Jakša Cvitanić

Jakša Cvitanić works in the fields of mathematical finance, financial engineering and economics, and contract theory. He is currently the Richard N. Merkin Professor of Mathematical Finance and the former president of the Bachelier Finance Society. He has worked on the theoretical analysis of optimal portfolio selection problems and option pricing problems in financial markets with frictions; the theory of optimal contracting in continuous-time models, with applications to optimal compensation for portfolio managers and executives; designing questionnaires that elicit truthful opinions from the respondents; and the study of formation of prices in financial markets populated by traders who vary in their risk preferences and other characteristics. He has been or was a co-editor of Finance and Stochastics, Mathematical Finance, Mathematics and Financial Economics, and The Frontiers of Mathematical Finance.