Gordan Zitkovic

Finance · 2003–2007

A researcher in the Science corpus: 5 papers; trusts 14 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it; #2,826 of 10,518 by trust here, #4,482 by citations
• Economics and Econometrics — 13 citations into it; #6,048 of 23,481 by trust here, #11,156 by citations
• Management Science and Operations Research — 12 citations into it; #2,670 of 11,946 by trust here, #4,267 by citations

Whom Gordan Zitkovic trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ioannis Karatzas
2. Julien Hugonnier
3. Walter Schachermayer
4. Dmitry O. Kramkov
5. Freddy Delbaen
6. Dirk Becherer
7. Mark P. Owen
8. M. Sion
9. Yuri M. Kabanov
10. Thomas Goll

Who trusts Gordan Zitkovic overall

1. Christoph Czichowsky
2. Gordan vZitkovi'c
3. Walter Schachermayer
4. Huyen Pham
5. Constantinos Kardaras
6. Marek Musiela
7. Freddy Delbaen

Papers from Gordan Zitkovic's perspective

Ordered by how strongly the researchers Gordan Zitkovic trusts endorse each paper. Same corpus, a different order for every researcher.

1. Optimal investment in incomplete markets when wealth may become negative
2. Exponential Hedging and Entropic Penalties
3. Convex measures of risk and trading constraints (Finance and Stochastics)
4. ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
5. Pricing Via Utility Maximization and Entropy
6. Law Invariant Risk Measures Have the Fatou Property
7. DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
8. Optimal consumption from investment and random endowment in incomplete semimartingale markets
9. Dynamic utility indierence valuation via convex risk measures
10. A Complete Explicit Solution to the Log-Optimal Portfolio Problem

Their papers

• Optimal consumption from investment and random endowment in incomplete semimartingale markets (2003) — 172 citations
• A Filtered Version of the Bipolar Theorem of Brannath and Schachermayer (2007) — 46 citations
• Utility Maximization with a Stochastic Clock and an Unbounded Random Endowment (2005) — 51 citations
• Convex compactness and its applications (2007) — 51 citations
• OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (2007) — 79 citations