Gordan Žitković

Available identifiers

zbMath Open zitkovic.gordanMaRDI QIDQ240475

List of research outcomes

Publication	Date of Publication	Type
Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality	2022-11-15	Paper
Representation of Random Variables as Lebesgue Integrals	2022-09-18	Paper
Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs	2022-06-17	Paper
Kyle's Model with Stochastic Liquidity	2022-04-23	Paper
A characterization of solutions of quadratic BSDEs and a new approach to existence	2022-04-01	Paper
A framework for the dynamic programming principle and martingale-generated control correspondences	2021-07-15	Paper
An incomplete equilibrium with a stochastic annuity	2020-03-25	Paper
A class of globally solvable Markovian quadratic BSDE systems and applications	2018-04-27	Paper
Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem	2017-01-26	Paper
Incomplete stochastic equilibria for dynamic monetary utility	2015-05-27	Paper
Dynamic Programming for Controlled Markov Families: Abstractly and over Martingale Measures	2014-09-26	Paper
Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs	2014-04-11	Paper
Forward-convex convergence in probability of sequences of nonnegative random variables	2013-03-04	Paper
Convex compactness and its applications	2013-01-20	Paper
An example of a stochastic equilibrium with incomplete markets	2012-11-15	Paper
Partial equilibria with convex capital requirements: existence, uniqueness and stability	2012-03-08	Paper
STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS	2011-03-25	Paper
ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS	2010-08-03	Paper
Maturity-Independent Risk Measures	2010-06-01	Paper
A dual characterization of self-generation and exponential forward performances	2010-01-13	Paper
MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS	2009-08-28	Paper
OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING	2009-03-06	Paper
Financial equilibria in the semimartingale setting: complete markets with withdrawal constraints	2006-05-24	Paper
Utility maximization with a stochastic clock and an unbounded random endowment	2005-04-29	Paper
Optimal consumption from investment and random endowment in incomplete semimartingale markets.	2004-07-01	Paper
A filtered version of the bipolar theorem of Brannath and Schachermayer	2002-04-07	Paper

Research outcomes over time

Doctoral students

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