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 3 4 52
Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds 0 0 0 6 0 0 0 124
Asset pricing under optimal contracts 0 0 0 2 1 1 1 51
Competition in Portfolio Management: Theory and Experiment 0 0 1 70 1 2 5 229
Equilibrium Driven by Discounted Dividend Volatility 0 0 0 9 1 1 2 95
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 2 3 4 167
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 3 1 1 2 45
Implications of Sharpe Ratio as a Performance Measure in Multi-Period Settings 0 0 0 0 0 1 3 29
Monte Carlo Valuation of Optimal Portfolios in Complete Markets 0 0 1 272 0 0 3 470
Nonmyopic Optimal Portfolios in Viable Markets 0 0 0 5 0 0 1 41
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 1 1 2 223
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 0 0 0 718
Optimal Fund Menus 0 0 0 6 1 3 4 18
Optimal fund menus 0 0 0 22 2 2 4 35
Price Impact and Portfolio Impact 0 0 0 22 0 0 3 109
Total Working Papers 0 0 2 491 10 18 38 2,406

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 1 964
Achieving Efficiency in Dynamic Contribution Games 0 0 0 7 0 2 3 40
Analytic Pricing of Employee Stock Options 0 1 1 51 3 4 7 177
Asset pricing under optimal contracts 0 0 0 18 1 2 5 129
Beliefs regarding fundamental value and optimal investing 0 0 0 21 2 4 5 126
CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION 0 0 1 1 1 1 4 13
Co-development ventures: Optimal time of entry and profit-sharing 0 0 0 14 0 0 3 115
Competition in Portfolio Management: Theory and Experiment 0 1 2 4 1 3 6 41
Dynamic programming approach to principal–agent problems 0 1 3 42 1 8 14 139
Dynamics of Contract Design with Screening 0 0 0 8 1 3 4 64
Erratum to: Utility maximization in incomplete markets with random endowment 0 0 0 4 0 0 1 26
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 37 1 2 3 135
INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES 0 0 0 0 1 3 4 12
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 0 52 1 3 5 227
Introduction 0 0 0 1 1 1 3 32
Leverage decision and manager compensation with choice of effort and volatility 0 0 1 165 1 3 6 544
Market microstructure design and flash crashes: A simulation approach 0 0 0 18 2 6 8 101
Markets with random lifetimes and private values: mean reversion and option to trade 0 0 0 2 0 2 3 42
Methods of Partial Hedging 0 0 0 100 0 0 2 579
Monte Carlo computation of optimal portfolios in complete markets 0 0 1 147 1 2 6 337
On dynamic measures of risk 0 1 1 769 0 2 3 2,112
On optimal terminal wealth under transaction costs 0 0 0 43 0 2 4 151
Optimal Replication of Contingent Claims under Portfolio Constraints 0 0 0 2 0 3 6 455
Optimal Risk Taking with Flexible Income 0 0 0 4 0 1 3 101
Optimal allocation to hedge funds: an empirical analysis 0 0 1 8 2 2 8 51
Optimal consumption choices for a 'large' investor 0 0 1 141 2 2 4 257
Optimal portfolio allocation with higher moments 0 0 1 92 4 5 6 331
Optimal risk-sharing with effort and project choice 0 0 0 63 0 2 5 185
Price impact and portfolio impact 0 0 0 29 0 2 2 159
Principal-Agent Problems with Exit Options 0 0 1 28 1 1 5 136
Relative Extinction of Heterogeneous Agents 0 0 0 9 1 1 2 89
Utility maximization in incomplete markets with random endowment 0 0 0 192 1 2 4 1,067
Total Journal Articles 0 4 14 2,275 29 74 145 8,937

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 6 19 667
Total Books 0 0 0 0 3 6 19 667

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Statistics updated 2025-12-06