1992
Convex Duality in Constrained Portfolio Optimization
Jakša Cvitanić, Ioannis Karatzas
The Annals of Applied Probability OATop-listed
659
cites
Faculty
Jakša Cvitanić is a Finance scholar at California Institute of Technology. Research spans Financial Markets and Investment Strategies, Stochastic processes and financial applications. 140 works, 6.1k citations (h-index 40).
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Affiliation on publications · California Institute of Technology
Jakša Cvitanić, Ioannis Karatzas
The Annals of Applied Probability OATop-listed
Jakša Cvitanić, Ioannis Karatzas
Mathematical FinanceTop-listed
Jakša Cvitanić, Ioannis Karatzas
The Annals of Probability OATop-listed