Jakša Cvitanić

Finance · 2001–2012

A researcher in the Science corpus: 10 papers; trusts 16 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Jakša Cvitanić trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. J. Mirrlees
  2. Sébastien Page
  3. Peter P. Carr
  4. Ou-yang Hui
  5. Sanjiv Ranjan Das
  6. Dilip B Madan 5
  7. Dilip Abreu
  8. Jennifer N. Carpenter
  9. Yuliy Sannikov
  10. Robert F. Engle

Who trusts Jakša Cvitanić overall

  1. Noah Williams
  2. Robert Almgren
  3. Alexander Schied
  4. T. Li
  5. Andrei A. Kirilenko
  6. Walter Schachermayer

Papers from Jakša Cvitanić's perspective

Ordered by how strongly the researchers Jakša Cvitanić trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Equity Premium Puzzle
  2. The Fine Structure of Asset Retums : An Empirical Investigation '
  3. Specification Analysis of Affine Term Structure Models
  4. Order Flow, Transaction Clock, and Normality of Asset Returns
  5. The Variance Gamma Process and Option Pricing
  6. Does Option Compensation Increase Managerial Risk Appetite
  7. A Continuous-Time Version of the Principal-Agent
  8. Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
  9. The Variance Gamma (V.G.) Model for Share Market Returns
  10. Stock Options for Undiversified Executives

Their papers