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 1 49
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 0 2 0 0 0 50
Competition in Portfolio Management: Theory and Experiment 0 0 1 70 1 1 3 227
Equilibrium Driven by Discounted Dividend Volatility 0 0 0 9 1 1 1 94
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 3 1 1 3 44
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 1 1 3 164
Implications of Sharpe Ratio as a Performance Measure in Multi-Period Settings 0 0 0 0 1 2 2 28
Monte Carlo Valuation of Optimal Portfolios in Complete Markets 1 1 1 272 2 2 3 470
Nonmyopic Optimal Portfolios in Viable Markets 0 0 0 5 1 1 1 41
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 1 1 1 222
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 0 0 0 718
Optimal Fund Menus 0 0 0 6 1 1 1 15
Optimal fund menus 0 0 0 22 1 1 2 33
Price Impact and Portfolio Impact 0 0 0 22 2 2 3 109
Total Working Papers 1 1 2 491 13 14 25 2,388

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 1 1 964
Achieving Efficiency in Dynamic Contribution Games 0 0 0 7 0 1 1 38
Analytic Pricing of Employee Stock Options 0 0 0 50 1 1 4 173
Asset pricing under optimal contracts 0 0 0 18 1 1 5 127
Beliefs regarding fundamental value and optimal investing 0 0 0 21 0 1 2 122
CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION 0 0 1 1 1 1 3 12
Co-development ventures: Optimal time of entry and profit-sharing 0 0 0 14 1 2 3 115
Competition in Portfolio Management: Theory and Experiment 1 1 1 3 2 2 4 38
Dynamic programming approach to principal–agent problems 1 1 3 41 1 2 8 131
Dynamics of Contract Design with Screening 0 0 0 8 0 0 1 61
Erratum to: Utility maximization in incomplete markets with random endowment 0 0 0 4 1 1 1 26
Financial Markets Equilibrium with Heterogeneous Agents 0 0 1 37 1 1 2 133
INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES 0 0 0 0 1 1 1 9
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 2 52 1 2 6 224
Introduction 0 0 0 1 1 1 2 31
Leverage decision and manager compensation with choice of effort and volatility 1 1 1 165 2 2 4 541
Market microstructure design and flash crashes: A simulation approach 0 0 0 18 1 1 2 95
Markets with random lifetimes and private values: mean reversion and option to trade 0 0 0 2 1 1 1 40
Methods of Partial Hedging 0 0 0 100 1 1 4 579
Monte Carlo computation of optimal portfolios in complete markets 0 0 1 147 2 2 4 335
On dynamic measures of risk 0 0 0 768 0 0 1 2,110
On optimal terminal wealth under transaction costs 0 0 0 43 2 2 3 149
Optimal Replication of Contingent Claims under Portfolio Constraints 0 0 0 2 1 2 3 452
Optimal Risk Taking with Flexible Income 0 0 0 4 1 2 2 100
Optimal allocation to hedge funds: an empirical analysis 0 0 1 8 1 2 6 49
Optimal consumption choices for a 'large' investor 0 0 1 141 1 1 3 255
Optimal portfolio allocation with higher moments 0 0 1 92 0 0 1 326
Optimal risk-sharing with effort and project choice 0 0 0 63 1 2 3 183
Price impact and portfolio impact 0 0 0 29 0 0 0 157
Principal-Agent Problems with Exit Options 0 0 1 28 1 2 6 135
Relative Extinction of Heterogeneous Agents 0 0 0 9 0 1 1 88
Utility maximization in incomplete markets with random endowment 0 0 0 192 1 1 3 1,065
Total Journal Articles 3 3 14 2,271 28 40 91 8,863

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 1 4 16 661
Total Books 0 0 0 0 1 4 16 661

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Statistics updated 2025-09-05