Convex duality in constrained portfolio optimization J Cvitanić, I Karatzas The Annals of Applied Probability, 767-818, 1992 | 884 | 1992 |

Backward stochastic differential equations with reflection and Dynkin games J Cvitanic, I Karatzas The Annals of Probability, 2024-2056, 1996 | 446 | 1996 |

HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH^{1}^{2}J Cvitanić, I Karatzas Mathematical finance 6 (2), 133-165, 1996 | 417 | 1996 |

Hedging contingent claims with constrained portfolios J Cvitanić, I Karatzas The Annals of Applied Probability, 652-681, 1993 | 407 | 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 | 374 | 1995 |

Introduction to the economics and mathematics of financial markets J Cvitanic, F Zapatero MIT press, 2004 | 331 | 2004 |

On dynamic measures of risk J Cvitanić, I Karatzas Finance and Stochastics 3 (4), 451-482, 1999 | 298 | 1999 |

Utility maximization in incomplete markets with random endowment J Cvitanić, W Schachermayer, H Wang Finance and Stochastics 5 (2), 259-272, 2001 | 291 | 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 | 288 | 1996 |

Contract theory in continuous-time models J Cvitanic, J Zhang Springer Science & Business Media, 2012 | 273 | 2012 |

Optimal consumption choices for a ‘large’investor D Cuoco, J Cvitanić Journal of Economic Dynamics and Control 22 (3), 401-436, 1998 | 228 | 1998 |

On portfolio optimization under" drawdown" constraints J Cvitanic, I Karatzas | 216 | 1994 |

Non-linear pricing theory and backward stochastic differential equations B Biais, T Björk, J Cvitanić, N El Karoui, E Jouini, JC Rochet, N El Karoui, ... Financial Mathematics: Lectures given at the 3rd Session of the Centro …, 1997 | 188 | 1997 |

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 | 182 | 2004 |

A closed-form solution to the problem of super-replication under transaction costs J Cvitanić, H Pham, N Touzi Finance and stochastics 3, 35-54, 1999 | 174 | 1999 |

Super-replication in stochastic volatility models under portfolio constraints J Cvitanić, H Pham, N Touzi Journal of Applied Probability 36 (2), 523-545, 1999 | 170 | 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 | 164 | 1998 |

Interest rate theory B Biais, T Björk, J Cvitanić, N El Karoui, E Jouini, JC Rochet, T Björk Financial Mathematics: Lectures given at the 3rd Session of the Centro …, 1997 | 162 | 1997 |

Dynamic programming approach to principal–agent problems J Cvitanić, D Possamaï, N Touzi Finance and Stochastics 22, 1-37, 2018 | 149 | 2018 |

High frequency traders and asset prices J Cvitanic, AA Kirilenko Available at SSRN 1569067, 2010 | 142 | 2010 |