Cvitanić, Jakša; Hugonnier, Julien (2022) Optimal fund menus Mathematical Finance; Vol. 32; No. 2;

Cvitanić, J.; Prelec, D. et al. (2020) Incentive-Compatible Surveys via Posterior Probabilities Theory of Probability & Its Applications; Vol. 65; No. 2; Innovative Research in Mathematical Finance, 3-7 September 2018 , Marseille, France

Bayraktar, Erhan; Cvitanić, Jakša et al. (2019) Large tournament games Annals of Applied Probability; Vol. 29; No. 6;

Cvitanić, Jakša; Prelec, Dražen et al. (2019) Game of Duels: Information-Theoretic Axiomatization of Scoring Rules IEEE Transactions on Information Theory; Vol. 65; No. 1; Bayesian Crowd Workshop, 3-4 July 2017 , Rotterdam, Netherlands

Cvitanić, Jakša; Xing, Hao (2018) Asset pricing under optimal contracts Journal of Economic Theory; Vol. 173;

Cvitanić, Jakša; Possamaï, Dylan et al. (2018) Dynamic programming approach to principal–agent problems Finance and Stochastics; Vol. 22; No. 1;

Cvitanić, Jakša; Possamaï, Dylan et al. (2017) Moral Hazard in Dynamic Risk Management Management Science; Vol. 63; No. 10;

Cvitanić, Jakša; Georgiadis, George (2016) Achieving Efficiency in Dynamic Contribution Games American Economic Journal: Microeconomics; Vol. 8; No. 4;

Chang, Hualei; Cvitanić, Jakša et al. (2015) Optimal contracting with moral hazard and behavioral preferences Journal of Mathematical Analysis and Applications; Vol. 428; No. 2;

Asparouhova, Elena; Bossaerts, Peter et al. (2015) Competition in Portfolio Management: Theory and Experiment Management Science; Vol. 61; No. 8;

Cvitanić, Jakša; Plott, Charles et al. (2015) Markets with random lifetimes and private values: mean reversion and option to trade Decisions in Economics and Finance; Vol. 38; No. 1;

Cvitanić, Jakša; Henderson, Vicky et al. (2014) On managerial risk-taking incentives when compensation may be hedged against Mathematics and Financial Economics; Vol. 8; No. 4;

Cvitanić, Jakša; Malamud, Semyon (2014) Nonmyopic optimal portfolios in viable markets Mathematics and Financial Economics; Vol. 8; No. 1;

Brewer, Paul; Cvitanić, Jakša et al. (2013) Market Microstructure Design and Flash Crashes: A Simulation Approach Journal of Applied Economics; Vol. 16; No. 2;

Cvitanić, Jakša; Ma, Jin et al. (2012) The Law of Large Numbers for self-exciting correlated defaults Stochastic Processes and their Applications; Vol. 122; No. 8;

Cvitanić, Jakša; Radas, Sonja et al. (2011) Co-development ventures: Optimal time of entry and profit-sharing Journal of Economic Dynamics and Control; Vol. 35; No. 10;

Cornell, Bradford; Cvitanić, Jakša et al. (2010) Beliefs regarding fundamental value and optimal investing Annals of Finance; Vol. 6;

Cvitanić, Jakša; Malamud, Semyon (2010) Relative Extinction of Heterogeneous Agents B. E. Journal of Theoretical Economics; Vol. 10; No. 1;

Capponi, Agostino; Cvitanić, Jakša (2009) Credit risk modeling with misreporting and incomplete information International Journal of Theoretical and Applied Finance; Vol. 12; No. 1;

Cvitanić, Jakša; Wan, Xuhu et al. (2009) Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model Applied Mathematics and Optiumization; Vol. 59; No. 1;

Cvitanić, Jakša; Wan, Xuhu et al. (2008) Principal-Agent Problems with Exit Options B.E. Journal of Theoretical Economics; Vol. 8; No. 1;

Cvitanić, Jakša; Polimenis, Vassilis et al. (2008) Optimal portfolio allocation with higher moments Annals of Finance; Vol. 4; No. 1;

Cvitanić, Jakša; Zhang, Jianfeng (2007) Optimal compensation with adverse selection and dynamic actions Mathematics and Financial Economics; Vol. 1; No. 1;

Cadenillas, Abel; Cvitanić, Jakša et al. (2007) Optimal risk-sharing with effort and project choice Journal of Economic Theory; Vol. 133; No. 1;

Cvitanić, Jakša; Lipster, Robert et al. (2006) A filtering approach to tracking volatility from prices observed at random times Annals of Applied Probability; Vol. 16; No. 3;

Cvitanić, Jakša; Wan, Xuhu et al. (2006) Optimal contracts in continuous-time models Journal of Applied Mathematics and Stochastic Analysis; Vol. 2006;

Cvitanić, Jakša; Zhang, Jianfeng (2005) The Steepest Descent Method for Forward-Backward SDEs Electronic Journal of Probability; Vol. 10; No. 45;

Cvitanić, Jakša; Goukasian, Levon et al. (2003) Monte Carlo computation of optimal portfolios in complete markets Journal of Economic Dynamics and Control; Vol. 27; No. 6;

Cvitanić, Jakša; Ma, Jin et al. (2003) Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs Mathematical Finance; Vol. 13; No. 1;

Cvitanić, Jakša; Schachermayer, Walter et al. (2001) Utility maximization in incomplete markets with random endowment Finance and Stochastics; Vol. 5; No. 2;

Ma, Jin; Cvitanić, Jakša (2001) Reflected forward-backward SDEs and obstacle problems with boundary conditions Journal of Applied Mathematics and Stochastic Analysis; Vol. 14; No. 2;

Spivak, Gennady; Cvitanić, Jakša (1999) Maximizing the probability of a perfect hedge Annals of Applied Probability; Vol. 9; No. 4;

Cvitanić, Jakša; Pham, Huyên et al. (1999) Super-replication in stochastic volatility models under portfolio constraints Journal of Applied Probability; Vol. 36; No. 2;

Cvitanić, Jakša; Karatzas, Ioannis et al. (1998) Backward stochastic differential equations with constraints on the gains-process Annals of Probability; Vol. 26; No. 4;

Cvitanić, Jakša; Karatzas, Ioannis (1996) Backward stochastic differential equations with reflection and Dynkin games Annals of Probability; Vol. 24; No. 4;

Cvitanić, Jakša; Ma, Jin (1996) Hedging Options for a Large Investor and Forward-Backward SDE's Annals of Applied Probability; Vol. 6; No. 2;

Soner, H. M.; Shreve, S. E. et al. (1995) There is no Nontrivial Hedging Portfolio for Option Pricing with Transaction Costs Annals of Applied Probability; Vol. 5; No. 2;

Cvitanić, Jakša; Karatzas, Ioannis (1993) Hedging Contingent Claims with Constrained Portfolios Annals of Applied Probability; Vol. 3; No. 3;

Cvitanić, Jakša; Karatzas, Ioannis (1992) Convex Duality in Constrained Portfolio Optimization Annals of Applied Probability; Vol. 2; No. 4;