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 2 3 7 55
Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds 0 0 0 6 1 2 2 126
Asset pricing under optimal contracts 0 0 0 2 3 4 4 54
Competition in Portfolio Management: Theory and Experiment 0 0 1 70 5 7 10 235
Equilibrium Driven by Discounted Dividend Volatility 0 0 0 9 3 7 8 101
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 0 2 4 167
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 3 3 4 5 48
Implications of Sharpe Ratio as a Performance Measure in Multi-Period Settings 0 0 0 0 2 2 5 31
Monte Carlo Valuation of Optimal Portfolios in Complete Markets 0 0 1 272 3 4 7 474
Nonmyopic Optimal Portfolios in Viable Markets 0 0 0 5 1 2 3 43
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 2 3 3 721
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 4 5 6 227
Optimal Fund Menus 0 0 0 6 1 4 7 21
Optimal fund menus 0 0 0 22 1 3 5 36
Price Impact and Portfolio Impact 0 0 0 22 2 4 7 113
Total Working Papers 0 0 2 491 33 56 83 2,452

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 5 5 6 969
Achieving Efficiency in Dynamic Contribution Games 0 0 0 7 2 4 7 44
Analytic Pricing of Employee Stock Options 0 0 1 51 1 5 8 179
Asset pricing under optimal contracts 0 0 0 18 3 4 8 132
Beliefs regarding fundamental value and optimal investing 0 0 0 21 3 8 11 132
CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION 0 0 1 1 2 3 6 15
Co-development ventures: Optimal time of entry and profit-sharing 0 0 0 14 2 2 4 117
Competition in Portfolio Management: Theory and Experiment 0 0 2 4 2 4 8 44
Dynamic programming approach to principal–agent problems 0 1 4 43 4 11 23 149
Dynamics of Contract Design with Screening 0 0 0 8 5 6 9 69
Erratum to: Utility maximization in incomplete markets with random endowment 0 0 0 4 1 4 5 30
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 37 2 4 6 138
INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES 0 0 0 0 0 1 4 12
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 0 52 4 6 10 232
Introduction 0 0 0 1 6 8 10 39
Leverage decision and manager compensation with choice of effort and volatility 0 0 1 165 3 5 10 548
Market microstructure design and flash crashes: A simulation approach 0 1 1 19 2 6 12 105
Markets with random lifetimes and private values: mean reversion and option to trade 0 0 0 2 2 4 7 46
Methods of Partial Hedging 0 0 0 100 3 3 5 582
Monte Carlo computation of optimal portfolios in complete markets 0 0 1 147 2 5 9 341
On dynamic measures of risk 0 0 1 769 3 3 5 2,115
On optimal terminal wealth under transaction costs 0 0 0 43 0 1 5 152
Optimal Replication of Contingent Claims under Portfolio Constraints 0 0 0 2 1 5 10 460
Optimal Risk Taking with Flexible Income 0 0 0 4 0 2 5 103
Optimal allocation to hedge funds: an empirical analysis 0 0 1 8 2 5 10 54
Optimal consumption choices for a 'large' investor 0 0 0 141 2 4 5 259
Optimal portfolio allocation with higher moments 0 0 1 92 6 40 42 367
Optimal risk-sharing with effort and project choice 0 0 0 63 1 2 7 187
Price impact and portfolio impact 0 0 0 29 3 3 5 162
Principal-Agent Problems with Exit Options 0 1 2 29 5 9 12 144
Relative Extinction of Heterogeneous Agents 0 0 0 9 1 3 4 91
Utility maximization in incomplete markets with random endowment 0 0 0 192 4 8 10 1,074
Total Journal Articles 0 3 16 2,278 82 183 288 9,091

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 4 11 21 675
Total Books 0 0 0 0 4 11 21 675

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Statistics updated 2026-02-12