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Jackwerth, Jens Carsten


 SSRN Author Rank: 1,871 by Downloads
 

University of Konstanz - Department of Economics


 Universitaetsstr. 10
 Konstanz, 78457
 Germany
 +497531882196 (Phone)
 +497531883120 (Fax)
 HOME PAGE: http://cms.uni-konstanz.de/wiwi/jackwerth/
 email address

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. Jackwerth, Jens Carsten's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,004
Total
Citations
479
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review | Show Abstract | Download |
Journal of Derivatives, Vol. 7, No. 2, pp. 66-82, Winter 1999
Accepted Paper Series
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
21 Oct 99
Last Revised:
20 Nov 08
2,228
(2,737)
43

2.  
Buraschi, Andrea
Imperial College Business School
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
19 Apr 99
1,418
(6,027)
7

3.  
Generalized Binomial Trees | Show Abstract | Download |
Journal of Derivatives, Vol. 5, No. 2, pp. 7-17
Accepted Paper Series
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
09 Sep 96
Last Revised:
20 Nov 08
1,336
(6,653)
18

4.  
The Puzzle of Index Option Returns | Show Abstract | Download |
Fama-Miller Working Paper , Chicago Booth Research Paper No. 11-24
Working Paper Series
Constantinides, George M.
University of Chicago - Booth School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Savov, Alexi
New York University (NYU) - Department of Finance
Posted:
21 Oct 09
Last Revised:
25 Sep 12
660
(19,863)
8

5.  
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Brown, David P.
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Posted:
27 Feb 02
616
(21,855)
19

6.   Incl. Electronic Paper
Constantinides, George M.
University of Chicago - Booth School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business
Posted:
24 Feb 05
Last Revised:
29 Sep 10
507
(28,489)
35

7.  
Hodder, James E.
University of Wisconsin - Madison - School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
15 Mar 07
462
(32,213)
10

8.   Incl. Electronic Paper
Constantinides, George M.
University of Chicago - Booth School of Business
Czerwonko, Michal
McGill University
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business
Posted:
18 Mar 08
Last Revised:
27 Jul 11
446
(33,682)
14

9.   Incl. Electronic Paper
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
09 Sep 96
Last Revised:
17 Jul 00
409
(37,606)
163

10.  
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Vilkov, Grigory
Goethe University Frankfurt - Department of Finance
Posted:
15 Sep 13
Last Revised:
23 Sep 13
302
(54,159)
 

11.  
Hodder, James E.
University of Wisconsin - Madison - School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
08 Dec 04
254
(65,779)
4

12.  
Hodder, James E.
University of Wisconsin - Madison - School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Kolokolova, Olga
University of Manchester - Manchester Business School
Posted:
15 Jun 09
Last Revised:
25 Sep 13
217
(77,553)
 

13.  
Pinning in the S&P 500 Futures | Show Abstract | Download |
Journal of Financial Economics (JFE), 106, December 2012, 566-585
Accepted Paper Series
Golez, Benjamin
University of Notre Dame
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
25 Aug 10
Last Revised:
13 Feb 13
207
(81,328)
1

14.  
Recovering Probabilities and Risk Aversion from Option Prices and Realized Returns | Show Abstract | Download |
THE LEGACY OF FISHER BLACK, Bruce N. Lehmann, ed., Oxford University Press, 2004
Accepted Paper Series
Rubinstein, Mark
University of California, Berkeley - Haas School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
18 Nov 08
201
(83,768)
152

15.  
Option Pricing: Real and Risk-Neutral Distributions | Show Abstract | Download |
HANDBOOKS IN OPERATIONS RESEARCH AND MANAGEMENT SCIENCE: FINANCIAL ENGINEERING, J.R. Birge, V. Linetsky, eds., Vol. 15, pp. 565-591, Elsevier, 2007
Accepted Paper Series
Constantinides, George M.
University of Chicago - Booth School of Business
Perrakis, Stylianos
Concordia University, Quebec - John Molson School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
18 Nov 08
Last Revised:
05 Dec 08
183
(91,897)
1

16.  
Hodder, James E.
University of Wisconsin - Madison - School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Kolokolova, Olga
University of Manchester - Manchester Business School
Posted:
03 Nov 08
Last Revised:
16 Mar 09
169
(98,848)
4

17.  
Gandhi, Priyank
Mendoza College of Business, University of Notre Dame
Golez, Benjamin
University of Notre Dame
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Plazzi, Alberto
University of Lugano - Institute of Finance
Posted:
18 Oct 13
126
(128,275)
 

18.  
Hodder, James E.
University of Wisconsin - Madison - School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
19 Sep 06
102
(149,156)
 

19.  
Hodder, James E.
University of Wisconsin - Madison - School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
17 Mar 08
88
(164,729)
 

20.  
Artificial Stupidity: A Reply | Show Abstract | Download |
Journal of Portfolio Management, Vol. 24 , No. 1, pp. 120-121, 1997
Accepted Paper Series
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
19 Nov 08
31
(267,811)
 

21.  
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
23 Nov 12
25
(287,190)
 

22.  
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Slavutskaya, Anna
University of Konstanz - Faculty of Economics and Statistics
Posted:
21 Oct 13
17
(317,878)
 

23.  
Option-Implied Risk-Neutral Distributions and Risk Aversion | Show Abstract |
CFA Institute Research Foundation of AIMR Publications, pp. 1-86, March 2004
Accepted Paper Series
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
19 Nov 08
 

24.  
Incentive Contracts and Hedge Fund Management | Show Abstract |
Journal of Financial and Quantitative Analysis, May 2006
Accepted Paper Series
Hodder, James E.
University of Wisconsin - Madison - School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
28 Mar 07
 

25.  
The Price of a Smile: Hedging and Spanning in Option Markets | Show Abstract |
Review of Financial Studies, Vol. 14, No. 2
Accepted Paper Series
Buraschi, Andrea
Imperial College Business School
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
17 Mar 01
 

26.  
Rubinstein, Mark
University of California, Berkeley - Haas School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
10 Oct 98
 

27.  
Recovering Probability Distributions from Option Prices | Show Abstract |
J. OF FINANCE, Vol. 51 No. 5, December 1996
Accepted Paper Series
Rubinstein, Mark
University of California, Berkeley - Haas School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
24 Oct 96
 


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