@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/112241,
    title ="Optimal fund menus",
    author = "Cvitanić, Jakša and Hugonnier, Julien",
    journal = "Mathematical Finance",
    volume = "32",
    number = "2",
    pages = "455-516",
    month = "April",
    year = "2022",
    doi = "https://doi.org/10.1111/mafi.12341",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20211207-155923022",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/105718,
    title ="Incentive-Compatible Surveys via Posterior Probabilities",
    author = "Cvitanić, J. and Prelec, D. and Radas, S. and Šikić, H.",
    journal = "Theory of Probability & Its Applications",
    volume = "65",
    number = "2",
    pages = "292-321",
    month = "January",
    year = "2020",
    doi = "https://doi.org/10.1137/s0040585x97t989957",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20201001-101339197",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/100864,
    title ="Large tournament games",
    author = "Bayraktar, Erhan and Cvitanić, Jakša and Zhang, Yuchong",
    journal = "Annals of Applied Probability",
    volume = "29",
    number = "6",
    pages = "3695-3744",
    month = "December",
    year = "2019",
    doi = "https://doi.org/10.1214/19-aap1490",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20200123-081310030",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/89425,
    title ="Game of Duels: Information-Theoretic Axiomatization of Scoring Rules",
    author = "Cvitanić, Jakša and Prelec, Dražen and Radas, Sonja and Šikić, Hrvoje",
    journal = "IEEE Transactions on Information Theory",
    volume = "65",
    number = "1",
    pages = "530-537",
    month = "January",
    year = "2019",
    doi = "https://doi.org/10.1109/TIT.2018.2867469",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20180906-140959870",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/83211,
    title ="Asset pricing under optimal contracts",
    author = "Cvitanić, Jakša and Xing, Hao",
    journal = "Journal of Economic Theory",
    volume = "173",
    
    pages = "142-180",
    month = "January",
    year = "2018",
    doi = "https://doi.org/10.1016/j.jet.2017.10.005",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20171114-155621178",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/82728,
    title ="Dynamic programming approach to principal–agent problems",
    author = "Cvitanić, Jakša and Possamaï, Dylan and Touzi, Nizar",
    journal = "Finance and Stochastics",
    volume = "22",
    number = "1",
    pages = "1-37",
    month = "January",
    year = "2018",
    doi = "https://doi.org/10.1007/s00780-017-0344-4",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20171027-093026885",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/83284,
    title ="Moral Hazard in Dynamic Risk Management",
    author = "Cvitanić, Jakša and Possamaï, Dylan and Touzi, Nizar",
    journal = "Management Science",
    volume = "63",
    number = "10",
    pages = "3328-3346",
    month = "October",
    year = "2017",
    doi = "https://doi.org/10.1287/mnsc.2016.2493",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20171117-085646065",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/72593,
    title ="Achieving Efficiency in Dynamic Contribution Games",
    author = "Cvitanić, Jakša and Georgiadis, George",
    journal = "American Economic Journal: Microeconomics",
    volume = "8",
    number = "4",
    pages = "309-342",
    month = "November",
    year = "2016",
    doi = "https://doi.org/10.1257/mic.20160018",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20161206-105045384",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/63489,
    title ="Optimal contracting with moral hazard and behavioral preferences",
    author = "Chang, Hualei and Cvitanić, Jakša and Zhou, Xun Yu",
    journal = "Journal of Mathematical Analysis and Applications",
    volume = "428",
    number = "2",
    pages = "959-981",
    month = "August",
    year = "2015",
    doi = "https://doi.org/10.1016/j.jmaa.2015.03.027",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20160108-095142845",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/59944,
    title ="Competition in Portfolio Management: Theory and Experiment",
    author = "Asparouhova, Elena and Bossaerts, Peter and Čopič, Jernej and Cornell, Brad and Cvitanić, Jakša and Meloso, Debrah",
    journal = "Management Science",
    volume = "61",
    number = "8",
    pages = "1868-1888",
    month = "August",
    year = "2015",
    doi = "https://doi.org/10.1287/mnsc.2014.1935",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20150828-090251047",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/43529,
    title ="Markets with random lifetimes and private values: mean reversion and option to trade",
    author = "Cvitanić, Jakša and Plott, Charles and Tseng, Chien-Yao",
    journal = "Decisions in Economics and Finance",
    volume = "38",
    number = "1",
    pages = "1-19",
    month = "April",
    year = "2015",
    doi = "https://doi.org/10.1007/s10203-014-0155-4",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20140128-101150546",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/78273,
    title ="On managerial risk-taking incentives when compensation may be hedged against",
    author = "Cvitanić, Jakša and Henderson, Vicky and Lazrak, Ali",
    journal = "Mathematics and Financial Economics",
    volume = "8",
    number = "4",
    pages = "453-471",
    month = "September",
    year = "2014",
    doi = "https://doi.org/10.1007/s11579-014-0123-3",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20170616-103207801",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/78473,
    title ="Nonmyopic optimal portfolios in viable markets",
    author = "Cvitanić, Jakša and Malamud, Semyon",
    journal = "Mathematics and Financial Economics",
    volume = "8",
    number = "1",
    pages = "71-108",
    month = "January",
    year = "2014",
    doi = "https://doi.org/10.1007/s11579-013-0109-6",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20170622-142956786",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/43205,
    title ="Market Microstructure Design and Flash Crashes: A Simulation Approach",
    author = "Brewer, Paul and Cvitanić, Jakša and Plott, Charles R.",
    journal = "Journal of Applied Economics",
    volume = "16",
    number = "2",
    pages = "223-250",
    month = "November",
    year = "2013",
    doi = "https://doi.org/10.1016/S1514-0326(13)60010-0",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20140103-132748356",
}
@book {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/101077,
    title ="Contract Theory in Continuous-Time Models",
    author = "Cvitanić, Jakša and Zhang, Jianfeng",
    
    
    
    
    month = "January",
    year = "2013",
    
    isbn = "978-3-642-14199-7",
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20200203-133006886",
}
@misc {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/79481,
    title ="Market Microstructure Design and Flash Crashes: A Simulation Approach",
    author = "Brewer, Paul J. and Cvitanić, Jakša and Plott, Charles R.",
    
    
    number = "1365",
    
    month = "December",
    year = "2012",
    
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20170727-091614199",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/33126,
    title ="The Law of Large Numbers for self-exciting correlated defaults",
    author = "Cvitanić, Jakša and Ma, Jin and Zhang, Jianfeng",
    journal = "Stochastic Processes and their Applications",
    volume = "122",
    number = "8",
    pages = "2781-2810",
    month = "August",
    year = "2012",
    doi = "https://doi.org/10.1016/j.spa.2012.04.003",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20120813-111328071",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/29508,
    title ="Co-development ventures: Optimal time of entry and profit-sharing",
    author = "Cvitanić, Jakša and Radas, Sonja and Šikić, Hrvoje",
    journal = "Journal of Economic Dynamics and Control",
    volume = "35",
    number = "10",
    pages = "1710-1730",
    month = "October",
    year = "2011",
    doi = "https://doi.org/10.1016/j.jedc.2011.05.001   ",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20120228-151158196",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/98073,
    title ="Beliefs regarding fundamental value and optimal investing",
    author = "Cornell, Bradford and Cvitanić, Jakša and Goukasian, Levon",
    journal = "Annals of Finance",
    volume = "6",
    
    pages = "83-105",
    month = "January",
    year = "2010",
    doi = "https://doi.org/10.1007/s10436-009-0133-y",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20190821-103126134",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/18989,
    title ="Relative Extinction of Heterogeneous Agents",
    author = "Cvitanić, Jakša and Malamud, Semyon",
    journal = "B. E. Journal of Theoretical Economics",
    volume = "10",
    number = "1",
    pages = "Art. No. 4",
    month = "January",
    year = "2010",
    
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20100712-090750198",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/15193,
    title ="Credit risk modeling with misreporting and incomplete information",
    author = "Capponi, Agostino and Cvitanić, Jakša",
    journal = "International Journal of Theoretical and Applied Finance",
    volume = "12",
    number = "1",
    pages = "83-112",
    month = "February",
    year = "2009",
    doi = "https://doi.org/10.1142/S0219024909005129",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20090820-142436958",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/13068,
    title ="Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model",
    author = "Cvitanić, Jakša and Wan, Xuhu and Zhang, Jianfeng",
    journal = "Applied Mathematics and Optiumization",
    volume = "59",
    number = "1",
    pages = "99-146",
    month = "February",
    year = "2009",
    doi = "https://doi.org/10.1007/s00245-008-9050-0",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:CVIamo09",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/12521,
    title ="Principal-Agent Problems with Exit Options",
    author = "Cvitanić, Jakša and Wan, Xuhu and Zhang, Jianfeng",
    journal = "B.E. Journal of Theoretical Economics",
    volume = "8",
    number = "1",
    pages = "Art. No. 23",
    month = "October",
    year = "2008",
    
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:CVIbejte08",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/98250,
    title ="Optimal portfolio allocation with higher moments",
    author = "Cvitanić, Jakša and Polimenis, Vassilis and Zapatero, Fernando",
    journal = "Annals of Finance",
    volume = "4",
    number = "1",
    pages = "1-28",
    month = "January",
    year = "2008",
    doi = "https://doi.org/10.1007/s10436-007-0071-5",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20190826-124741137",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/98296,
    title ="Optimal compensation with adverse selection and dynamic actions",
    author = "Cvitanić, Jakša and Zhang, Jianfeng",
    journal = "Mathematics and Financial Economics",
    volume = "1",
    number = "1",
    pages = "21-55",
    month = "April",
    year = "2007",
    doi = "https://doi.org/10.1007/s11579-007-0002-2",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20190828-102317415",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/19853,
    title ="Optimal risk-sharing with effort and project choice",
    author = "Cadenillas, Abel and Cvitanić, Jakša and Zapatero, Fernando",
    journal = "Journal of Economic Theory",
    volume = "133",
    number = "1",
    pages = "403-440",
    month = "March",
    year = "2007",
    doi = "https://doi.org/10.1016/j.jet.2005.12.007 ",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20100909-143417799",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/6977,
    title ="A filtering approach to tracking volatility from prices observed at random times",
    author = "Cvitanić, Jakša and Lipster, Robert and Rozovskii, Boris",
    journal = "Annals of Applied Probability",
    volume = "16",
    number = "3",
    pages = "1633-1652",
    month = "August",
    year = "2006",
    doi = "https://doi.org/10.1214/105051606000000222",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:CVIaap06",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/6978,
    title ="Optimal contracts in continuous-time models",
    author = "Cvitanić, Jakša and Wan, Xuhu and Zhang, Jianfeng",
    journal = "Journal of Applied Mathematics and Stochastic Analysis",
    volume = "2006",
    
    pages = "Art. No. 95203",
    month = "February",
    year = "2006",
    doi = "https://doi.org/10.1155/JAMSA/2006/95203",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:CVIjamsa06",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/1253,
    title ="The Steepest Descent Method for Forward-Backward SDEs",
    author = "Cvitanić, Jakša and Zhang, Jianfeng",
    journal = "Electronic Journal of Probability",
    volume = "10",
    number = "45",
    pages = "1468-1495",
    month = "December",
    year = "2005",
    
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:CVIejp05",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/27133,
    title ="Monte Carlo computation of optimal portfolios in complete markets",
    author = "Cvitanić, Jakša and Goukasian, Levon and Zapatero, Fernando",
    journal = "Journal of Economic Dynamics and Control",
    volume = "27",
    number = "6",
    pages = "971-986",
    month = "April",
    year = "2003",
    doi = "https://doi.org/10.1016/S0165-1889(02)00051-9 ",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20111010-091503480",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/27128,
    title ="Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs\r\n",
    author = "Cvitanić, Jakša and Ma, Jin and Zhang, Jianfeng",
    journal = "Mathematical Finance",
    volume = "13",
    number = "1",
    pages = "135-151",
    month = "January",
    year = "2003",
    doi = "https://doi.org/10.1111/1467-9965.00010   ",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20111007-134050070",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/78202,
    title ="Utility maximization in incomplete markets with random endowment",
    author = "Cvitanić, Jakša and Schachermayer, Walter and Wang, Hui",
    journal = "Finance and Stochastics",
    volume = "5",
    number = "2",
    pages = "259-272",
    month = "April",
    year = "2001",
    doi = "https://doi.org/10.1007/PL00013534",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20170614-102418542",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/11813,
    title ="Reflected forward-backward SDEs and obstacle problems with boundary conditions",
    author = "Ma, Jin and Cvitanić, Jakša",
    journal = "Journal of Applied Mathematics and Stochastic Analysis",
    volume = "14",
    number = "2",
    pages = "113-138",
    month = "January",
    year = "2001",
    doi = "https://doi.org/10.1155/S1048953301000090",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:MAJjamsa01",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/11672,
    title ="Maximizing the probability of a perfect hedge",
    author = "Spivak, Gennady and Cvitanić, Jakša",
    journal = "Annals of Applied Probability",
    volume = "9",
    number = "4",
    pages = "1303-1326",
    month = "November",
    year = "1999",
    doi = "https://doi.org/10.1214/aoap/1029962873",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:SPIaap99",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/10919,
    title ="Super-replication in stochastic volatility models under portfolio constraints",
    author = "Cvitanić, Jakša and Pham, Huyên and Touzi, Nizar",
    journal = "Journal of Applied Probability",
    volume = "36",
    number = "2",
    pages = "523-545",
    month = "June",
    year = "1999",
    
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:CVIjap99",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/28538,
    title ="Backward stochastic differential equations with constraints on the gains-process",
    author = "Cvitanić, Jakša and Karatzas, Ioannis and Soner, H. Mete",
    journal = "Annals of Probability",
    volume = "26",
    number = "4",
    pages = "1522-1551",
    month = "October",
    year = "1998",
    
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20111220-131043977",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/29059,
    title ="Backward stochastic differential equations with reflection and Dynkin games",
    author = "Cvitanić, Jakša and Karatzas, Ioannis",
    journal = "Annals of Probability",
    volume = "24",
    number = "4",
    pages = "2024-2056",
    month = "October",
    year = "1996",
    doi = "https://doi.org/10.1214/aop/1041903216",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20120201-094412791",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/29219,
    title ="Hedging Options for a Large Investor and Forward-Backward SDE's",
    author = "Cvitanić, Jakša and Ma, Jin",
    journal = "Annals of Applied Probability",
    volume = "6",
    number = "2",
    pages = "370-398",
    month = "May",
    year = "1996",
    
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20120209-085609546",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/11676,
    title ="There is no Nontrivial Hedging Portfolio for Option Pricing with Transaction Costs",
    author = "Soner, H. M. and Shreve, S. E. and Cvitanić, J.",
    journal = "Annals of Applied Probability",
    volume = "5",
    number = "2",
    pages = "327-355",
    month = "May",
    year = "1995",
    doi = "https://doi.org/10.1214/aoap/1177004767",
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:SONaap95",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/29672,
    title ="Hedging Contingent Claims with Constrained Portfolios",
    author = "Cvitanić, Jakša and Karatzas, Ioannis",
    journal = "Annals of Applied Probability",
    volume = "3",
    number = "3",
    pages = "652-681",
    month = "August",
    year = "1993",
    
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20120309-140207905",
}
@article {CaltechAUTHORS_https://authors.library.caltech.edu/id/eprint/29747,
    title ="Convex Duality in Constrained Portfolio Optimization",
    author = "Cvitanić, Jakša and Karatzas, Ioannis",
    journal = "Annals of Applied Probability",
    volume = "2",
    number = "4",
    pages = "767-818",
    month = "November",
    year = "1992",
    
    
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20120316-103944783",
}