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Jackwerth, Jens Carsten
 SSRN Author Rank: 1,794 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
9,265		 Total
Citations
475
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
2,166
(2,469) 		43
2.  
Buraschi, Andrea
Imperial College Business School
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
19 Apr 99
1,383
(5,363) 		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
1,325
(5,794) 		18
4.  
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
612
(19,404) 		19
5.  
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
599
(19,972) 		6
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
500
(25,434) 		34
7.  
Hodder, James E.
University of Wisconsin - Madison - School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
15 Mar 07
456
(28,736) 		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
430
(30,987) 		13
9.   Incl. Electronic Paper
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
09 Sep 96
Last Revised:
17 Jul 00
404
(33,582) 		163
10.  
Hodder, James E.
University of Wisconsin - Madison - School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
08 Dec 04
249
(59,657) 		4
11.  
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:
07 Dec 10
202
(73,956) 		 
12.  
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
188
(79,323) 		152
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
178
(83,523) 		1
14.  
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
177
(83,992) 		1
15.  
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
163
(90,732) 		4
16.  
Hodder, James E.
University of Wisconsin - Madison - School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
19 Sep 06
99
(135,969) 		 
17.  
Hodder, James E.
University of Wisconsin - Madison - School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
17 Mar 08
84
(151,482) 		 
18.  
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
29
(245,677) 		 
19.  
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
23 Nov 12
21
(271,392) 		 
20.  
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
 
21.  
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
 
22.  
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
 
23.  
Rubinstein, Mark
University of California, Berkeley - Haas School of Business
Jackwerth, Jens Carsten
University of Konstanz - Department of Economics
Posted:
10 Oct 98
 
24.  
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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