver.caltech.edu/CaltechAUTHORS:CVIamo09">Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model</a>; Applied Mathematics and Optiumization; Vol. 59; No. 1; 99-146; <a href="https://doi.org/10.1007/s00245-008-9050-0">10.1007/s00245-008-9050-0</a></li>
<li>Cvitanić, Jakša and Wan, Xuhu, el al. (2008) <a href="https://resolver.caltech.edu/CaltechAUTHORS:CVIbejte08">Principal-Agent Problems with Exit Options</a>; B.E. Journal of Theoretical Economics; Vol. 8; No. 1; Art. No. 23</li>
<li>Cvitanić, Jakša and Polimenis, Vassilis, el al. (2008) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20190826-124741137">Optimal portfolio allocation with higher moments</a>; Annals of Finance; Vol. 4; No. 1; 1-28; <a href="https://doi.org/10.1007/s10436-007-0071-5">10.1007/s10436-007-0071-5</a></li>
<li>Cvitanić, Jakša and Zhang, Jianfeng (2007) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20190828-102317415">Optimal compensation with adverse selection and dynamic actions</a>; Mathematics and Financial Economics; Vol. 1; No. 1; 21-55; <a href="https://doi.org/10.1007/s11579-007-0002-2">10.1007/s11579-007-0002-2</a></li>
<li>Cadenillas, Abel and Cvitanić, Jakša, el al. (2007) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20100909-143417799">Optimal risk-sharing with effort and project choice</a>; Journal of Economic Theory; Vol. 133; No. 1; 403-440; <a href="https://doi.org/10.1016/j.jet.2005.12.007">10.1016/j.jet.2005.12.007</a></li>
<li>Cvitanić, Jakša and Lipster, Robert, el al. (2006) <a href="https://resolver.caltech.edu/CaltechAUTHORS:CVIaap06">A filtering approach to tracking volatility from prices observed at random times</a>; Annals of Applied Probability; Vol. 16; No. 3; 1633-1652; <a href="https://doi.org/10.1214/105051606000000222">10.1214/105051606000000222</a></li>
<li>Cvitanić, Jakša and Wan, Xuhu, el al. (2006) <a href="https://resolver.caltech.edu/CaltechAUTHORS:CVIjamsa06">Optimal contracts in continuous-time models</a>; Journal of Applied Mathematics and Stochastic Analysis; Vol. 2006; Art. No. 95203; <a href="https://doi.org/10.1155/JAMSA/2006/95203">10.1155/JAMSA/2006/95203</a></li>
<li>Cvitanić, Jakša and Zhang, Jianfeng (2005) <a href="https://resolver.caltech.edu/CaltechAUTHORS:CVIejp05">The Steepest Descent Method for Forward-Backward SDEs</a>; Electronic Journal of Probability; Vol. 10; No. 45; 1468-1495</li>
<li>Cvitanić, Jakša and Goukasian, Levon, el al. (2003) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20111010-091503480">Monte Carlo computation of optimal portfolios in complete markets</a>; Journal of Economic Dynamics and Control; Vol. 27; No. 6; 971-986; <a href="https://doi.org/10.1016/S0165-1889(02)00051-9">10.1016/S0165-1889(02)00051-9</a></li>
<li>Cvitanić, Jakša and Ma, Jin, el al. (2003) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20111007-134050070">Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs</a>; Mathematical Finance; Vol. 13; No. 1; 135-151; <a href="https://doi.org/10.1111/1467-9965.00010">10.1111/1467-9965.00010</a></li>
<li>Cvitanić, Jakša and Schachermayer, Walter, el al. (2001) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170614-102418542">Utility maximization in incomplete markets with random endowment</a>; Finance and Stochastics; Vol. 5; No. 2; 259-272; <a href="https://doi.org/10.1007/PL00013534">10.1007/PL00013534</a></li>
<li>Ma, Jin and Cvitanić, Jakša (2001) <a href="https://resolver.caltech.edu/CaltechAUTHORS:MAJjamsa01">Reflected forward-backward SDEs and obstacle problems with boundary conditions</a>; Journal of Applied Mathematics and Stochastic Analysis; Vol. 14; No. 2; 113-138; <a href="https://doi.org/10.1155/S1048953301000090">10.1155/S1048953301000090</a></li>
<li>Spivak, Gennady and Cvitanić, Jakša (1999) <a href="https://resolver.caltech.edu/CaltechAUTHORS:SPIaap99">Maximizing the probability of a perfect hedge</a>; Annals of Applied Probability; Vol. 9; No. 4; 1303-1326; <a href="https://doi.org/10.1214/aoap/1029962873">10.1214/aoap/1029962873</a></li>
<li>Cvitanić, Jakša and Pham, Huyên, el al. (1999) <a href="https://resolver.caltech.edu/CaltechAUTHORS:CVIjap99">Super-replication in stochastic volatility models under portfolio constraints</a>; Journal of Applied Probability; Vol. 36; No. 2; 523-545; <a href="https://doi.org/10.1239/jap/1032374469">10.1239/jap/1032374469</a></li>
<li>Cvitanić, Jakša and Karatzas, Ioannis, el al. (1998) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20111220-131043977">Backward stochastic differential equations with constraints on the gains-process</a>; Annals of Probability; Vol. 26; No. 4; 1522-1551</li>
<li>Cvitanić, Jakša and Karatzas, Ioannis (1996) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20120201-094412791">Backward stochastic differential equations with reflection and Dynkin games</a>; Annals of Probability; Vol. 24; No. 4; 2024-2056; <a href="https://doi.org/10.1214/aop/1041903216">10.1214/aop/1041903216</a></li>
<li>Cvitanić, Jakša and Ma, Jin (1996) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20120209-085609546">Hedging Options for a Large Investor and Forward-Backward SDE's</a>; Annals of Applied Probability; Vol. 6; No. 2; 370-398</li>
<li>Soner, H. M. and Shreve, S. E., el al. (1995) <a href="https://resolver.caltech.edu/CaltechAUTHORS:SONaap95">There is no Nontrivial Hedging Portfolio for Option Pricing with Transaction Costs</a>; Annals of Applied Probability; Vol. 5; No. 2; 327-355; <a href="https://doi.org/10.1214/aoap/1177004767">10.1214/aoap/1177004767</a></li>
<li>Cvitanić, Jakša and Karatzas, Ioannis (1993) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20120309-140207905">Hedging Contingent Claims with Constrained Portfolios</a>; Annals of Applied Probability; Vol. 3; No. 3; 652-681</li>
<li>Cvitanić, Jakša and Karatzas, Ioannis (1992) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20120316-103944783">Convex Duality in Constrained Portfolio Optimization</a>; Annals of Applied Probability; Vol. 2; No. 4; 767-818</li>
</ul>