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 1 3 4 52
Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds 0 0 0 6 0 0 1 124
Asset pricing under optimal contracts 0 0 0 2 0 0 0 50
Competition in Portfolio Management: Theory and Experiment 0 0 1 70 1 2 4 228
Equilibrium Driven by Discounted Dividend Volatility 0 0 0 9 0 1 1 94
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 0 2 3 165
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 3 0 1 2 44
Implications of Sharpe Ratio as a Performance Measure in Multi-Period Settings 0 0 0 0 1 2 3 29
Monte Carlo Valuation of Optimal Portfolios in Complete Markets 0 1 1 272 0 2 3 470
Nonmyopic Optimal Portfolios in Viable Markets 0 0 0 5 0 1 1 41
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 0 1 1 222
Optimal Consumption Choices for a "Large" Investor 0 0 0 0 0 0 0 718
Optimal Fund Menus 0 0 0 6 2 3 3 17
Optimal fund menus 0 0 0 22 0 1 2 33
Price Impact and Portfolio Impact 0 0 0 22 0 2 3 109
Total Working Papers 0 1 2 491 5 21 31 2,396

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 2 2 3 40
Analytic Pricing of Employee Stock Options 1 1 1 51 1 2 4 174
Asset pricing under optimal contracts 0 0 0 18 0 2 5 128
Beliefs regarding fundamental value and optimal investing 0 0 0 21 2 2 4 124
CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION 0 0 1 1 0 1 3 12
Co-development ventures: Optimal time of entry and profit-sharing 0 0 0 14 0 1 3 115
Competition in Portfolio Management: Theory and Experiment 1 2 2 4 2 4 6 40
Dynamic programming approach to principal–agent problems 1 2 3 42 4 8 13 138
Dynamics of Contract Design with Screening 0 0 0 8 2 2 3 63
Erratum to: Utility maximization in incomplete markets with random endowment 0 0 0 4 0 1 1 26
Financial Markets Equilibrium with Heterogeneous Agents 0 0 1 37 1 2 3 134
INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES 0 0 0 0 1 3 3 11
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 0 52 2 3 4 226
Introduction 0 0 0 1 0 1 2 31
Leverage decision and manager compensation with choice of effort and volatility 0 1 1 165 1 4 5 543
Market microstructure design and flash crashes: A simulation approach 0 0 0 18 4 5 6 99
Markets with random lifetimes and private values: mean reversion and option to trade 0 0 0 2 2 3 3 42
Methods of Partial Hedging 0 0 0 100 0 1 3 579
Monte Carlo computation of optimal portfolios in complete markets 0 0 1 147 1 3 5 336
On dynamic measures of risk 0 1 1 769 1 2 3 2,112
On optimal terminal wealth under transaction costs 0 0 0 43 2 4 4 151
Optimal Replication of Contingent Claims under Portfolio Constraints 0 0 0 2 3 4 6 455
Optimal Risk Taking with Flexible Income 0 0 0 4 0 2 3 101
Optimal allocation to hedge funds: an empirical analysis 0 0 1 8 0 1 6 49
Optimal consumption choices for a 'large' investor 0 0 1 141 0 1 3 255
Optimal portfolio allocation with higher moments 0 0 1 92 1 1 2 327
Optimal risk-sharing with effort and project choice 0 0 0 63 1 3 5 185
Price impact and portfolio impact 0 0 0 29 1 2 2 159
Principal-Agent Problems with Exit Options 0 0 1 28 0 1 6 135
Relative Extinction of Heterogeneous Agents 0 0 0 9 0 0 1 88
Utility maximization in incomplete markets with random endowment 0 0 0 192 1 2 3 1,066
Total Journal Articles 3 7 15 2,275 35 73 124 8,908

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 2 4 16 664
Total Books 0 0 0 0 2 4 16 664

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Statistics updated 2025-11-08