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 6 55
Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds 0 0 0 6 0 1 4 128
Asset pricing under optimal contracts 0 0 1 3 1 1 7 57
Competition in Portfolio Management: Theory and Experiment 0 0 0 70 0 2 20 246
Equilibrium Driven by Discounted Dividend Volatility 0 0 0 9 0 1 12 105
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 0 0 8 171
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 3 0 1 8 51
Implications of Sharpe Ratio as a Performance Measure in Multi-Period Settings 0 0 0 0 0 0 8 35
Monte Carlo Valuation of Optimal Portfolios in Complete Markets 0 0 1 272 0 0 7 475
Nonmyopic Optimal Portfolios in Viable Markets 0 0 0 5 0 0 5 45
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 0 2 8 726
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 1 1 8 229
Optimal Fund Menus 0 0 0 6 0 0 14 28
Optimal fund menus 0 0 0 22 0 0 7 39
Price Impact and Portfolio Impact 0 0 0 22 0 1 11 118
Total Working Papers 0 0 2 492 2 10 133 2,508

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 1 1 204 1 2 12 976
Achieving Efficiency in Dynamic Contribution Games 0 0 0 7 0 0 13 51
Analytic Pricing of Employee Stock Options 0 1 3 53 1 2 13 185
Asset pricing under optimal contracts 0 0 0 18 1 2 13 139
Beliefs regarding fundamental value and optimal investing 0 0 0 21 0 1 14 136
CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION 0 0 0 1 0 0 8 19
Co-development ventures: Optimal time of entry and profit-sharing 0 0 0 14 0 1 5 119
Competition in Portfolio Management: Theory and Experiment 0 0 2 4 1 2 11 47
Dynamic programming approach to principal–agent problems 0 1 4 44 0 3 29 159
Dynamics of Contract Design with Screening 0 0 1 9 0 0 10 71
Erratum to: Utility maximization in incomplete markets with random endowment 0 0 0 4 0 1 7 32
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 37 2 3 12 144
INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES 0 0 0 0 0 0 6 14
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 0 52 1 2 14 237
Introduction 0 0 0 1 0 0 10 40
Leverage decision and manager compensation with choice of effort and volatility 0 0 1 165 0 0 11 550
Market microstructure design and flash crashes: A simulation approach 0 0 1 19 2 2 14 108
Markets with random lifetimes and private values: mean reversion and option to trade 0 0 0 2 2 2 15 54
Methods of Partial Hedging 0 0 0 100 0 1 8 586
Monte Carlo computation of optimal portfolios in complete markets 0 0 0 147 1 2 12 345
On dynamic measures of risk 0 0 1 769 1 1 8 2,118
On optimal terminal wealth under transaction costs 0 0 0 43 0 1 9 156
Optimal Replication of Contingent Claims under Portfolio Constraints 0 0 0 2 0 0 10 461
Optimal Risk Taking with Flexible Income 0 0 0 4 0 0 8 107
Optimal allocation to hedge funds: an empirical analysis 0 0 0 8 1 1 7 55
Optimal consumption choices for a 'large' investor 0 0 1 142 1 1 8 262
Optimal portfolio allocation with higher moments 0 0 0 92 1 1 43 369
Optimal risk-sharing with effort and project choice 0 0 0 63 0 0 7 189
Price impact and portfolio impact 0 0 0 29 1 2 12 169
Principal-Agent Problems with Exit Options 0 0 2 30 0 1 15 149
Relative Extinction of Heterogeneous Agents 0 0 0 9 0 1 10 98
Utility maximization in incomplete markets with random endowment 0 0 0 192 1 1 13 1,077
Total Journal Articles 0 3 17 2,285 18 36 387 9,222

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 2 21 681
Total Books 0 0 0 0 0 2 21 681

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Statistics updated 2026-08-07