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Jackwerth, Jens Carsten


 SSRN Author Rank: 1,968 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/
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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
10,686
Total
Citations
483
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 This Paper |
Journal of Derivatives, Vol. 7, No. 2, pp. 66-82, Winter 1999
Number of Pages in PDF File: 17
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
21 Oct 99
Last Revised:
20 Nov 08
2,312
(2,973)
42

2.  
Buraschi, Andrea
Imperial College Business School
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
19 Apr 99
1,446
(6,683)
7

3.  
Generalized Binomial Trees | Show Abstract | Download This Paper |
Journal of Derivatives, Vol. 5, No. 2, pp. 7-17
Number of Pages in PDF File: 21
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
09 Sep 96
Last Revised:
20 Nov 08
1,384
(7,180)
18

4.  
The Puzzle of Index Option Returns | Show Abstract | Download This Paper |
Fama-Miller Working Paper , Chicago Booth Research Paper No. 11-24
Number of Pages in PDF File: 42
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
723
(19,852)
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
623
(24,505)
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
517
(31,588)
35

7.   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:
24 Jul 14
471
(35,616)
14

8.  
Hodder, James E.
University of Wisconsin - Madison - School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
15 Mar 07
466
(36,124)
10

9.  
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Vilkov, Grigory
Frankfurt School of Finance & Management
Posted:
15 Sep 13
Last Revised:
07 Aug 14
461
(36,726)
 

10.   Incl. Electronic Paper
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
09 Sep 96
Last Revised:
17 Jul 00
418
(41,443)
166

11.  
Hodder, James E.
University of Wisconsin - Madison - School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
08 Dec 04
257
(72,966)
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
237
(79,995)
 

13.  
Pinning in the S&P 500 Futures | Show Abstract | Download This Paper |
Journal of Financial Economics (JFE), 106, December 2012, 566-585
Number of Pages in PDF File: 75
Golez, Benjamin
University of Notre Dame
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
25 Aug 10
Last Revised:
13 Feb 13
229
(82,571)
1

14.  
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
Last Revised:
09 Dec 14
215
(88,527)
 

15.  
Recovering Probabilities and Risk Aversion from Option Prices and Realized Returns | Show Abstract | Download This Paper |
THE LEGACY OF FISHER BLACK, Bruce N. Lehmann, ed., Oxford University Press, 2004
Number of Pages in PDF File: 34
Rubinstein, Mark
University of California, Berkeley - Haas School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
18 Nov 08
210
(90,169)
154

16.  
Option Pricing: Real and Risk-Neutral Distributions | Show Abstract | Download This Paper |
HANDBOOKS IN OPERATIONS RESEARCH AND MANAGEMENT SCIENCE: FINANCIAL ENGINEERING, J.R. Birge, V. Linetsky, eds., Vol. 15, pp. 565-591, Elsevier, 2007
Number of Pages in PDF File: 37
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
186
(101,404)
1

17.  
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
174
(107,944)
4

18.  
Hodder, James E.
University of Wisconsin - Madison - School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
19 Sep 06
104
(164,065)
 

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
(183,574)
 

20.  
Relative Alpha | Show Abstract | Download This Paper |
Number of Pages in PDF File: 59
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Slavutskaya, Anna
University of Konstanz - Faculty of Economics and Statistics
Posted:
21 May 14
Last Revised:
18 Jun 14
78
(197,673)
 

21.  
Artificial Stupidity: A Reply | Show Abstract | Download This Paper |
Journal of Portfolio Management, Vol. 24 , No. 1, pp. 120-121, 1997
Number of Pages in PDF File: 5
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
19 Nov 08
34
(289,803)
 

22.  
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Slavutskaya, Anna
University of Konstanz - Faculty of Economics and Statistics
Posted:
21 Oct 13
Last Revised:
09 Feb 15
27
(312,858)
 

23.  
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
23 Nov 12
26
(316,654)
 

24.  
Option-Implied Risk-Neutral Distributions and Risk Aversion | Show Abstract |
CFA Institute Research Foundation of AIMR Publications, pp. 1-86, March 2004
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
19 Nov 08
 

25.  
Incentive Contracts and Hedge Fund Management | Show Abstract |
Journal of Financial and Quantitative Analysis, May 2006
Hodder, James E.
University of Wisconsin - Madison - School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
28 Mar 07
 

26.  
Buraschi, Andrea
Imperial College Business School
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
17 Mar 01
 

27.  
Rubinstein, Mark
University of California, Berkeley - Haas School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
10 Oct 98
 

28.  
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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