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 6 55
Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds 0 0 0 6 1 1 3 127
Asset pricing under optimal contracts 1 1 1 3 2 2 6 56
Competition in Portfolio Management: Theory and Experiment 0 0 0 70 4 9 18 244
Equilibrium Driven by Discounted Dividend Volatility 0 0 0 9 2 3 11 104
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 3 4 8 171
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 3 0 2 7 50
Implications of Sharpe Ratio as a Performance Measure in Multi-Period Settings 0 0 0 0 2 4 9 35
Monte Carlo Valuation of Optimal Portfolios in Complete Markets 0 0 1 272 1 1 7 475
Nonmyopic Optimal Portfolios in Viable Markets 0 0 0 5 2 2 5 45
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 2 3 6 724
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 0 1 7 228
Optimal Fund Menus 0 0 0 6 3 7 14 28
Optimal fund menus 0 0 0 22 2 3 7 39
Price Impact and Portfolio Impact 0 0 0 22 1 4 10 117
Total Working Papers 1 1 2 492 25 46 124 2,498

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 4 5 11 974
Achieving Efficiency in Dynamic Contribution Games 0 0 0 7 3 7 14 51
Analytic Pricing of Employee Stock Options 1 1 2 52 2 4 11 183
Asset pricing under optimal contracts 0 0 0 18 5 5 12 137
Beliefs regarding fundamental value and optimal investing 0 0 0 21 3 3 14 135
CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION 0 0 1 1 3 4 9 19
Co-development ventures: Optimal time of entry and profit-sharing 0 0 0 14 1 1 5 118
Competition in Portfolio Management: Theory and Experiment 0 0 2 4 1 1 9 45
Dynamic programming approach to principal–agent problems 0 0 3 43 3 7 27 156
Dynamics of Contract Design with Screening 0 1 1 9 1 2 11 71
Erratum to: Utility maximization in incomplete markets with random endowment 0 0 0 4 0 1 6 31
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 37 1 3 9 141
INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES 0 0 0 0 1 2 6 14
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 0 52 0 3 13 235
Introduction 0 0 0 1 1 1 10 40
Leverage decision and manager compensation with choice of effort and volatility 0 0 1 165 2 2 11 550
Market microstructure design and flash crashes: A simulation approach 0 0 1 19 1 1 12 106
Markets with random lifetimes and private values: mean reversion and option to trade 0 0 0 2 5 6 13 52
Methods of Partial Hedging 0 0 0 100 3 3 8 585
Monte Carlo computation of optimal portfolios in complete markets 0 0 0 147 2 2 10 343
On dynamic measures of risk 0 0 1 769 2 2 7 2,117
On optimal terminal wealth under transaction costs 0 0 0 43 2 3 8 155
Optimal Replication of Contingent Claims under Portfolio Constraints 0 0 0 2 0 1 11 461
Optimal Risk Taking with Flexible Income 0 0 0 4 1 4 9 107
Optimal allocation to hedge funds: an empirical analysis 0 0 0 8 0 0 8 54
Optimal consumption choices for a 'large' investor 0 1 1 142 0 2 7 261
Optimal portfolio allocation with higher moments 0 0 0 92 1 1 42 368
Optimal risk-sharing with effort and project choice 0 0 0 63 1 2 8 189
Price impact and portfolio impact 0 0 0 29 4 5 10 167
Principal-Agent Problems with Exit Options 0 1 2 30 0 4 15 148
Relative Extinction of Heterogeneous Agents 0 0 0 9 5 6 10 97
Utility maximization in incomplete markets with random endowment 0 0 0 192 0 2 12 1,076
Total Journal Articles 1 4 15 2,282 58 95 368 9,186

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 4 23 679
Total Books 0 0 0 0 4 4 23 679

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Statistics updated 2026-05-06