What is he best known for?
The fields of study he is best known for:
- Finance
- Statistics
- Microeconomics
Jakša Cvitanić mainly investigates Mathematical economics, Portfolio, Microeconomics, Actuarial science and Incomplete markets.
The study incorporates disciplines such as Mathematical finance, Infimum and supremum and Marginal utility in addition to Mathematical economics.
His work deals with themes such as Martingale and Convex analysis, which intersect with Portfolio.
He has researched Microeconomics in several fields, including Expected return and Financial economics.
The concepts of his Actuarial science study are interwoven with issues in Valuation of options and Interest rate.
His Interest rate research is multidisciplinary, incorporating elements of Volatility and Financial market.
His most cited work include:
- Convex Duality in Constrained Portfolio Optimization (509 citations)
- HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH ⁄ (292 citations)
- There is no nontrivial hedging portfolio for option pricing with transaction costs (246 citations)
What are the main themes of his work throughout his whole career to date?
Jakša Cvitanić mainly focuses on Econometrics, Portfolio, Mathematical optimization, Volatility and Microeconomics.
His studies deal with areas such as Bond valuation, Asset, Actuarial science and Risk aversion as well as Econometrics.
His study involves Portfolio optimization and Replicating portfolio, a branch of Portfolio.
His research investigates the connection between Mathematical optimization and topics such as Mathematical economics that intersect with issues in Comparative statics.
His biological study spans a wide range of topics, including Financial market, Market price and Brownian motion.
He has included themes like Expected return and Capital asset pricing model in his Microeconomics study.
He most often published in these fields:
- Econometrics (29.20%)
- Portfolio (23.36%)
- Mathematical optimization (26.28%)
What were the highlights of his more recent work (between 2013-2020)?
- Mathematical economics (24.09%)
- Microeconomics (22.63%)
- Asset (6.57%)
In recent papers he was focusing on the following fields of study:
Mathematical economics, Microeconomics, Asset, Econometrics and Portfolio are his primary areas of study.
The Mathematical economics study combines topics in areas such as Tournament, Combinatorics and Uniqueness.
His Microeconomics research is multidisciplinary, incorporating perspectives in Lump sum, Payment and Accounts payable.
His work on Risk premium and Volatility as part of general Econometrics study is frequently connected to Flow, therefore bridging the gap between diverse disciplines of science and establishing a new relationship between them.
His Risk premium study which covers Hedge that intersects with Mathematical finance.
As part of the same scientific family, he usually focuses on Portfolio, concentrating on Capital asset pricing model and intersecting with Replicating portfolio.
Between 2013 and 2020, his most popular works were:
- Dynamic Programming Approach to Principal-Agent Problems (41 citations)
- Moral Hazard in Dynamic Risk Management (37 citations)
- Optimal contracting with moral hazard and behavioral preferences (8 citations)
In his most recent research, the most cited papers focused on:
- Finance
- Statistics
- Microeconomics
His primary areas of study are Mathematical optimization, Principal–agent problem, Stochastic control, Dynamic programming and Stochastic differential equation.
His Markov perfect equilibrium study in the realm of Mathematical optimization interacts with subjects such as Resource.
His Principal–agent problem research incorporates a variety of disciplines, including Moral hazard, Actuarial science, Preference, Risk management and Volatility.
His Moral hazard research includes elements of Cumulative prospect theory, Risk-seeking and Special case.
Among his Stochastic control studies, there is a synthesis of other scientific areas such as Control theory, Differential game, Representation, Stochastic programming and Continuous-time stochastic process.
His research links Mathematical finance with Dynamic programming.
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