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~person:"Jackwerth, Jens Carsten"
~type_genre:"Article in journal"
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Jackwerth, Jens Carsten
Wang, Xingchun
32
Nishihara, Michi
29
Ryu, Doojin
29
Kort, Peter M.
24
Trigeorgis, Lenos
24
Shibata, Takashi
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Pereira, Paulo J.
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Yang, Jinqiang
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Guthrie, Graeme A.
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Thijssen, Jacco J. J.
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Zanette, Antonino
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1
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Review of finance : journal of the European Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
7
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1
Asymmetric volatility risk : evidence from option markets
Jackwerth, Jens Carsten
;
Vilkov, Grigory
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
4
,
pp. 777-799
Persistent link: https://www.econbiz.de/10012035136
Saved in:
2
Pinning in the S&P 500 futures
Golez, Benjamin
;
Jackwerth, Jens Carsten
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 566-585
Persistent link: https://www.econbiz.de/10009710162
Saved in:
3
The pricing kernel puzzle : survey and outlook
Cuesdeanu, Horatio
;
Jackwerth, Jens Carsten
- In:
Annals of finance
14
(
2018
)
3
,
pp. 289-329
Persistent link: https://www.econbiz.de/10012019345
Saved in:
4
The puzzle of index option returns
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
- In:
Review of asset pricing studies
3
(
2013
)
2
,
pp. 229-257
Persistent link: https://www.econbiz.de/10010249052
Saved in:
5
Are
options
on index futures profitable for risk-averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1407-1437
Persistent link: https://www.econbiz.de/10009267661
Saved in:
6
Mispricing of S&P 500 index
options
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1247-1277
Persistent link: https://www.econbiz.de/10003827736
Saved in:
7
Option-implied risk-neutral distributions and implied binominal trees : a literature review
Jackwerth, Jens Carsten
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 66-82
Persistent link: https://www.econbiz.de/10001497770
Saved in:
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