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 7 55
Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds 0 0 0 6 0 2 2 126
Asset pricing under optimal contracts 0 0 0 2 0 3 4 54
Competition in Portfolio Management: Theory and Experiment 0 0 1 70 3 9 13 238
Equilibrium Driven by Discounted Dividend Volatility 0 0 0 9 1 7 9 102
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 3 1 4 6 49
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 0 0 4 167
Implications of Sharpe Ratio as a Performance Measure in Multi-Period Settings 0 0 0 0 1 3 6 32
Monte Carlo Valuation of Optimal Portfolios in Complete Markets 0 0 1 272 0 4 7 474
Nonmyopic Optimal Portfolios in Viable Markets 0 0 0 5 0 2 3 43
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 1 5 7 228
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 0 3 3 721
Optimal Fund Menus 0 0 0 6 4 7 11 25
Optimal fund menus 0 0 0 22 0 1 4 36
Price Impact and Portfolio Impact 0 0 0 22 2 6 9 115
Total Working Papers 0 0 2 491 13 59 95 2,465

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 5 6 969
Achieving Efficiency in Dynamic Contribution Games 0 0 0 7 2 6 9 46
Analytic Pricing of Employee Stock Options 0 0 1 51 1 3 8 180
Asset pricing under optimal contracts 0 0 0 18 0 3 8 132
Beliefs regarding fundamental value and optimal investing 0 0 0 21 0 6 11 132
CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION 0 0 1 1 0 2 5 15
Co-development ventures: Optimal time of entry and profit-sharing 0 0 0 14 0 2 4 117
Competition in Portfolio Management: Theory and Experiment 0 0 2 4 0 3 8 44
Dynamic programming approach to principal–agent problems 0 1 4 43 1 11 23 150
Dynamics of Contract Design with Screening 0 0 0 8 0 5 9 69
Erratum to: Utility maximization in incomplete markets with random endowment 0 0 0 4 0 4 5 30
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 37 0 3 6 138
INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES 0 0 0 0 1 1 5 13
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 0 52 0 5 10 232
Introduction 0 0 0 1 0 7 9 39
Leverage decision and manager compensation with choice of effort and volatility 0 0 1 165 0 4 10 548
Market microstructure design and flash crashes: A simulation approach 0 1 1 19 0 4 12 105
Markets with random lifetimes and private values: mean reversion and option to trade 0 0 0 2 0 4 7 46
Methods of Partial Hedging 0 0 0 100 0 3 5 582
Monte Carlo computation of optimal portfolios in complete markets 0 0 1 147 0 4 9 341
On dynamic measures of risk 0 0 1 769 0 3 5 2,115
On optimal terminal wealth under transaction costs 0 0 0 43 1 2 6 153
Optimal Replication of Contingent Claims under Portfolio Constraints 0 0 0 2 1 6 11 461
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 0 3 10 54
Optimal consumption choices for a 'large' investor 1 1 1 142 1 3 6 260
Optimal portfolio allocation with higher moments 0 0 1 92 0 36 42 367
Optimal risk-sharing with effort and project choice 0 0 0 63 1 3 7 188
Price impact and portfolio impact 0 0 0 29 1 4 6 163
Principal-Agent Problems with Exit Options 0 1 1 29 0 8 11 144
Relative Extinction of Heterogeneous Agents 0 0 0 9 1 3 5 92
Utility maximization in incomplete markets with random endowment 0 0 0 192 2 9 12 1,076
Total Journal Articles 1 4 16 2,279 13 167 295 9,104

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 8 21 675
Total Books 0 0 0 0 0 8 21 675

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Statistics updated 2026-03-04