Access Statistics for Jaksa Cvitanic

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A filtering approach to tracking volatility from prices observed at random times 0 0 0 14 0 0 0 48
Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds 0 0 0 6 0 0 1 124
Asset pricing under optimal contracts 0 0 2 2 0 0 3 50
Competition in Portfolio Management: Theory and Experiment 0 0 0 69 0 1 4 225
Equilibrium Driven by Discounted Dividend Volatility 0 0 0 9 0 0 0 93
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 3 0 0 2 43
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 0 0 2 163
Implications of Sharpe Ratio as a Performance Measure in Multi-Period Settings 0 0 0 0 0 0 0 26
Monte Carlo Valuation of Optimal Portfolios in Complete Markets 0 0 1 271 0 0 1 467
Nonmyopic Optimal Portfolios in Viable Markets 0 0 0 5 0 0 0 40
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 0 0 0 718
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 0 0 0 221
Optimal Fund Menus 0 0 0 6 0 0 1 14
Optimal fund menus 0 0 1 22 1 1 2 32
Price Impact and Portfolio Impact 0 0 0 22 0 0 2 106
Total Working Papers 0 0 4 489 1 2 18 2,370

Journal Article File Downloads Abstract Views
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 0 0 0 203 0 0 0 963
Achieving Efficiency in Dynamic Contribution Games 0 0 0 7 0 0 1 37
Analytic Pricing of Employee Stock Options 0 0 0 50 1 2 3 172
Asset pricing under optimal contracts 0 0 1 18 0 0 5 124
Beliefs regarding fundamental value and optimal investing 0 0 0 21 0 0 1 121
CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION 0 0 0 0 1 1 1 10
Co-development ventures: Optimal time of entry and profit-sharing 0 0 0 14 0 1 2 113
Competition in Portfolio Management: Theory and Experiment 0 0 0 2 0 1 3 36
Dynamic programming approach to principal–agent problems 0 0 3 39 1 2 9 127
Dynamics of Contract Design with Screening 0 0 0 8 0 0 0 60
Erratum to: Utility maximization in incomplete markets with random endowment 0 0 0 4 0 0 0 25
Financial Markets Equilibrium with Heterogeneous Agents 0 0 1 37 0 0 3 132
INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES 0 0 0 0 0 0 0 8
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 2 52 0 0 6 222
Introduction 0 0 0 1 1 1 1 30
Leverage decision and manager compensation with choice of effort and volatility 0 0 0 164 0 0 1 538
Market microstructure design and flash crashes: A simulation approach 0 0 0 18 0 0 1 93
Markets with random lifetimes and private values: mean reversion and option to trade 0 0 0 2 0 0 0 39
Methods of Partial Hedging 0 0 0 100 0 0 4 577
Monte Carlo computation of optimal portfolios in complete markets 0 0 0 146 0 1 3 332
On dynamic measures of risk 0 0 0 768 0 1 2 2,110
On optimal terminal wealth under transaction costs 0 0 0 43 0 0 1 147
Optimal Replication of Contingent Claims under Portfolio Constraints 0 0 0 2 0 1 1 450
Optimal Risk Taking with Flexible Income 0 0 1 4 0 0 1 98
Optimal allocation to hedge funds: an empirical analysis 0 0 0 7 0 1 1 44
Optimal consumption choices for a 'large' investor 0 1 1 141 0 1 2 254
Optimal portfolio allocation with higher moments 0 0 0 91 0 0 0 325
Optimal risk-sharing with effort and project choice 0 0 1 63 1 1 2 181
Price impact and portfolio impact 0 0 1 29 0 0 1 157
Principal-Agent Problems with Exit Options 1 1 1 28 1 2 6 133
Relative Extinction of Heterogeneous Agents 0 0 0 9 0 0 0 87
Utility maximization in incomplete markets with random endowment 0 0 2 192 0 1 6 1,064
Total Journal Articles 1 2 14 2,263 6 17 67 8,809

Book File Downloads Abstract Views
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 0 6 14 654
Total Books 0 0 0 0 0 6 14 654

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Statistics updated 2025-03-03