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Information about:
Jens Carsten Jackwerth

Personal Details | Affiliation | Works
This is information that was supplied by Jens Jackwerth in registering through RePEc. If you are Jens Carsten Jackwerth , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Jens
Middle Name: Carsten
Last Name: Jackwerth
Suffix:

RePEc Short-ID: pja3

Email:
Homepage: http://www.wiwi.uni-konstanz.de/jackwerth/
Postal Address: University of Konstanz Universitätsstraße 10 PO Box 134 78457 Konstanz Germany
Phone: +49-(0)7531-88-2196

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Constantinides, George M. & Jackwerth, Jens Carsten & Czerwonko, Michal & Perrakis, Stylianos, 2008. "Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence," MPRA Paper 11644, University Library of Munich, Germany. [Downloadable!]
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  2. Jackwerth, Jens Carsten & Kolokolova, Olga & Hodder, James E., 2008. "Recovering Delisting Returns of Hedge Funds," MPRA Paper 11641, University Library of Munich, Germany, revised 31 Oct 2008. [Downloadable!]
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  3. Jackwerth, Jens Carsten & Hodder, James E., 2008. "Managerial Responses to Incentives: Control of Firm Risk, Derivative Pricing Implications, and Outside Wealth Management," MPRA Paper 11643, University Library of Munich, Germany. [Downloadable!]
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  4. Jens Carsten Jackwerth & James E. Hodder, 2005. "Incentive Contracts and Hedge Fund Management," CoFE Discussion Paper 05-02, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
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    Published as:

  5. Jens Carsten Jackwerth & George M. Constantinaides & Stylianos Perrakis, 2005. "Option Pricing: Real and Risk-Neutral Distributions," CoFE Discussion Paper 05-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
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  6. Jens Carsten Jackwerth & James E. Hodder, 2005. "Employee Stock Options: Much More Valuable Than You Thought," CoFE Discussion Paper 05-01, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
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  7. Jens Carsten Jackwerth & George M. Constantinaides & Stylianos Perrakis, 2005. "Mispricing of S&P 500 Index Options," CoFE Discussion Paper 05-09, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
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  8. Jens Carsten Jackwerth & James E. Hodder, 2003. "Incentive Contracts and Hedge Fund Management: A Numerical Evaluation Procedure," CoFE Discussion Paper 03-10, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

  9. Jackwerth, Jens Carsten & Rubinstein, Mark, 2003. "Recovering Probabilities and Risk Aversion from Option Prices and Realized Returns," MPRA Paper 11638, University Library of Munich, Germany, revised 2004. [Downloadable!]

  10. Jackwerth, Jens Carsten, 1999. "Option Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review," MPRA Paper 11634, University Library of Munich, Germany. [Downloadable!]

  11. Jackwerth, Jens Carsten, 1997. "Artificial Stupidity: A Reply," MPRA Paper 11636, University Library of Munich, Germany. [Downloadable!]

  12. Jens Carsten Jackwerth., 1996. "Implied Binomial Trees: Generalizations and Empirical Tests," Research Program in Finance Working Papers RPF-262, University of California at Berkeley. [Downloadable!]

  13. Jens Carsten Jackwerth., 1996. "Recovering Risk Aversion from Option Prices and Realized Returns," Research Program in Finance Working Papers RPF-265, University of California at Berkeley. [Downloadable!]
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  14. Jens Carsten Jackwerth., 1996. "Generalized Binomial Trees," Research Program in Finance Working Papers RPF-264, University of California at Berkeley. [Downloadable!]
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  15. Jens Carsten Jackwerth and Mark Rubinstein., 1995. "Implied Probability Distributions: Empirical Analysis," Research Program in Finance Working Papers RPF-250, University of California at Berkeley.

Articles

  1. George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2009. "Mispricing of S&P 500 Index Options," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(3), pages 1247-1277, March. [Downloadable!] (restricted)
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  2. Hodder, James E. & Jackwerth, Jens Carsten, 2007. "Incentive Contracts and Hedge Fund Management," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(04), pages 811-826, December. [Downloadable!]
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  3. Buraschi, Andrea & Jackwerth, Jens, 2001. "The Price of a Smile: Hedging and Spanning in Option Markets," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 14(2), pages 495-527.

  4. Jackwerth, Jens Carsten, 2000. "Recovering Risk Aversion from Option Prices and Realized Returns," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 13(2), pages 433-51.
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  5. Jackwerth, Jens Carsten & Rubinstein, Mark, 1996. " Recovering Probability Distributions from Option Prices," Journal of Finance, American Finance Association, vol. 51(5), pages 1611-32, December. [Downloadable!] (restricted)

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (3) 2006-08-26 2008-12-01 2008-12-14
  2. NEP-CFN: Corporate Finance (2) 2006-08-26 2006-08-26
  3. NEP-FIN: Finance (1) 2000-01-17
  4. NEP-FMK: Financial Markets (8) 2006-08-26 2006-08-26 2006-08-26 2006-08-26 2008-11-25 2008-11-25 2008-12-14 2008-12-21 Author is listed
  5. NEP-MST: Market Microstructure (2) 2006-08-26 2008-11-25
  6. NEP-RMG: Risk Management (1) 2008-12-21
  7. NEP-UPT: Utility Models & Prospect Theory (4) 2006-08-26 2008-11-25 2008-11-25 2008-12-01 Author is listed
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This page was last updated on 2009-11-12.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.