Jaksa Cvitanic

Jaksa Cvitanic is a distinguished scholar and educator in the fields of mathematical finance, financial engineering, and financial economics. With a career spanning over two decades, he has made significant contributions to academia through his teaching, research, and publications. Professor Cvitanic has held teaching positions at prestigious institutions including Columbia University, the University of Southern California, EDHEC Business School, and currently at the California Institute of Technology (Caltech). His expertise is reflected in his extensive publication record, which includes two influential books: "Introduction to the Economics and Mathematics of Financial Markets" and "Contract Theory in Continuous Time Models," as well as more than fifty scientific articles. Cvitanic's research has significantly advanced understanding in areas such as portfolio optimization, risk management, and financial contracts. His work on convex duality in constrained portfolio optimization, published in 1992, has been particularly impactful, garnering over 880 citations. In addition to his research, Cvitanic has served as a co-editor for prominent journals in the field, including "Finance and Stochastics" and "Mathematical Finance," further cementing his status as a leading figure in mathematical finance and financial economics.