Jakša Cvitanić

6.3k total citations
103 papers, 3.5k citations indexed

About

Jakša Cvitanić is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Jakša Cvitanić has authored 103 papers receiving a total of 3.5k indexed citations (citations by other indexed papers that have themselves been cited), including 92 papers in Finance, 62 papers in Economics and Econometrics and 31 papers in Management Science and Operations Research. Recurrent topics in Jakša Cvitanić's work include Stochastic processes and financial applications (67 papers), Financial Markets and Investment Strategies (53 papers) and Economic theories and models (49 papers). Jakša Cvitanić is often cited by papers focused on Stochastic processes and financial applications (67 papers), Financial Markets and Investment Strategies (53 papers) and Economic theories and models (49 papers). Jakša Cvitanić collaborates with scholars based in United States, France and Switzerland. Jakša Cvitanić's co-authors include Ioannis Karatzas, Fernando Zapatero, H. Meté Soner, Nizar Touzi, Jin Ma, Jianfeng Zhang, Semyon Malamud, Hui Wang, Huyên Pham and Steven E. Shreve and has published in prestigious journals such as Journal of Financial Economics, Management Science and IEEE Transactions on Information Theory.

In The Last Decade

Jakša Cvitanić

99 papers receiving 3.2k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Jakša Cvitanić United States 32 3.0k 2.0k 1.0k 461 392 103 3.5k
Stanley R. Pliska United States 23 3.2k 1.1× 1.9k 1.0× 890 0.9× 690 1.5× 228 0.6× 60 3.9k
Steven Kou United States 28 3.5k 1.1× 1.3k 0.6× 784 0.8× 670 1.5× 142 0.4× 73 4.0k
Tak Kuen Siu Australia 31 2.6k 0.9× 1.4k 0.7× 968 0.9× 1.4k 3.0× 146 0.4× 228 3.6k
Tomas Björk Sweden 17 2.1k 0.7× 1.2k 0.6× 798 0.8× 762 1.7× 151 0.4× 43 2.7k
Jérôme Detemple United States 30 3.1k 1.0× 1.9k 1.0× 311 0.3× 411 0.9× 604 1.5× 83 3.7k
Hélyette Geman United Kingdom 30 4.3k 1.4× 2.5k 1.3× 690 0.7× 854 1.9× 115 0.3× 88 5.3k
Chi-fu Huang United States 23 2.4k 0.8× 2.0k 1.0× 797 0.8× 312 0.7× 426 1.1× 46 3.4k
Thaleia Zariphopoulou United States 24 2.0k 0.7× 1.3k 0.7× 694 0.7× 465 1.0× 173 0.4× 71 2.4k
Tomasz R. Bielecki United States 24 1.8k 0.6× 603 0.3× 554 0.5× 326 0.7× 121 0.3× 89 2.4k
Liuren Wu United States 35 5.3k 1.8× 2.3k 1.2× 248 0.2× 414 0.9× 380 1.0× 122 5.6k

Countries citing papers authored by Jakša Cvitanić

Since Specialization
Citations

This map shows the geographic impact of Jakša Cvitanić's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jakša Cvitanić with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jakša Cvitanić more than expected).

Fields of papers citing papers by Jakša Cvitanić

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jakša Cvitanić. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jakša Cvitanić. The network helps show where Jakša Cvitanić may publish in the future.

Co-authorship network of co-authors of Jakša Cvitanić

This figure shows the co-authorship network connecting the top 25 collaborators of Jakša Cvitanić. A scholar is included among the top collaborators of Jakša Cvitanić based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Jakša Cvitanić. Jakša Cvitanić is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Acciaio, Beatrice, et al.. (2024). A note on persistent private information. Mathematics and Financial Economics. 19(1). 119–141. 1 indexed citations
2.
Bayraktar, Erhan, et al.. (2019). Large tournament games. The Annals of Applied Probability. 29(6). 6 indexed citations
3.
Cvitanić, Jakša, Dražen Prelec, Sonja Radas, & Hrvoje Šikić. (2018). Game of Duels: Information-Theoretic Axiomatization of Scoring Rules. IEEE Transactions on Information Theory. 65(1). 530–537. 2 indexed citations
4.
Cvitanić, Jakša, Dylan Possamaï, & Nizar Touzi. (2016). Moral Hazard in Dynamic Risk Management. Management Science. 63(10). 3328–3346. 44 indexed citations
5.
Cvitanić, Jakša, et al.. (2015). Optimal contracting with moral hazard and behavioral preferences. Journal of Mathematical Analysis and Applications. 428(2). 959–981. 5 indexed citations
6.
Cvitanić, Jakša & Semyon Malamud. (2010). Nonmyopic Optimal Portfolios in Viable Markets. SSRN Electronic Journal. 1 indexed citations
7.
Cvitanić, Jakša & Semyon Malamud. (2009). Asset Prices, Funds' Size and Portfolio Weights in Equilibrium with Heterogeneous and Long-Lived Funds. SSRN Electronic Journal. 1 indexed citations
8.
Capponi, Agostino & Jakša Cvitanić. (2009). CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION. International Journal of Theoretical and Applied Finance. 12(1). 83–112.
9.
Cvitanić, Jakša & Semyon Malamud. (2009). Equilibrium Asset Pricing and Portfolio Choice with Heterogeneous Preferences. SSRN Electronic Journal. 4 indexed citations
10.
Cvitanić, Jakša. (2008). On Managerial Risk-Taking Incentives When Compensation May Be Hedged Against. SSRN Electronic Journal. 1 indexed citations
11.
Cvitanić, Jakša, Zvi Wiener, & Fernando Zapatero. (2007). Analytic Pricing of Employee Stock Options. Review of Financial Studies. 21(2). 683–724. 35 indexed citations
12.
Cvitanić, Jakša, Fernando Zapatero, & Zvi Wiener. (2006). Analytic Pricing of Employee Stock Options. SSRN Electronic Journal. 15 indexed citations
13.
Cvitanić, Jakša, Jin Ma, & Jianfeng Zhang. (2003). Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs \n. CaltechAUTHORS (California Institute of Technology). 9 indexed citations
14.
Cvitanić, Jakša, Ioannis Karatzas, & Jakša Cvitanić. (2001). Generalized Neyman-Pearson Lemma via Convex Duality. Bernoulli. 7(1). 79–79. 33 indexed citations
15.
Cvitanić, Jakša, Ali Lazrak, M.C. Quenez, & Fernando Zapatero. (2001). INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES. International Journal of Theoretical and Applied Finance. 4(2). 245–261. 1 indexed citations
16.
Cvitanić, Jakša, Huyên Pham, & Nizar Touzi. (1999). Super-replication in stochastic volatility models under portfolio constraints. Journal of Applied Probability. 36(2). 523–545. 63 indexed citations
17.
Cvitanić, Jakša. (1998). Nonlinear Financial Markets: Hedging and Portfolio Optimization. SSRN Electronic Journal. 13 indexed citations
18.
Cuoco, Domenico & Jakša Cvitanić. (1998). Optimal Consumption Choices for a ‘Large’ Investor. ScholarlyCommons (University of Pennsylvania). 1 indexed citations
19.
Cvitanić, Jakša, Huyên Pham, & Nizar Touzi. (1998). A Closed-Form Solution to the Problem of Super-Replication under Transaction Costs. SSRN Electronic Journal. 4 indexed citations
20.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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