Larsen, Kasper; Žitković, Gordan On utility maximization under convex portfolio constraints. (English) Zbl 1262.91129 Ann. Appl. Probab. 23, No. 2, 665-692 (2013). MSC: 91G10 91G80 PDFBibTeX XMLCite \textit{K. Larsen} and \textit{G. Žitković}, Ann. Appl. Probab. 23, No. 2, 665--692 (2013; Zbl 1262.91129) Full Text: DOI arXiv Euclid
Žitković, Gordan Utility maximization with a stochastic clock and an unbounded random endowment. (English) Zbl 1108.91032 Ann. Appl. Probab. 15, No. 1B, 748-777 (2005). MSC: 91B28 60G99 60H99 PDFBibTeX XMLCite \textit{G. Žitković}, Ann. Appl. Probab. 15, No. 1B, 748--777 (2005; Zbl 1108.91032) Full Text: DOI arXiv
Karatzas, Ioannis; Žitković, Gordan Optimal consumption from investment and random endowment in incomplete semimartingale markets. (English) Zbl 1076.91017 Ann. Probab. 31, No. 4, 1821-1858 (2003). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 60G07 60G44 91B70 PDFBibTeX XMLCite \textit{I. Karatzas} and \textit{G. Žitković}, Ann. Probab. 31, No. 4, 1821--1858 (2003; Zbl 1076.91017) Full Text: DOI arXiv Euclid