The following pages link to Gordan Žitković (Q240475):
Displaying 27 items.
- Facelifting in utility maximization (Q261918) (← links)
- Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
- A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
- Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
- A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
- An example of a stochastic equilibrium with incomplete markets (Q1761437) (← links)
- Utility maximization with a stochastic clock and an unbounded random endowment (Q1774197) (← links)
- Convex compactness and its applications (Q1932529) (← links)
- A framework for the dynamic programming principle and martingale-generated control correspondences (Q2041004) (← links)
- A characterization of solutions of quadratic BSDEs and a new approach to existence (Q2121079) (← links)
- An incomplete equilibrium with a stochastic annuity (Q2308176) (← links)
- Financial equilibria in the semimartingale setting: complete markets with withdrawal constraints (Q2488508) (← links)
- Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem (Q2957558) (← links)
- STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS (Q3084602) (← links)
- Dynamic Programming for Controlled Markov Families: Abstractly and over Martingale Measures (Q3192135) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- Maturity-Independent Risk Measures (Q3563694) (← links)
- ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS (Q3576956) (← links)
- OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738) (← links)
- Forward-convex convergence in probability of sequences of nonnegative random variables (Q4907123) (← links)
- Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality (Q5050088) (← links)
- Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs (Q5081638) (← links)
- Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs (Q5408798) (← links)
- A filtered version of the bipolar theorem of Brannath and Schachermayer (Q5960453) (← links)
- Representation of random variables as Lebesgue integrals (Q6565305) (← links)
- A scaling limit for additive functionals (Q6747928) (← links)
- Convergence of nonhomogeneous Hawkes processes and Feller random measures (Q6759167) (← links)
