The following pages link to Jakša Cvitanić (Q180798):
Displaying 50 items.
- The law of large numbers for self-exciting correlated defaults (Q436290) (← links)
- On managerial risk-taking incentives when compensation may be hedged against (Q475322) (← links)
- Co-development ventures: optimal time of entry and profit-sharing (Q647661) (← links)
- Contract theory in continuous-time models (Q663167) (← links)
- Optimal portfolio allocation with higher moments (Q665798) (← links)
- Beliefs regarding fundamental value and optimal investing (Q666434) (← links)
- Backward stochastic differential equations with reflection and Dynkin games (Q674517) (← links)
- Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669) (← links)
- The steepest descent method for forward-backward SDEs (Q850388) (← links)
- A filtering approach to tracking volatility from prices observed at random times (Q862222) (← links)
- Optimal contracts in continuous-time models (Q937467) (← links)
- Monte Carlo computation of optimal portfolios in complete markets (Q951338) (← links)
- Introduction: Asia-Pacific Financial Markets, 3rd Columbia-JAFEE Conference on the Mathematics of Finance, 27--28 March 1999, at Columbia University, New York (USA). (Q1012313) (← links)
- Methods of partial hedging (Q1012315) (← links)
- Optimal consumption choices for a `large' investor (Q1128528) (← links)
- Convex duality in constrained portfolio optimization (Q1203746) (← links)
- A closed-form solution to the problem of super-replication under transaction costs (Q1297907) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- Hedging contingent claims with constrained portfolios (Q1308695) (← links)
- Maximizing the probability of a perfect hedge (Q1578595) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- Asset pricing under optimal contracts (Q1693186) (← links)
- Hedging options for a large investor and forward-backward SDE's (Q1814742) (← links)
- There is no nontrivial hedging portfolio for option pricing with transaction costs (Q1901077) (← links)
- Optimal contracting with effort and misvaluation (Q1938959) (← links)
- On dynamic measure of risk (Q1979073) (← links)
- Nonmyopic optimal portfolios in viable markets (Q2257043) (← links)
- Large tournament games (Q2299589) (← links)
- Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114) (← links)
- Erratum to: ``Utility maximization in incomplete markets with random endowment'' (Q2364538) (← links)
- Optimal risk-sharing with effort and project choice (Q2370508) (← links)
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model (Q2391249) (← links)
- Optimal compensation with adverse selection and dynamic actions (Q2459035) (← links)
- Theory of portfolio optimization in markets with frictions (Q2771117) (← links)
- Financial markets equilibrium with heterogeneous agents (Q2919957) (← links)
- Optimal Risk Taking with Flexible Income (Q3116149) (← links)
- Relative Extinction of Heterogeneous Agents (Q3161797) (← links)
- Principal-Agent Problems with Exit Options (Q3398228) (← links)
- INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES (Q3523571) (← links)
- CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION (Q3632195) (← links)
- (Q4218384) (← links)
- HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH<sup>1</sup><sup>2</sup> (Q4226860) (← links)
- (Q4357645) (← links)
- Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs (Q4409042) (← links)
- (Q4459816) (← links)
- Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets (Q4507396) (← links)
- Game of Duels: Information-Theoretic Axiomatization of Scoring Rules (Q4611454) (← links)
- Optimal allocation to hedge funds: an empirical analysis (Q4647238) (← links)
- (Q4828653) (← links)
- (Q4868511) (← links)
