Optimal consumption from investment and random endowment in incomplete semimartingale markets I Karatzas, G ®itković The Annals of Probability 31 (4), 1821-1858, 2003 | 193 | 2003 |
A class of globally solvable Markovian quadratic BSDE systems and applications H Xing, G ®itković | 81 | 2018 |
Optimal investment with an unbounded random endowment and utility‐based pricing MP Owen, G ®itković Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 79 | 2009 |
A dual characterization of self-generation and exponential forward performances G ®itković | 66 | 2009 |
Stability of utility-maximization in incomplete markets K Larsen, G ®itković Stochastic Processes and their Applications 117 (11), 1642-1662, 2007 | 63 | 2007 |
A filtered version of the bipolar theorem of Brannath and Schachermayer G ®itković Journal of Theoretical Probability 15, 41-61, 2002 | 60 | 2002 |
Utility maximization with a stochastic clock and an unbounded random endowment G ®itković | 59 | 2005 |
Incomplete stochastic equilibria with exponential utilities close to Pareto optimality C Kardaras, H Xing, G ®itković Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative …, 2022 | 47* | 2022 |
Convex compactness and its applications G ®itković Mathematics and Financial Economics 3, 1-12, 2010 | 44 | 2010 |
Maturity-independent risk measures T Zariphopoulou, G ®itković SIAM Journal on Financial Mathematics 1 (1), 266-288, 2010 | 44 | 2010 |
Shadow prices and well-posedness in the problem of optimal investment and consumption with transaction costs JH Choi, M Sirbu, G Zitkovic SIAM Journal on Control and Optimization 51 (6), 4414-4449, 2013 | 40 | 2013 |
Stability of the utility maximization problem with random endowment in incomplete markets C Kardaras, G ®itković Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011 | 34 | 2011 |
An example of a stochastic equilibrium with incomplete markets G ®itković Finance and Stochastics 16, 177-206, 2012 | 32 | 2012 |
On utility maximization under convex portfolio constraints K Larsen, G ®itković | 22 | 2013 |
Dynamic programming for controlled Markov families: abstractly and over martingale measures G Zitkovic SIAM Journal on Control and Optimization 52 (3), 1597-1621, 2014 | 18 | 2014 |
Forward-convex convergence in probability of sequences of nonnegative random variables C Kardaras, G ®itković Proceedings of the American Mathematical Society 141 (3), 919-929, 2013 | 17 | 2013 |
ON AGENT’S AGREEMENT AND PARTIAL‐EQUILIBRIUM PRICING IN INCOMPLETE MARKETS M Anthropelos, G ®itković Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010 | 17 | 2010 |
Maximizing the growth rate under risk constraints TA Pirvu, G ®itković Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 17 | 2009 |
Financial equilibria in the semimartingale setting: complete markets and markets with withdrawal constraints G ®itković Finance and Stochastics 10, 99-119, 2006 | 17 | 2006 |
Introduction to stochastic processes-lecture notes G ®itković Department of Mathematics, The University of Texas at Austin, 2010 | 16 | 2010 |