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Gordan Zitkovic

Identifiers

  • name variant Gordan Zitkovic 0.60 · backfill

Papers (23)

  1. Convergence of nonhomogeneous Hawkes processes and Feller random measures math.PR · 2024 · author #2
  2. An incomplete equilibrium with a stochastic annuity q-fin.MF · 2018 · author #2
  3. A Framework for the Dynamic Programming Principle and Martingale-generated Control Correspondences math.OC · 2018 · author #2
  4. Existence, Characterization and Approximation in the Generalized Monotone-Follower Problem math.OC · 2015 · author #2
  5. Facelifting in Utility Maximization q-fin.PM · 2014 · author #3
  6. Dynamic Programming for controlled Markov families: abstractly and over Martingale Measures math.OC · 2013 · author #1
  7. Shadow prices and well-posedness in the problem of optimal investment and consumption with transaction costs q-fin.PM · 2012 · author #3
  8. Forward-convex convergence in probability of sequences of nonnegative random variables math.FA · 2010 · author #2
  9. An example of a stochastic equilibrium with incomplete markets q-fin.GN · 2009 · author #1
  10. Partial Equilibria with Convex Capital Requirements: Existence, Uniqueness and Stability q-fin.RM · 2009 · author #2
  11. On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets q-fin.PR · 2008 · author #2
  12. Maturity-independent risk measures q-fin.RM · 2007 · author #2
  13. Convex-compactness and its applications math.FA · 2007 · author #1
  14. Stability of the utility maximization problem with random endowment in incomplete markets q-fin.PM · 2007 · author #2
  15. Maximizing the Growth Rate under Risk Constraints q-fin.PM · 2007 · author #2
  16. Optimal Investment with an Unbounded Random Endowment and Utility-Based Pricing q-fin.PM · 2007 · author #2
  17. Stability of utility-maximization in incomplete markets q-fin.PM · 2007 · author #2
  18. On the semimartingale property via bounded logarithmic utility q-fin.PM · 2007 · author #2
  19. Financial equilibria in the semimartingale setting: complete markets and markets with withdrawal constraints q-fin.PR · 2007 · author #1
  20. A filtered version of the bipolar theorem of Brannath and Schachermayer math.PR · 2007 · author #1
  21. Optimal consumption from investment and random endowment in incomplete semimartingale markets q-fin.PM · 2007 · author #2
  22. Utility Maximization with a Stochastic Clock and an Unbounded Random Endowment q-fin.GN · 2007 · author #1
  23. Utility Maximization with a Stochastic Clock and an Unbounded Random Endowment math.PR · 2005 · author #1

Mentions

  • 1404.2227 #3 · backfill · confidence 0.70 Gordan Zitkovic
  • 1307.5163 #1 · backfill · confidence 0.70 Gordan Zitkovic
  • 1204.0305 #3 · backfill · confidence 0.70 Gordan Zitkovic
  • 1002.1889 #2 · backfill · confidence 0.70 Gordan Zitkovic
  • 0906.0208 #1 · backfill · confidence 0.70 Gordan Zitkovic
  • 0901.3318 #2 · backfill · confidence 0.70 Gordan Zitkovic
  • 0803.2198 #2 · backfill · confidence 0.70 Gordan Zitkovic
  • 0710.3892 #2 · backfill · confidence 0.70 Gordan Zitkovic
  • 0709.2730 #1 · backfill · confidence 0.70 Gordan Zitkovic
  • 0706.0482 #2 · backfill · confidence 0.70 Gordan Zitkovic
  • 0706.0480 #2 · backfill · confidence 0.70 Gordan Zitkovic
  • 0706.0478 #2 · backfill · confidence 0.70 Gordan Zitkovic
  • 0706.0474 #2 · backfill · confidence 0.70 Gordan Zitkovic
  • 0706.0468 #2 · backfill · confidence 0.70 Gordan Zitkovic
  • 0706.0462 #1 · backfill · confidence 0.70 Gordan Zitkovic
  • 0706.0051 #2 · backfill · confidence 0.70 Gordan Zitkovic
  • 0706.0049 #1 · backfill · confidence 0.70 Gordan Zitkovic
  • 0705.4487 #1 · backfill · confidence 0.70 Gordan Zitkovic

Frequent Coauthors