Convex duality in constrained portfolio optimization J Cvitanić, I Karatzas The Annals of Applied Probability, 767-818, 1992 | 745 | 1992 |

HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH^{1}^{2}J Cvitanić, I Karatzas Mathematical finance 6 (2), 133-165, 1996 | 381 | 1996 |

Backward stochastic differential equations with reflection and Dynkin games J Cvitanic, I Karatzas The Annals of Probability, 2024-2056, 1996 | 362 | 1996 |

Hedging contingent claims with constrained portfolios J Cvitanić, I Karatzas The Annals of Applied Probability, 652-681, 1993 | 357 | 1993 |

There is no nontrivial hedging portfolio for option pricing with transaction costs HM Soner, SE Shreve, J Cvitanic The Annals of Applied Probability 5 (2), 327-355, 1995 | 352 | 1995 |

On dynamic measures of risk J Cvitanić, I Karatzas Finance and Stochastics 3 (4), 451-482, 1999 | 279 | 1999 |

Introduction to the economics and mathematics of financial markets J Cvitanić, F Zapatero MIT press, 2004 | 263 | 2004 |

Utility maximization in incomplete markets with random endowment J Cvitanić, W Schachermayer, H Wang Finance and Stochastics 5 (2), 259-272, 2001 | 258 | 2001 |

Hedging options for a large investor and forward-backward SDE's J Cvitanić, J Ma The annals of applied probability 6 (2), 370-398, 1996 | 258 | 1996 |

Optimal consumption choices for a ˇlarge˘investor D Cuoco, J Cvitanić Journal of Economic Dynamics and Control 22 (3), 401-436, 1998 | 204 | 1998 |

On portfolio optimization under" drawdown" constraints J Cvitanic, I Karatzas | 179 | 1994 |

Contract theory in continuous-time models J Cvitanic, J Zhang Springer Science & Business Media, 2012 | 178 | 2012 |

Leverage decision and manager compensation with choice of effort and volatility A Cadenillas, J Cvitanić, F Zapatero Journal of Financial Economics 73 (1), 71-92, 2004 | 169 | 2004 |

Super-replication in stochastic volatility models under portfolio constraints J Cvitanić, H Pham, N Touzi Journal of Applied Probability, 523-545, 1999 | 163 | 1999 |

A closed-form solution to the problem of super-replication under transaction costs J Cvitanić, H Pham, N Touzi Finance and stochastics 3 (1), 35-54, 1999 | 158 | 1999 |

Optimal replication of contingent claims under portfolio constraints M Broadie, J Cvitanić, HM Soner The Review of Financial Studies 11 (1), 59-79, 1998 | 152 | 1998 |

Minimizing expected loss of hedging in incomplete and constrained markets J Cvitanic SIAM Journal on Control and Optimization 38 (4), 1050-1066, 2000 | 122 | 2000 |

High frequency traders and asset prices J Cvitanic, AA Kirilenko Available at SSRN 1569067, 2010 | 116 | 2010 |

Financial markets equilibrium with heterogeneous agents J Cvitanić, E Jouini, S Malamud, C Napp Review of Finance 16 (1), 285-321, 2012 | 114 | 2012 |

Optimal portfolio allocation with higher moments J Cvitanić, V Polimenis, F Zapatero Annals of Finance 4 (1), 1-28, 2008 | 108 | 2008 |