Financial equilibria in the semimartingale setting: Complete markets and markets with withdrawal constraints. - Gordan Zitkovic (Finance Stochastics, 2006)

Maturity-Independent Risk Measures. - Thaleia Zariphopoulou; Gordan Zitkovic (SIAM J. Financial Math., 2010)

An example of a stochastic equilibrium with incomplete markets. - Gordan Zitkovic (Finance Stochastics, 2012)

Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs. - Jin Hyuk Choi; Mihai Sîrbu; Gordan Zitkovic (SIAM J. Control. Optim., 2013)

Dynamic Programming for Controlled Markov Families: Abstractly and over Martingale Measures. - Gordan Zitkovic (SIAM J. Control. Optim., 2014)

Facelifting in utility maximization. - Kasper Larsen; Halil Mete Soner; Gordan Zitkovic (Finance Stochastics, 2016)

Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem. - Jiexian Li; Gordan Zitkovic (SIAM J. Control. Optim., 2017)

An expansion in the model space in the context of utility maximization. - Kasper Larsen; Oleksii Mostovyi; Gordan Zitkovic (Finance Stochastics, 2018)

Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs. - Joe Jackson; Gordan Zitkovic (SIAM J. Control. Optim., 2022)