Access Statistics for Jaksa Cvitanic

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds	0	0	0	0	2	5	13	13
Monte Carlo Valuation of Optimal Portfolios in Complete Markets	0	1	4	241	0	2	11	381
Optimal Consumption Choices for a "Large" Investor	0	0	0	0	3	8	27	627
Optimal Consumption Choices for a "Large" Investor	0	0	0	0	1	3	13	188
Total Working Papers	0	1	4	241	6	18	64	1,209

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A closed-form solution to the problem of super-replication under transaction costs	2	3	13	170	2	5	23	875
Analytic Pricing of Employee Stock Options	1	2	9	16	2	5	19	34
CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION	0	3	11	11	1	6	26	26
Implications of the Sharpe ratio as a performance measure in multi-period settings	0	1	6	10	0	6	40	58
Introduction	0	0	1	1	0	1	2	12
Leverage decision and manager compensation with choice of effort and volatility	1	2	15	75	5	15	57	217
Methods of Partial Hedging	2	5	16	52	7	24	79	169
Monte Carlo computation of optimal portfolios in complete markets	0	6	15	73	2	10	29	150
On dynamic measures of risk	5	13	43	671	12	36	103	1,864
On optimal terminal wealth under transaction costs	0	0	3	27	0	1	6	105
Optimal Replication of Contingent Claims under Portfolio Constraints	0	0	0	2	2	8	33	351
Optimal consumption choices for a 'large' investor	1	3	12	83	1	5	19	143
Optimal portfolio allocation with higher moments	4	6	30	51	6	15	72	136
Optimal risk-sharing with effort and project choice	3	4	10	36	4	6	19	78
Principal-Agent Problems with Exit Options	0	1	4	4	0	2	19	19
Utility maximization in incomplete markets with random endowment	1	2	7	146	3	6	33	939
Total Journal Articles	20	51	195	1,428	47	151	579	5,176

Book	File Downloads				Abstract Views
Book	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Introduction to the Economics and Mathematics of Financial Markets	0	0	0	0	8	32	43	43
Total Books	0	0	0	0	8	32	43	43

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Statistics updated 2009-11-04