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Zapatero, Fernando Malamud, Semyon Jianfeng Zhang Capponi, Agostino Cornell, Bradford Cuoco, Domenico Goukasian, Levon Jouini, Elyès Hugonnier, Julien Bossaerts, Peter L. Possamaï, Dylan Čopič, Jernej Karatzas, Ioannis Asparouhova, Elena Lazrak, Ali Cadenillas, Abel Plott, Charles Touzi, Nizar Napp, Clotilde Malamud, Semyon Musiela, Marek Broadie, Mark Wang, Hui Soner, Halil Mete Martellini, Lionel Šikić, Hrvoje Wiener, Zvi Ma, Jin Polimenis, Vassilis Elliott, Robert J. Schachermayer, Walter Henderson, Vicky Radas, Sonja Zhang, Jianfeng Brewer, Paul J. Yang, Huali Wan, Xuhu Yolcu, Türkay Prelec, Dražen Tseng, Chien-Yao Georgiadis, George Meloso, Debrah Copic, Jernej Asparouhova, Elena N. Xing, Hao Tereick, Benjamin Riley, Blake Zapatero, Fernando All co-authors optimal portfolio price asset impact hedging markets financial market model pricing portfolios funds time capm fund agent constraints long models rate prices heterogeneous credit misreporting consumption
Composed portfolio management portfolio selection prinzipal agent theorie agency theory moral hazard price impact financial markets long run contract theory monte carlo simulation option pricing theory mathematical finance portfolio impact optimal portfolios portfolio weights mathematics financial market price capital income optimal fund impact portfolio dividend volatility optimal consumption optimal portfolio introduction economics economics mathematics cyclicality conditions stock price equilibrium model structural model mathematische optimierung mathematical programming share price derivat wertpapier fund menus competition portfolio management experiment asset pricing risk management nonmyopic optimal equilibrium heterogeneous risk modeling modeling misreporting misreporting incomplete incomplete information time models
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Jakša Cvitanić Alternative spellings: J. Cvitanić B: 1962 Biblio: Professor für Finanzmathematik
Affiliations California Institute of Technology. Division of the Humanities and Social Sciences
Q3710472
Publishing years Series Research paper series / Swiss Finance Institute (6) Working papers / Innocenzo Gasparini Institute for Economic Research (1) Discussion paper / Centre for Economic Policy Research (1) Springer Finance (1) EBSCOhost eBook Collection (1) Handbooks in mathematical finance (1) Asia-Pacific financial markets (1) Rodney L. White Center for Financial Research (1) 
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