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 1 5 56
Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds 0 0 0 6 0 1 5 129
Asset pricing under optimal contracts 0 0 1 3 0 1 7 57
Competition in Portfolio Management: Theory and Experiment 0 0 0 70 0 0 19 246
Equilibrium Driven by Discounted Dividend Volatility 0 0 0 9 0 0 11 105
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 3 0 1 8 52
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 2 3 9 174
Implications of Sharpe Ratio as a Performance Measure in Multi-Period Settings 0 0 0 0 0 1 8 36
Monte Carlo Valuation of Optimal Portfolios in Complete Markets 0 0 0 272 0 0 5 475
Nonmyopic Optimal Portfolios in Viable Markets 0 0 0 5 1 2 6 47
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 0 1 7 229
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 1 1 9 727
Optimal Fund Menus 0 0 0 6 0 1 14 29
Optimal fund menus 0 0 0 22 0 1 7 40
Price Impact and Portfolio Impact 0 0 0 22 1 1 10 119
Total Working Papers 0 0 1 492 5 15 130 2,521

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 1 204 1 2 13 977
Achieving Efficiency in Dynamic Contribution Games 0 0 0 7 0 0 13 51
Analytic Pricing of Employee Stock Options 0 0 3 53 0 1 12 185
Asset pricing under optimal contracts 0 0 0 18 1 2 12 140
Beliefs regarding fundamental value and optimal investing 0 0 0 21 1 2 16 138
CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION 0 0 0 1 0 0 7 19
Co-development ventures: Optimal time of entry and profit-sharing 0 0 0 14 1 21 25 140
Competition in Portfolio Management: Theory and Experiment 0 0 1 4 0 1 9 47
Dynamic programming approach to principal–agent problems 0 0 3 44 0 0 25 159
Dynamics of Contract Design with Screening 0 0 1 9 0 1 11 72
Erratum to: Utility maximization in incomplete markets with random endowment 0 0 0 4 1 2 8 34
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 37 0 2 11 144
INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES 0 0 0 0 0 0 4 14
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 0 52 0 1 13 237
Introduction 0 0 0 1 0 1 10 41
Leverage decision and manager compensation with choice of effort and volatility 0 0 0 165 0 0 8 550
Market microstructure design and flash crashes: A simulation approach 0 0 1 19 0 3 14 109
Markets with random lifetimes and private values: mean reversion and option to trade 0 0 0 2 1 3 15 55
Methods of Partial Hedging 0 0 0 100 0 1 8 587
Monte Carlo computation of optimal portfolios in complete markets 0 0 0 147 0 1 10 345
On dynamic measures of risk 0 0 0 769 0 1 7 2,118
On optimal terminal wealth under transaction costs 0 0 0 43 0 0 7 156
Optimal Replication of Contingent Claims under Portfolio Constraints 0 0 0 2 0 1 10 462
Optimal Risk Taking with Flexible Income 0 0 0 4 0 1 7 108
Optimal allocation to hedge funds: an empirical analysis 0 0 0 8 0 1 6 55
Optimal consumption choices for a 'large' investor 0 0 1 142 0 1 7 262
Optimal portfolio allocation with higher moments 0 0 0 92 0 1 43 369
Optimal risk-sharing with effort and project choice 0 0 0 63 0 0 5 189
Price impact and portfolio impact 0 0 0 29 0 1 11 169
Principal-Agent Problems with Exit Options 0 0 2 30 2 3 17 152
Relative Extinction of Heterogeneous Agents 0 0 0 9 0 0 10 98
Utility maximization in incomplete markets with random endowment 0 0 0 192 0 1 12 1,077
Total Journal Articles 0 0 13 2,285 8 55 386 9,259

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 3 5 24 686
Total Books 0 0 0 0 3 5 24 686

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Statistics updated 2026-10-11