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Publications
62
Citations
5.2K
H-Index
36
Active since
1992
Jakša Cvitanić is an author at California Institute of Technology specializing in business, economics, and financial economics.
Publications per year
1992–2019
62
62
Convex Duality in Constrained Portfolio Optimization
Jakša Cvitanić, Ioannis Karatzas · The Annals of Applied Probability · 1992 · 658 citations · Full text
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