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What do index options teach us about COVID-19?

Jackwerth, Jens Carsten - In: Review of asset pricing studies : RAPS 10 (2020) 4, pp. 618-634

Persistent link: https://www.econbiz.de/10012318194

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

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

Financial market misconduct and public enforcement : the case of Libor manipulation

Gandhi, Priyank; Golez, Benjamin; Jackwerth, Jens Carsten; … - In: Management science : journal of the Institute for … 65 (2019) 11, pp. 5268-5289

Persistent link: https://www.econbiz.de/10012125960

The total benefit of alternative assets to pension fund portfolios

Jackwerth, Jens Carsten; Slavutskaya, Anna - In: Journal of financial markets 31 (2016), pp. 25-42

Persistent link: https://www.econbiz.de/10011722258

Birds of a feather : do hedge fund managers flock together?

Gerritzen, Marc; Jackwerth, Jens Carsten; Plazzi, Alberto - 2016

Mandatory filings for UK hedge funds allow analysis of the effect of managerial employment networks on investment behavior. Employment in the same firm leads to significantly more similar investment behavior in terms of raw returns, abnormal performance (alpha), systematic risk (beta), and...

Persistent link: https://www.econbiz.de/10011515858