Jaksa Cvitanic

According to our database1, Jaksa Cvitanic authored at least 14 papers between 1999 and 2019.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

Homepages:

On csauthors.net:

Bibliography

2019
Game of Duels: Information-Theoretic Axiomatization of Scoring Rules.
IEEE Trans. Inf. Theory, 2019

2018
Asset pricing under optimal contracts.
J. Econ. Theory, 2018

Dynamic programming approach to principal-agent problems.
Finance Stochastics, 2018

2017
Moral Hazard in Dynamic Risk Management.
Manag. Sci., 2017

Erratum to: Utility maximization in incomplete markets with random endowment.
Finance Stochastics, 2017

2015
Competition in Portfolio Management: Theory and Experiment.
Manag. Sci., 2015

2013
Dynamics of Contract Design with Screening.
Manag. Sci., 2013

2007
Optimal Risk Taking with Flexible Income.
Manag. Sci., 2007

Optimal risk-sharing with effort and project choice.
J. Econ. Theory, 2007

2002
Problems in financial engineering: optimal active management fees.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

2001
Utility maximization in incomplete markets with random endowment.
Finance Stochastics, 2001

2000
Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets.
SIAM J. Control. Optim., 2000

1999
A closed-form solution to the problem of super-replication under transaction costs.
Finance Stochastics, 1999

On dynamic measures of risk.
Finance Stochastics, 1999


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