Jack Kim

Stanford University - Department of Management Science & Engineering

473 Via Ortega

Stanford, CA 94305-9025

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 30,590

SSRN RANKINGS

Top 30,590

in Total Papers Downloads

3,284

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

Optimal Credit Swap Portfolios

Number of pages: 32 Posted: 03 Jul 2009 Last Revised: 20 Aug 2018
Stanford University - Department of Management Science & Engineering, Korea University Business School (KUBS), Stanford University - Department of Management Science & Engineering and University of Pennsylvania - The Wharton School
Downloads 1,329 (30,190)
Citation 4

Abstract:

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portfolio selection, credit swap, goal program, nested expectation

2.

Market Making in NFTs

Number of pages: 14 Posted: 28 Sep 2022 Last Revised: 09 Nov 2023
University of Oxford, Said Business School, Stanford University - Department of Management Science & Engineering and University of Oxford
Downloads 1,312 (30,785)
Citation 3

Abstract:

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NFTs, Digital Assets, Market Making, Market Microstructure

3.

Pricing Power Perpetual Futures

Number of pages: 7 Posted: 28 Apr 2023 Last Revised: 31 Jul 2023
Stanford University - Department of Management Science & Engineering, University of Oxford, Said Business School, HashCurve and HashCurve
Downloads 158 (363,982)

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4.

Modelling Price Dynamics in Heterogeneous Digital Assets

Number of pages: 10 Posted: 29 Nov 2023
University of Oxford, Said Business School, Stanford University - Department of Management Science & Engineering and University of Oxford
Downloads 144 (392,588)

Abstract:

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Digital Assets, NFTs, Asset Pricing, Price Simulations

5.

Perpetual Futures on Heterogeneous Digital Assets

Number of pages: 10 Posted: 02 Aug 2023 Last Revised: 11 Jul 2024
University of Oxford, Said Business School, Stanford University - Department of Management Science & Engineering, HashCurve and HashCurve
Downloads 143 (394,735)

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6.

The Case for Stochastically Dynamic AMMs

Number of pages: 14 Posted: 28 Apr 2023 Last Revised: 31 Jul 2023
University of Oxford, Said Business School, Stanford University - Department of Management Science & Engineering, HashCurve and HashCurve
Downloads 119 (454,705)

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7.

Portfolio Optimization in Heterogeneous Assets -Taking Lessons from the Digital Asset Ecosystem

Number of pages: 10 Posted: 01 Dec 2023
University of Oxford, Said Business School, Stanford University - Department of Management Science & Engineering and University of Oxford
Downloads 79 (597,019)
Citation 1

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8.

Analytical Approximations for Loan and Credit Derivatives Portfolios

Posted: 29 Apr 2012 Last Revised: 20 Jul 2015
Stanford University - Department of Management Science & Engineering, Stanford University - Department of Management Science & Engineering and Toho University

Abstract:

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profit and loss distribution, correlated defaults, mark-to-market, short-term approximation