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; 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;