On dynamic measures of risk. - Jaksa Cvitanic; Ioannis Karatzas (Finance Stochastics, 1999)

A closed-form solution to the problem of super-replication under transaction costs. - Jaksa Cvitanic; Huyên Pham; Nizar Touzi (Finance Stochastics, 1999)

Tracking volatility (stock markets). - Jaksa Cvitanic; Robert Sh. Liptser; Boris Rozovskii (CDC, 2000)

Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets. - Jaksa Cvitanic (SIAM J. Control. Optim., 2000)

Utility maximization in incomplete markets with random endowment. - Jaksa Cvitanic; Walter Schachermayer; Hui Wang (Finance Stochastics, 2001)

Problems in financial engineering: optimal active management fees. - Jaksa Cvitanic; Lionel Martellini; Fernando Zapatero (WSC, 2002)

Optimal risk-sharing with effort and project choice. - Abel Cadenillas; Jaksa Cvitanic; Fernando Zapatero (J. Econ. Theory, 2007)

Optimal Risk Taking with Flexible Income. - Jaksa Cvitanic; Levon Goukasian; Fernando Zapatero (Manag. Sci., 2007)

A Variational Approach to Contracting under Imperfect Observations. - Agostino Capponi; Jaksa Cvitanic; Türkay Yolcu (SIAM J. Financial Math., 2012)

Dynamics of Contract Design with Screening. - Jaksa Cvitanic; Xuhu Wan; Huali Yang (Manag. Sci., 2013)

Competition in Portfolio Management: Theory and Experiment. - Elena Asparouhova; Peter Bossaerts; Jernej Copic; Brad Cornell; Jaksa Cvitanic; Debrah Meloso (Manag. Sci., 2015)

Erratum to: Utility maximization in incomplete markets with random endowment. - Jaksa Cvitanic; Walter Schachermayer; Hui Wang (Finance Stochastics, 2017)

Moral Hazard in Dynamic Risk Management. - Jaksa Cvitanic; Dylan Possamaï; Nizar Touzi (Manag. Sci., 2017)

Dynamic programming approach to principal-agent problems. - Jaksa Cvitanic; Dylan Possamaï; Nizar Touzi (Finance Stochastics, 2018)

Asset pricing under optimal contracts. - Jaksa Cvitanic; Hao Xing (J. Econ. Theory, 2018)

Game of Duels: Information-Theoretic Axiomatization of Scoring Rules. - Jaksa Cvitanic; Drazen Prelec; Sonja Radas; Hrvoje Sikic (IEEE Trans. Inf. Theory, 2019)