Concepedia

Gordan Žitković

GŽ

Statistics

Publications

19

Citations

828

H-Index

16

Active since

2003

Affiliations

The University of Texas at Austin(Current)

Carnegie Mellon University

Boston University

Gordan Žitković is an author at The University of Texas at Austin specializing in economics, business, and economic analysis.

Top concepts

BusinessEconomicsFinanceEconomic AnalysisEngineeringAsset PricingProbabilityFinancial EconomicsMarket EquilibriumMechanism Design

Publications per year

2003–2018

19

Publications

19

Optimal consumption from investment and random endowment in incomplete semimartingale markets

Ioannis Karatzas, Gordan Žitković · The Annals of Probability · 2003 · 181 citations · Full text

Mathematical Programming, Engineering, Portfolio Choice +18

OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING

Mark P. Owen, Gordan Žitković · Mathematical Finance · 2009 · 72 citations

Engineering, Utility Function, Portfolio Choice +16

A class of globally solvable Markovian quadratic BSDE systems and applications

Hao Xing, Gordan Žitković · The Annals of Probability · 2018 · 69 citations · Full text

Stochastic Hybrid System, Engineering, Stochastic Processes +10

Stability of utility-maximization in incomplete markets

Kasper Larsen, Gordan Žitković · Stochastic Processes and their Applications · 2007 · 61 citations

Economics, Incomplete Markets, Market Equilibrium +4

Utility maximization with a stochastic clock and an unbounded random endowment

Gordan Žitković · The Annals of Applied Probability · 2005 · 55 citations · Full text

Mathematical Programming, Engineering, Game Theory +22

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