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Jaksa Cvitanic

Institution: California Institute of Technology

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.hss.caltech.edu/~cvitanic

First Publication: 1998

Most Recent: 2018

RePEc ID: pcv1 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 2.02 1.01 0.00 3.03 58%
All Time 0.00 9.42 6.22 0.50 16.15 92%

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 11.95

Publications (16)

Year Article Journal Tier Authors
2018 Asset pricing under optimal contracts Journal of Economic Theory A 2
2016 Achieving Efficiency in Dynamic Contribution Games American Economic Journal: Microeconomics B 2
2015 Competition in Portfolio Management: Theory and Experiment Management Science B 6
2013 Dynamics of Contract Design with Screening Management Science B 3
2011 Financial Markets Equilibrium with Heterogeneous Agents Review of Finance B 4
2011 Price impact and portfolio impact Journal of Financial Economics A 2
2011 Co-development ventures: Optimal time of entry and profit-sharing Journal of Economic Dynamics and Control B 3
2008 Implications of the Sharpe ratio as a performance measure in multi-period settings Journal of Economic Dynamics and Control B 3
2008 Analytic Pricing of Employee Stock Options The Review of Financial Studies A 3
2007 Optimal risk-sharing with effort and project choice Journal of Economic Theory A 3
2007 Optimal Risk Taking with Flexible Income Management Science B 3
2004 Leverage decision and manager compensation with choice of effort and volatility Journal of Financial Economics A 3
2003 Monte Carlo computation of optimal portfolios in complete markets Journal of Economic Dynamics and Control B 3
2001 On optimal terminal wealth under transaction costs Journal of Mathematical Economics C 2
1998 Optimal Replication of Contingent Claims under Portfolio Constraints. The Review of Financial Studies A 3
1998 Optimal consumption choices for a 'large' investor Journal of Economic Dynamics and Control B 2