Jens Carsten Jackwerth - Publications, H-index & Citations

Jens Carsten Jackwerth

University of Konstanz

25H指数

88论文数

4.7K被引数

收录论文 11

发表时间

Holding Period Effects in Dividend Strip Returns

REVIEW OF FINANCIAL STUDIES

IF5.4

2024-01-24

PREAI

Golez, Benjamin; Jackwerth, Jens

Asymmetric Volatility Risk: Evidence from Option Markets

REVIEW OF FINANCE

IF8.4

2018-07-14

OAAI

Jackwerth, Jens; Vilkov, Grigory

Recovering Delisting Returns of Hedge Funds

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2014-08-11

OAAI

Hodder, James E.; Jackwerth, Jens Carsten; Kolokolova, Olga

Improved Portfolio Choice Using Second-Order Stochastic Dominance

REVIEW OF FINANCE

IF8.4

2014-06-13

OAAI

Hodder, James E.; Jackwerth, Jens Carsten; Kolokolova, Olga

Are Options on Index Futures Profitable for Risk-Averse Investors? Empirical Evidence

JOURNAL OF FINANCE

IF9.5

2011-07-19

OAAI

Constantinides, George M.; Czerwonko, Michal; Jackwerth, Jens Carsten; Perrakis, Stylianos

Managerial responses to incentives: Control of firm risk, derivative pricing implications, and outside wealth management

JOURNAL OF BANKING & FINANCE

IF3.8

2011-06-01

OAAI

Hodder, James E.; Jackwerth, Jens Carsten

Incentive contracts and hedge fund management

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2009-04-06

OAAI

Hodder, James E.; Jackwerth, Jens Carsten

Mispricing of S&P 500 Index Options

REVIEW OF FINANCIAL STUDIES

IF5.4

2008-02-21

OAAI

Constantinides, George M.; Jackwerth, Jens Carsten; Perrakis, Stylianos

The price of a smile: Hedging and spanning in option markets

REVIEW OF FINANCIAL STUDIES

IF5.4

2001-04-01

114

OAAI

Buraschi, A; Jackwerth, J

Recovering risk aversion from option prices and realized returns

REVIEW OF FINANCIAL STUDIES

IF5.4

2000-04-01

433

OAAI

Jackwerth, JC

Recovering probability distributions from option prices

JOURNAL OF FINANCE

IF9.5

1996-12-01

531

OAAI

Jackwerth, JC; Rubinstein, M

研究方向