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50篇 您的检索式：作者名="J Cvitanic"

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	题名	作者	年代	出处	被引量
1	Backward SDE's with reflection and Dynkin games显示文摘	J Cvitanic I Karatzas	1996	Ann Probab1996，24，4：	1
2	Hedging and portfolio optimization under transaction costs 显示文摘	Cvitanic J and Karatzas I	1996	Mathematics Finance1996，6，2：	1
3	Backward SDEs with reflection and Dynkin games显示文摘	CVITANIC J KARATZAS I	1996	Ann Probab1996，24，4：	1
4	Implications of the Sharpe ratio as a performance measure in multi- period settings显示文摘	Cvitanic J Lazrak A Wang T	2008	Journal of Economic Dynamics and Control2008，32，5：	1
5	Ondynamic measures of risk显示文摘	Cvitanic J Karatzas I	1999	Finance Stochast1999，3，：	1
6	Acute myositis ossificans 显示文摘	Cvitanic O Sedlak J	1995	Skeletal Radiol1995，24，2：	1
7	Acute myositis ossificans 显示文摘	Cvitanic O Sedlak J	1995	Skeletal Radiol1995，24，2：	1
8	BSDEs with reflection and Dynkin games 显示文摘	Cvitanic J Karatzas I	1996	Ann Probab1996，24，4：	1
9	Optimal risk-sharing with effort and project choice显示文摘	Cadenillas A Cvitanic J Zapatero F	2007	Journal of Economic Theory2007，，133：	1
10	Optimal risk-sharing with effort and project choice显示文摘	Cadenillas A Cvitanic J Zapatero F	2007	Journal of Economic Theory2007，133，1：	1
11	Hedging and porfolio optimization under transaction costs:A martingale approach显示文摘	Cvitanic J Karatzas I	1996	Math Finance1996，6，：	1
12	There is no trivial hedging portfolio for option pricing with transaction costs 显示文摘	SONER H M SHREVE S E CVITANIC J	1995	The Annals of Application Probability1995，5，2：	1
13	Hedging and portfolio optimization under transaction costs: A martingale approach 显示文摘	CVITANIC J KARATZAS I	1996	Mathematics Finance1996，6，2：	1
14	Backward stochastic differential equations with reflection and dynkin games显示文摘	Cvitanic J Karatzas I	1996	The Annals of Probability1996，24，：	1
15	Utility maximization in incomplete market with random endow 显示文摘	Cvitanic J Schachermayer W Wang H	2003	Finance and Stoehasties2003，5，：	1
16	Hedging contigent claims with constrained portfolios显示文摘	CVITANIC J KARATZAS I	1993	Anns Appl Probab1993，3，：	1
17	Utility maximization in incomplete markets with random endowment显示文摘	Cvitanic J Schachermayer W Wang H		0，，02：	1
18	On optimal terminal wealth under transaction costs显示文摘	CVITANIC J HUI W	2001	J of Mathematical Economics2001，35，3：	1
19	Leverage decision and manager compensation with choice of effort and volatility显示文摘	A CADENILLAS J CVITANIC F ZAPATERO	2004	Journal of Financial Economics2004，73，1：	1
20	Convex duality in con- strained portfolio optimization 显示文摘	CVITANIC J KARATZAS I	1993	Annals of Applied Probability1993，，2：	1

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