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1

HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH

Jakša Cvitanić, Ioannis Karatzas

Journal:

Mathematical Finance

Year:

1996

Language:

english

File:

PDF, 1.22 MB

english, 1996

2

Food preferences of Chinese tourists

Richard C.Y. Chang, Jakša Kivela, Athena H.N. Mak

Journal:

Annals of Tourism Research

Year:

2010

Language:

english

File:

PDF, 203 KB

english, 2010

3

Data Division for Developing Neural Networks Applied to Geotechnical Engineering

Shahin, Mohamed A., Maier, Holger R., Jaksa, Mark B.

Journal:

Journal of Computing in Civil Engineering

Year:

2004

Language:

english

File:

PDF, 102 KB

english, 2004

4

Convex Duality in Constrained Portfolio Optimization

Jakša Cvitanić and Ioannis Karatzas

Journal:

The Annals of Applied Probability

Year:

1992

Language:

english

File:

PDF, 3.63 MB

english, 1992

5

Prediction of pile settlement using artificial neural networks based on standard penetration test data

F. Pooya Nejad, Mark B. Jaksa, M. Kakhi, Bryan A. McCabe

Journal:

Computers and Geotechnics

Year:

2009

Language:

english

File:

PDF, 386 KB

english, 2009

6

Gastronomy Tourism

Kivela, Jakša, Crotts, John C.

Journal:

Journal of Culinary Science & Technology

Year:

2005

Language:

english

File:

PDF, 696 KB

english, 2005

7

Attributes that influence the evaluation of travel dining experience: When East meets West

Richard C.Y. Chang, Jakša Kivela, Athena H.N. Mak

Journal:

Tourism Management

Year:

2011

Language:

english

File:

PDF, 267 KB

english, 2011

8

Sports and Collective Identity: The Effects of Athletics on National Unity

Journal:

Year:

2011

Language:

english

File:

PDF, 403 KB

english, 2011

9

Hedging Contingent Claims with Constrained Portfolios

Cvitanic, Jaksa, Karatzas, Ioannis

Journal:

The Annals of Applied Probability

Year:

1993

File:

PDF, 2.12 MB

1993

10

ANN-based model for predicting the bearing capacity of strip footing on multi-layered cohesive soil

Y.L. Kuo, M.B. Jaksa, A.V. Lyamin, W.S. Kaggwa

Journal:

Computers and Geotechnics

Year:

2009

Language:

english

File:

PDF, 1.91 MB

english, 2009

11

Novel multifunctional water- and oil-repellent, antibacterial, and flame-retardant cellulose fibres created by the sol–gel process

J. Vasiljević, B. Tomšič, I. Jerman, B. Orel, G. Jakša, B. Simončič

Journal:

Year:

2014

Language:

english

File:

PDF, 829 KB

english, 2014

12

Influence of river level fluctuations and climate on riverbank stability

Liang, C., Jaksa, M.B., Ostendorf, B., Kuo, Y.L.

Journal:

Computers and Geotechnics

Year:

2015

Language:

english

File:

PDF, 5.95 MB

english, 2015

13

Effect of sample location on the reliability based design of pad foundations

Goldsworthy, Jason S., Jaksa, Mark B., Fenton, Gordon A., Kaggwa, William S., Griffiths, Vaughan, Poulos, Harry G.

Journal:

Georisk Assessment and Management of Risk for Engineered Systems and Geohazards

Year:

2007

Language:

english

File:

PDF, 732 KB

english, 2007

14

CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION

CAPPONI, AGOSTINO, CVITANIĆ, JAKŠA

Journal:

International Journal of Theoretical and Applied Finance

Year:

2009

Language:

english

File:

PDF, 410 KB

english, 2009

15

Impact of institutional investors on financial market stability: lessons from financial crisis

Krišto, Jakša, Stojanoviić, Alen, Pavkoviić, Anita

Journal:

International Journal of Diplomacy and Economy

Year:

2014

Language:

english

File:

PDF, 295 KB

english, 2014

16

Hikikomori silent epidemic: a case study

Silić, Ante, Vukojević, Jakša, Čulo, Ilaria, Falak, Hrvoje

Journal:

Research in Psychotherapy: Psychopathology, Process and Outcome

Year:

2019

Language:

english

File:

PDF, 372 KB

english, 2019

17

Monte Carlo computation of optimal portfolios in complete markets

Jakša Cvitanić, Levon Goukasian, Fernando Zapatero

Journal:

Journal of Economic Dynamics and Control

Year:

2003

Language:

english

File:

PDF, 165 KB

english, 2003

18

Utility maximization in incomplete markets with random endowment

Jakša Cvitanić, Walter Schachermayer, Hui Wang

Journal:

Finance and Stochastics

Year:

2001

Language:

english

File:

PDF, 110 KB

english, 2001

19

On dynamic measures of risk

Jakša Cvitanić, Ioannis Karatzas

Journal:

Finance and Stochastics

Year:

1999

Language:

english

File:

PDF, 207 KB

english, 1999

20

Optimal portfolio allocation with higher moments

Jakša Cvitanić, Vassilis Polimenis, Fernando Zapatero

Journal:

Annals of Finance

Year:

2008

Language:

english

File:

PDF, 396 KB

english, 2008

21

Neural network prediction of pullout capacity of marquee ground anchors

M.A. Shahin, M.B. Jaksa

Journal:

Computers and Geotechnics

Year:

2005

Language:

english

File:

PDF, 212 KB

english, 2005

22

On optimal terminal wealth under transaction costs

Jakša Cvitanić, Hui Wang

Journal:

Journal of Mathematical Economics

Year:

2001

Language:

english

File:

PDF, 75 KB

english, 2001

23

Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs

Jakša Cvitanić, Jin Ma, Jianfeng Zhang

Journal:

Mathematical Finance

Year:

2003

Language:

english

File:

PDF, 150 KB

english, 2003

24

Price impact and portfolio impact

Jaksa Cvitanić, Semyon Malamud

Journal:

Journal of Financial Economics

Year:

2011

Language:

english

File:

PDF, 594 KB

english, 2011

25

[Lecture Notes in Mathematics] Financial Mathematics Volume 1656 || Interest rate theory

Biais, Bruno, Björk, Thomas, Cvitanić, Jakša, El Karoui, Nicole, Jouini, Elyés, Rochet, Jean Charles, Runggaldier, Wolfgang J.

Year:

1997

Language:

english

File:

PDF, 2.78 MB

english, 1997

26

Consumer research in the restaurant environment, Part 1: A conceptual model of dining satisfaction and return patronage

Kivela, Jaksa, Inbakaran, Robert, Reece, John

Journal:

International Journal of Contemporary Hospitality Management

Year:

1999

Language:

english

File:

PDF, 604 KB

english, 1999

27

Multifunctional superhydrophobic/oleophobic and flame-retardant cellulose fibres with improved ice-releasing properties and passive antibacterial activity prepared via the sol–gel method

Vasiljević, Jelena, Tomšič, Brigita, Jerman, Ivan, Orel, Boris, Jakša, Gregor, Kovač, Janez, Simončič, Barbara

Journal:

Journal of Sol-Gel Science and Technology

Year:

2014

Language:

english

File:

PDF, 2.66 MB

english, 2014

28

A transfer coefficient method for rock slope toppling

Liu, C.H., Jaksa, M.B., Meyers, A.G.

Journal:

Canadian Geotechnical Journal

Year:

2009

Language:

english

File:

PDF, 650 KB

english, 2009

29

[Lecture Notes in Mathematics] Financial Mathematics Volume 1656 || Non-linear pricing theory and backward stochastic differential equations

Biais, Bruno, Björk, Thomas, Cvitanić, Jakša, El Karoui, Nicole, Jouini, Elyés, Rochet, Jean Charles, Runggaldier, Wolfgang J.

Year:

1997

Language:

english

File:

PDF, 2.64 MB

english, 1997

30

Closure to “Inaccuracies Associated with Estimating Random Measurement Errors” by Mark B. Jaksa, Peter I. Brooker, and William S. Kaggwa

Jaksa, Mark B., Brooker, Peter I., Kaggwa, William S.

Journal:

Journal of Geotechnical and Geoenvironmental Engineering

Year:

1999

Language:

english

File:

PDF, 1.33 MB

english, 1999

31

Random Field Modeling of CPT Data

Jaksa, Mark B., Fenton, Gordon A.

Journal:

Journal of Geotechnical and Geoenvironmental Engineering

Year:

2000

Language:

english

File:

PDF, 112 KB

english, 2000

32

Inaccuracies Associated with Estimating Random Measurement Errors

Baecher, Gregory B., Jaksa, Mark B., Brooker, Peter I., Kaggwa, William S.

Journal:

Journal of Geotechnical and Geoenvironmental Engineering

Year:

1999

Language:

english

File:

PDF, 1.33 MB

english, 1999

33

Modified Millard's technique in operations for unilateral cleft lip

Knežević, Predrag, Grgurević, Lovro, Uglešić, Vedran, Grgurević, Jakša

Journal:

Journal of Plastic Surgery and Hand Surgery

Year:

2012

Language:

english

File:

PDF, 436 KB

english, 2012

34

Towards reliable and effective site investigations

Kaggwa, W. S., Fenton, G. A., Poulos, H. G., Kuo, Y. L., Griffiths, D. V., Goldsworthy, J. S., Jaksa, M. B.

Journal:

Year:

2005

Language:

english

File:

PDF, 347 KB

english, 2005

35

Backward Stochastic Differential Equations with Reflection and Dynkin Games

Jaksa Cvitanic and Ioannis Karatzas

Journal:

The Annals of Probability

Year:

1996

Language:

english

File:

PDF, 1.77 MB

english, 1996

36

Three-dimensional modeling of geocell-reinforced straight and curved ballast embankments

Liu, Yang, Deng, An, Jaksa, Mark

Journal:

Computers and Geotechnics

Year:

2018

Language:

english

File:

PDF, 4.26 MB

english, 2018

37

Reflected forward-backward SDEs and obstacle problems with boundary conditions

Ma, Jin, Cvitanić, Jakša

Journal:

Journal of Applied Mathematics and Stochastic Analysis

Year:

2001

Language:

english

File:

PDF, 3.85 MB

english, 2001

38

Three-Dimensional Discrete-Element Modeling of Geocell-Reinforced Ballast Considering Breakage

Liu, Yang, Deng, An, Jaksa, Mark

Journal:

International Journal of Geomechanics

Year:

2020

File:

PDF, 7.29 MB

2020

39

Glandular odontogenic cyst: A case report and clinicopathologic analysis of the relationship to central mucoepidermoid carcinoma

Spomenka Manojlović, Jakša Grgurević, Goran Knežević, Božo Krušlin

Journal:

Year:

1997

Language:

english

File:

PDF, 725 KB

english, 1997

40

Improved analytical solution for toppling stability analysis of rock slopes

C.H. Liu, M.B. Jaksa, A.G. Meyers

Journal:

International Journal of Rock Mechanics and Mining Sciences

Year:

2008

Language:

english

File:

PDF, 519 KB

english, 2008

41

Toppling mechanisms of rock slopes considering stabilization from the underlying rock mass

C.H. Liu, M.B. Jaksa, A.G. Meyers

Journal:

International Journal of Rock Mechanics and Mining Sciences

Year:

2010

Language:

english

File:

PDF, 590 KB

english, 2010

42

Single-incision laparoscopic surgery (SILS) for totally extraperitoneal (TEP) inguinal hernia repair: first case

Jaksa Filipovic-Cugura, Iva Kirac, Tomislav Kulis, Josip Jankovic, Miroslav Bekavac-Beslin

Journal:

Surgical Endoscopy

Year:

2009

Language:

english

File:

PDF, 93 KB

english, 2009

43

Optimal compensation with adverse selection and dynamic actions

Jakša Cvitanić, Jianfeng Zhang

Journal:

Mathematics and Financial Economics

Year:

2007

Language:

english

File:

PDF, 447 KB

english, 2007

44

Settlement prediction of shallow foundations on granular soils using B-spline neurofuzzy models

M.A. Shahin, H.R. Maier, M.B. Jaksa

Journal:

Computers and Geotechnics

Year:

2003

Language:

english

File:

PDF, 314 KB

english, 2003

45

Communication to Enhance Silence: The Trappist Experience

James A. Jaksa, Ernest L. Stech

Journal:

Journal of Communication

Year:

1978

Language:

english

File:

PDF, 295 KB

english, 1978

46

Leverage decision and manager compensation with choice of effort and volatility

Abel Cadenillas, Jakša Cvitanić, Fernando Zapatero

Journal:

Journal of Financial Economics

Year:

2004

Language:

english

File:

PDF, 292 KB

english, 2004

47

Effect of repetitive SCUBA diving on humoral markers of endothelial and central nervous system integrity

Bilopavlovic, Nada, Marinovic, Jasna, Ljubkovic, Marko, Obad, Ante, Zanchi, Jaksa, Pollock, Neal W., Denoble, Petar, Dujic, Zeljko

Journal:

European Journal of Applied Physiology

Year:

2013

Language:

english

File:

PDF, 235 KB

english, 2013

48

Explaining the hydroclimatic variability and change in the Salmon River basin

Venkataramana Sridhar, Xin Jin, W. T. A. Jaksa

Journal:

Climate Dynamics

Year:

2013

Language:

english

File:

PDF, 1.42 MB

english, 2013

49

Prediction of ultimate axial load-carrying capacity of piles using a support vector machine based on CPT data

Kordjazi, A., Pooya Nejad, F., Jaksa, M.B.

Journal:

Computers and Geotechnics

Year:

2014

Language:

english

File:

PDF, 1.41 MB

english, 2014

50

Restaurant marketing: selection and segmentation in Hong Kong

Jack Kivela, Jaksa

Journal:

International Journal of Contemporary Hospitality Management

Year:

1997

Language:

english

File:

PDF, 59 KB

english, 1997