| Convex duality in constrained portfolio optimization J Cvitanić, I Karatzas The Annals of Applied Probability, 767-818, 1992 | 878 | 1992 |
| Backward stochastic differential equations with reflection and Dynkin games J Cvitanic, I Karatzas The Annals of Probability, 2024-2056, 1996 | 437 | 1996 |
| HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH12 J Cvitanić, I Karatzas Mathematical finance 6 (2), 133-165, 1996 | 414 | 1996 |
| Hedging contingent claims with constrained portfolios J Cvitanić, I Karatzas The Annals of Applied Probability, 652-681, 1993 | 407 | 1993 |
| There is no nontrivial hedging portfolio for option pricing with transaction costs HM Soner, SE Shreve, J Cvitanic The Annals of Applied Probability 5 (2), 327-355, 1995 | 373 | 1995 |
| Introduction to the economics and mathematics of financial markets J Cvitanic, F Zapatero MIT press, 2004 | 328 | 2004 |
| On dynamic measures of risk J Cvitanić, I Karatzas Finance and Stochastics 3 (4), 451-482, 1999 | 297 | 1999 |
| Utility maximization in incomplete markets with random endowment J Cvitanić, W Schachermayer, H Wang Finance and Stochastics 5 (2), 259-272, 2001 | 288 | 2001 |
| Hedging options for a large investor and forward-backward SDE's J Cvitanić, J Ma The annals of applied probability 6 (2), 370-398, 1996 | 285 | 1996 |
| Contract theory in continuous-time models J Cvitanic, J Zhang Springer Science & Business Media, 2012 | 272 | 2012 |
| Optimal consumption choices for a ‘large’investor D Cuoco, J Cvitanić Journal of Economic Dynamics and Control 22 (3), 401-436, 1998 | 226 | 1998 |
| On portfolio optimization under" drawdown" constraints J Cvitanic, I Karatzas | 214 | 1994 |
| Non-linear pricing theory and backward stochastic differential equations B Biais, T Björk, J Cvitanić, N El Karoui, E Jouini, JC Rochet, N El Karoui, ... Financial Mathematics: Lectures given at the 3rd Session of the Centro …, 1997 | 186 | 1997 |
| Leverage decision and manager compensation with choice of effort and volatility A Cadenillas, J Cvitanić, F Zapatero Journal of Financial Economics 73 (1), 71-92, 2004 | 182 | 2004 |
| A closed-form solution to the problem of super-replication under transaction costs J Cvitanić, H Pham, N Touzi Finance and stochastics 3, 35-54, 1999 | 173 | 1999 |
| Super-replication in stochastic volatility models under portfolio constraints J Cvitanić, H Pham, N Touzi Journal of Applied Probability 36 (2), 523-545, 1999 | 169 | 1999 |
| Optimal replication of contingent claims under portfolio constraints M Broadie, J Cvitanić, HM Soner The Review of Financial Studies 11 (1), 59-79, 1998 | 163 | 1998 |
| Interest rate theory B Biais, T Björk, J Cvitanić, N El Karoui, E Jouini, JC Rochet, T Björk Financial Mathematics: Lectures given at the 3rd Session of the Centro …, 1997 | 162 | 1997 |
| Dynamic programming approach to principal–agent problems J Cvitanić, D Possamaï, N Touzi Finance and Stochastics 22, 1-37, 2018 | 145 | 2018 |
| Financial markets equilibrium with heterogeneous agents J Cvitanić, E Jouini, S Malamud, C Napp Review of Finance 16 (1), 285-321, 2012 | 140 | 2012 |
