معرفی
Jakša Cvitanić is the Richard N. Merkin Professor of Mathematical Finance at the California Institute of Technology, affiliated with the Division of The Humanities and Social Sciences. He serves as the Director of the Ronald and Maxine Linde Institute of Economic and Management Sciences (2016-2022) and Vice-President of the Bachelier Finance Society (2003–present). His academic journey includes positions as Professor (2005-13) and Merkin Professor (2013–present).
His research spans mathematical finance, financial engineering, contract theory, and stochastic analysis. Key contributions include work on optimal portfolio selection with frictions, dynamic principal-agent problems, and incentive-compatible survey design. Recent publications focus on large tournament games, truth elicitation mechanisms, and asset pricing under optimal contracts.
Notable collaborations include co-authorships with Prelec, Malamud, Possamai, and Zhang. His methodological approach integrates stochastic differential equations, dynamic programming, and experimental economics to address complex financial and economic problems. He has held leadership roles in the Linde Institute, emphasizing interdisciplinary research and educational innovation in finance and economics.
